Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,613.0 |
1,608.1 |
-4.9 |
-0.3% |
1,671.6 |
High |
1,621.7 |
1,611.2 |
-10.5 |
-0.6% |
1,673.0 |
Low |
1,603.9 |
1,564.8 |
-39.1 |
-2.4% |
1,600.2 |
Close |
1,607.7 |
1,581.5 |
-26.2 |
-1.6% |
1,613.0 |
Range |
17.8 |
46.4 |
28.6 |
160.7% |
72.8 |
ATR |
17.1 |
19.2 |
2.1 |
12.3% |
0.0 |
Volume |
4,058 |
4,815 |
757 |
18.7% |
21,840 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.0 |
1,699.7 |
1,607.0 |
|
R3 |
1,678.6 |
1,653.3 |
1,594.3 |
|
R2 |
1,632.2 |
1,632.2 |
1,590.0 |
|
R1 |
1,606.9 |
1,606.9 |
1,585.8 |
1,596.4 |
PP |
1,585.8 |
1,585.8 |
1,585.8 |
1,580.6 |
S1 |
1,560.5 |
1,560.5 |
1,577.2 |
1,550.0 |
S2 |
1,539.4 |
1,539.4 |
1,573.0 |
|
S3 |
1,493.0 |
1,514.1 |
1,568.7 |
|
S4 |
1,446.6 |
1,467.7 |
1,556.0 |
|
|
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 |
1,656.7 |
1,564.8 |
91.9 |
5.8% |
26.0 |
1.6% |
18% |
False |
True |
4,045 |
10 |
1,686.4 |
1,564.8 |
121.6 |
7.7% |
19.9 |
1.3% |
14% |
False |
True |
3,543 |
20 |
1,698.6 |
1,564.8 |
133.8 |
8.5% |
17.2 |
1.1% |
12% |
False |
True |
2,867 |
40 |
1,702.4 |
1,564.8 |
137.6 |
8.7% |
16.4 |
1.0% |
12% |
False |
True |
2,176 |
60 |
1,759.7 |
1,564.8 |
194.9 |
12.3% |
15.8 |
1.0% |
9% |
False |
True |
1,722 |
80 |
1,759.7 |
1,564.8 |
194.9 |
12.3% |
14.6 |
0.9% |
9% |
False |
True |
1,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.4 |
2.618 |
1,732.7 |
1.618 |
1,686.3 |
1.000 |
1,657.6 |
0.618 |
1,639.9 |
HIGH |
1,611.2 |
0.618 |
1,593.5 |
0.500 |
1,588.0 |
0.382 |
1,582.5 |
LOW |
1,564.8 |
0.618 |
1,536.1 |
1.000 |
1,518.4 |
1.618 |
1,489.7 |
2.618 |
1,443.3 |
4.250 |
1,367.6 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,588.0 |
1,601.0 |
PP |
1,585.8 |
1,594.5 |
S1 |
1,583.7 |
1,588.0 |
|