| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,668.0 |
1,674.2 |
6.2 |
0.4% |
1,657.9 |
| High |
1,676.5 |
1,683.4 |
6.9 |
0.4% |
1,683.2 |
| Low |
1,661.6 |
1,666.5 |
4.9 |
0.3% |
1,651.0 |
| Close |
1,675.3 |
1,672.4 |
-2.9 |
-0.2% |
1,669.4 |
| Range |
14.9 |
16.9 |
2.0 |
13.4% |
32.2 |
| ATR |
18.7 |
18.6 |
-0.1 |
-0.7% |
0.0 |
| Volume |
450 |
353 |
-97 |
-21.6% |
384,428 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.8 |
1,715.5 |
1,681.7 |
|
| R3 |
1,707.9 |
1,698.6 |
1,677.0 |
|
| R2 |
1,691.0 |
1,691.0 |
1,675.5 |
|
| R1 |
1,681.7 |
1,681.7 |
1,673.9 |
1,677.9 |
| PP |
1,674.1 |
1,674.1 |
1,674.1 |
1,672.2 |
| S1 |
1,664.8 |
1,664.8 |
1,670.9 |
1,661.0 |
| S2 |
1,657.2 |
1,657.2 |
1,669.3 |
|
| S3 |
1,640.3 |
1,647.9 |
1,667.8 |
|
| S4 |
1,623.4 |
1,631.0 |
1,663.1 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.5 |
1,749.1 |
1,687.1 |
|
| R3 |
1,732.3 |
1,716.9 |
1,678.3 |
|
| R2 |
1,700.1 |
1,700.1 |
1,675.3 |
|
| R1 |
1,684.7 |
1,684.7 |
1,672.4 |
1,692.4 |
| PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,671.7 |
| S1 |
1,652.5 |
1,652.5 |
1,666.4 |
1,660.2 |
| S2 |
1,635.7 |
1,635.7 |
1,663.5 |
|
| S3 |
1,603.5 |
1,620.3 |
1,660.5 |
|
| S4 |
1,571.3 |
1,588.1 |
1,651.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,683.4 |
1,657.4 |
26.0 |
1.6% |
19.4 |
1.2% |
58% |
True |
False |
10,998 |
| 10 |
1,694.8 |
1,651.0 |
43.8 |
2.6% |
16.9 |
1.0% |
49% |
False |
False |
86,873 |
| 20 |
1,697.8 |
1,646.8 |
51.0 |
3.0% |
17.4 |
1.0% |
50% |
False |
False |
119,022 |
| 40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.2 |
1.1% |
47% |
False |
False |
122,409 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
18.7 |
1.1% |
35% |
False |
False |
104,317 |
| 80 |
1,776.9 |
1,626.0 |
150.9 |
9.0% |
18.8 |
1.1% |
31% |
False |
False |
79,947 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.0 |
1.1% |
27% |
False |
False |
64,667 |
| 120 |
1,800.0 |
1,599.0 |
201.0 |
12.0% |
18.6 |
1.1% |
37% |
False |
False |
54,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,755.2 |
|
2.618 |
1,727.6 |
|
1.618 |
1,710.7 |
|
1.000 |
1,700.3 |
|
0.618 |
1,693.8 |
|
HIGH |
1,683.4 |
|
0.618 |
1,676.9 |
|
0.500 |
1,675.0 |
|
0.382 |
1,673.0 |
|
LOW |
1,666.5 |
|
0.618 |
1,656.1 |
|
1.000 |
1,649.6 |
|
1.618 |
1,639.2 |
|
2.618 |
1,622.3 |
|
4.250 |
1,594.7 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,675.0 |
1,672.2 |
| PP |
1,674.1 |
1,671.9 |
| S1 |
1,673.3 |
1,671.7 |
|