Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,880.62 |
14,004.95 |
124.33 |
0.9% |
13,981.76 |
High |
14,001.19 |
14,081.58 |
80.39 |
0.6% |
14,058.27 |
Low |
13,880.62 |
13,784.01 |
-96.61 |
-0.7% |
13,834.40 |
Close |
14,000.57 |
13,784.17 |
-216.40 |
-1.5% |
14,000.57 |
Range |
120.57 |
297.57 |
177.00 |
146.8% |
223.87 |
ATR |
97.64 |
111.92 |
14.28 |
14.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,775.96 |
14,577.64 |
13,947.83 |
|
R3 |
14,478.39 |
14,280.07 |
13,866.00 |
|
R2 |
14,180.82 |
14,180.82 |
13,838.72 |
|
R1 |
13,982.50 |
13,982.50 |
13,811.45 |
13,932.88 |
PP |
13,883.25 |
13,883.25 |
13,883.25 |
13,858.44 |
S1 |
13,684.93 |
13,684.93 |
13,756.89 |
13,635.31 |
S2 |
13,585.68 |
13,585.68 |
13,729.62 |
|
S3 |
13,288.11 |
13,387.36 |
13,702.34 |
|
S4 |
12,990.54 |
13,089.79 |
13,620.51 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,636.02 |
14,542.17 |
14,123.70 |
|
R3 |
14,412.15 |
14,318.30 |
14,062.13 |
|
R2 |
14,188.28 |
14,188.28 |
14,041.61 |
|
R1 |
14,094.43 |
14,094.43 |
14,021.09 |
14,141.36 |
PP |
13,964.41 |
13,964.41 |
13,964.41 |
13,987.88 |
S1 |
13,870.56 |
13,870.56 |
13,980.05 |
13,917.49 |
S2 |
13,740.54 |
13,740.54 |
13,959.53 |
|
S3 |
13,516.67 |
13,646.69 |
13,939.01 |
|
S4 |
13,292.80 |
13,422.82 |
13,877.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,081.58 |
13,784.01 |
297.57 |
2.2% |
143.44 |
1.0% |
0% |
True |
True |
|
10 |
14,081.58 |
13,784.01 |
297.57 |
2.2% |
108.70 |
0.8% |
0% |
True |
True |
|
20 |
14,081.58 |
13,784.01 |
297.57 |
2.2% |
105.42 |
0.8% |
0% |
True |
True |
|
40 |
14,081.58 |
12,883.89 |
1,197.69 |
8.7% |
108.04 |
0.8% |
75% |
True |
False |
|
60 |
14,081.58 |
12,765.32 |
1,316.26 |
9.5% |
108.65 |
0.8% |
77% |
True |
False |
|
80 |
14,081.58 |
12,471.49 |
1,610.09 |
11.7% |
118.53 |
0.9% |
82% |
True |
False |
|
100 |
14,081.58 |
12,471.49 |
1,610.09 |
11.7% |
119.81 |
0.9% |
82% |
True |
False |
|
120 |
14,081.58 |
12,471.49 |
1,610.09 |
11.7% |
117.85 |
0.9% |
82% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,346.25 |
2.618 |
14,860.62 |
1.618 |
14,563.05 |
1.000 |
14,379.15 |
0.618 |
14,265.48 |
HIGH |
14,081.58 |
0.618 |
13,967.91 |
0.500 |
13,932.80 |
0.382 |
13,897.68 |
LOW |
13,784.01 |
0.618 |
13,600.11 |
1.000 |
13,486.44 |
1.618 |
13,302.54 |
2.618 |
13,004.97 |
4.250 |
12,519.34 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,932.80 |
13,932.80 |
PP |
13,883.25 |
13,883.25 |
S1 |
13,833.71 |
13,833.71 |
|