Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,635.0 |
1,613.0 |
-22.0 |
-1.3% |
1,671.6 |
High |
1,637.2 |
1,621.7 |
-15.5 |
-0.9% |
1,673.0 |
Low |
1,600.2 |
1,603.9 |
3.7 |
0.2% |
1,600.2 |
Close |
1,613.0 |
1,607.7 |
-5.3 |
-0.3% |
1,613.0 |
Range |
37.0 |
17.8 |
-19.2 |
-51.9% |
72.8 |
ATR |
17.0 |
17.1 |
0.1 |
0.3% |
0.0 |
Volume |
6,012 |
4,058 |
-1,954 |
-32.5% |
21,840 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.5 |
1,653.9 |
1,617.5 |
|
R3 |
1,646.7 |
1,636.1 |
1,612.6 |
|
R2 |
1,628.9 |
1,628.9 |
1,611.0 |
|
R1 |
1,618.3 |
1,618.3 |
1,609.3 |
1,614.7 |
PP |
1,611.1 |
1,611.1 |
1,611.1 |
1,609.3 |
S1 |
1,600.5 |
1,600.5 |
1,606.1 |
1,596.9 |
S2 |
1,593.3 |
1,593.3 |
1,604.4 |
|
S3 |
1,575.5 |
1,582.7 |
1,602.8 |
|
S4 |
1,557.7 |
1,564.9 |
1,597.9 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.1 |
1,802.9 |
1,653.0 |
|
R3 |
1,774.3 |
1,730.1 |
1,633.0 |
|
R2 |
1,701.5 |
1,701.5 |
1,626.3 |
|
R1 |
1,657.3 |
1,657.3 |
1,619.7 |
1,643.0 |
PP |
1,628.7 |
1,628.7 |
1,628.7 |
1,621.6 |
S1 |
1,584.5 |
1,584.5 |
1,606.3 |
1,570.2 |
S2 |
1,555.9 |
1,555.9 |
1,599.7 |
|
S3 |
1,483.1 |
1,511.7 |
1,593.0 |
|
S4 |
1,410.3 |
1,438.9 |
1,573.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,657.1 |
1,600.2 |
56.9 |
3.5% |
19.2 |
1.2% |
13% |
False |
False |
4,916 |
10 |
1,686.4 |
1,600.2 |
86.2 |
5.4% |
16.6 |
1.0% |
9% |
False |
False |
3,243 |
20 |
1,701.0 |
1,600.2 |
100.8 |
6.3% |
15.2 |
0.9% |
7% |
False |
False |
2,646 |
40 |
1,702.4 |
1,600.2 |
102.2 |
6.4% |
16.1 |
1.0% |
7% |
False |
False |
2,082 |
60 |
1,759.7 |
1,600.2 |
159.5 |
9.9% |
15.2 |
0.9% |
5% |
False |
False |
1,649 |
80 |
1,759.7 |
1,600.2 |
159.5 |
9.9% |
14.2 |
0.9% |
5% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.4 |
2.618 |
1,668.3 |
1.618 |
1,650.5 |
1.000 |
1,639.5 |
0.618 |
1,632.7 |
HIGH |
1,621.7 |
0.618 |
1,614.9 |
0.500 |
1,612.8 |
0.382 |
1,610.7 |
LOW |
1,603.9 |
0.618 |
1,592.9 |
1.000 |
1,586.1 |
1.618 |
1,575.1 |
2.618 |
1,557.3 |
4.250 |
1,528.3 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,612.8 |
1,626.8 |
PP |
1,611.1 |
1,620.4 |
S1 |
1,609.4 |
1,614.1 |
|