| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,579.4 |
1,593.3 |
13.9 |
0.9% |
1,610.0 |
| High |
1,596.0 |
1,615.2 |
19.2 |
1.2% |
1,617.0 |
| Low |
1,577.7 |
1,589.0 |
11.3 |
0.7% |
1,554.5 |
| Close |
1,586.2 |
1,615.2 |
29.0 |
1.8% |
1,572.4 |
| Range |
18.3 |
26.2 |
7.9 |
43.2% |
62.5 |
| ATR |
20.1 |
20.7 |
0.6 |
3.2% |
0.0 |
| Volume |
118 |
185 |
67 |
56.8% |
2,645 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.1 |
1,676.3 |
1,629.6 |
|
| R3 |
1,658.9 |
1,650.1 |
1,622.4 |
|
| R2 |
1,632.7 |
1,632.7 |
1,620.0 |
|
| R1 |
1,623.9 |
1,623.9 |
1,617.6 |
1,628.3 |
| PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,608.7 |
| S1 |
1,597.7 |
1,597.7 |
1,612.8 |
1,602.1 |
| S2 |
1,580.3 |
1,580.3 |
1,610.4 |
|
| S3 |
1,554.1 |
1,571.5 |
1,608.0 |
|
| S4 |
1,527.9 |
1,545.3 |
1,600.8 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.8 |
1,733.1 |
1,606.8 |
|
| R3 |
1,706.3 |
1,670.6 |
1,589.6 |
|
| R2 |
1,643.8 |
1,643.8 |
1,583.9 |
|
| R1 |
1,608.1 |
1,608.1 |
1,578.1 |
1,594.7 |
| PP |
1,581.3 |
1,581.3 |
1,581.3 |
1,574.6 |
| S1 |
1,545.6 |
1,545.6 |
1,566.7 |
1,532.2 |
| S2 |
1,518.8 |
1,518.8 |
1,560.9 |
|
| S3 |
1,456.3 |
1,483.1 |
1,555.2 |
|
| S4 |
1,393.8 |
1,420.6 |
1,538.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,615.2 |
1,554.5 |
60.7 |
3.8% |
25.9 |
1.6% |
100% |
True |
False |
535 |
| 10 |
1,652.3 |
1,554.5 |
97.8 |
6.1% |
21.5 |
1.3% |
62% |
False |
False |
394 |
| 20 |
1,683.4 |
1,554.5 |
128.9 |
8.0% |
19.3 |
1.2% |
47% |
False |
False |
10,340 |
| 40 |
1,697.8 |
1,554.5 |
143.3 |
8.9% |
19.4 |
1.2% |
42% |
False |
False |
80,422 |
| 60 |
1,733.7 |
1,554.5 |
179.2 |
11.1% |
19.3 |
1.2% |
34% |
False |
False |
97,136 |
| 80 |
1,757.1 |
1,554.5 |
202.6 |
12.5% |
19.4 |
1.2% |
30% |
False |
False |
78,992 |
| 100 |
1,800.0 |
1,554.5 |
245.5 |
15.2% |
18.7 |
1.2% |
25% |
False |
False |
64,214 |
| 120 |
1,800.0 |
1,554.5 |
245.5 |
15.2% |
19.1 |
1.2% |
25% |
False |
False |
54,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,726.6 |
|
2.618 |
1,683.8 |
|
1.618 |
1,657.6 |
|
1.000 |
1,641.4 |
|
0.618 |
1,631.4 |
|
HIGH |
1,615.2 |
|
0.618 |
1,605.2 |
|
0.500 |
1,602.1 |
|
0.382 |
1,599.0 |
|
LOW |
1,589.0 |
|
0.618 |
1,572.8 |
|
1.000 |
1,562.8 |
|
1.618 |
1,546.6 |
|
2.618 |
1,520.4 |
|
4.250 |
1,477.7 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,610.8 |
1,608.1 |
| PP |
1,606.5 |
1,600.9 |
| S1 |
1,602.1 |
1,593.8 |
|