Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,608.1 |
1,572.6 |
-35.5 |
-2.2% |
1,671.6 |
High |
1,611.2 |
1,587.2 |
-24.0 |
-1.5% |
1,673.0 |
Low |
1,564.8 |
1,560.0 |
-4.8 |
-0.3% |
1,600.2 |
Close |
1,581.5 |
1,582.0 |
0.5 |
0.0% |
1,613.0 |
Range |
46.4 |
27.2 |
-19.2 |
-41.4% |
72.8 |
ATR |
19.2 |
19.7 |
0.6 |
3.0% |
0.0 |
Volume |
4,815 |
1,574 |
-3,241 |
-67.3% |
21,840 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.0 |
1,647.2 |
1,597.0 |
|
R3 |
1,630.8 |
1,620.0 |
1,589.5 |
|
R2 |
1,603.6 |
1,603.6 |
1,587.0 |
|
R1 |
1,592.8 |
1,592.8 |
1,584.5 |
1,598.2 |
PP |
1,576.4 |
1,576.4 |
1,576.4 |
1,579.1 |
S1 |
1,565.6 |
1,565.6 |
1,579.5 |
1,571.0 |
S2 |
1,549.2 |
1,549.2 |
1,577.0 |
|
S3 |
1,522.0 |
1,538.4 |
1,574.5 |
|
S4 |
1,494.8 |
1,511.2 |
1,567.0 |
|
|
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 |
1,653.3 |
1,560.0 |
93.3 |
5.9% |
29.0 |
1.8% |
24% |
False |
True |
3,749 |
10 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
21.9 |
1.4% |
17% |
False |
True |
3,426 |
20 |
1,689.0 |
1,560.0 |
129.0 |
8.2% |
18.1 |
1.1% |
17% |
False |
True |
2,832 |
40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
16.5 |
1.0% |
15% |
False |
True |
2,174 |
60 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
15.9 |
1.0% |
11% |
False |
True |
1,734 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
14.8 |
0.9% |
11% |
False |
True |
1,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,702.8 |
2.618 |
1,658.4 |
1.618 |
1,631.2 |
1.000 |
1,614.4 |
0.618 |
1,604.0 |
HIGH |
1,587.2 |
0.618 |
1,576.8 |
0.500 |
1,573.6 |
0.382 |
1,570.4 |
LOW |
1,560.0 |
0.618 |
1,543.2 |
1.000 |
1,532.8 |
1.618 |
1,516.0 |
2.618 |
1,488.8 |
4.250 |
1,444.4 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,579.2 |
1,590.9 |
PP |
1,576.4 |
1,587.9 |
S1 |
1,573.6 |
1,585.0 |
|