| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,727.0 |
2,705.0 |
-22.0 |
-0.8% |
2,753.0 |
| High |
2,732.0 |
2,719.0 |
-13.0 |
-0.5% |
2,755.0 |
| Low |
2,694.0 |
2,695.0 |
1.0 |
0.0% |
2,694.0 |
| Close |
2,711.0 |
2,708.0 |
-3.0 |
-0.1% |
2,708.0 |
| Range |
38.0 |
24.0 |
-14.0 |
-36.8% |
61.0 |
| ATR |
30.0 |
29.6 |
-0.4 |
-1.4% |
0.0 |
| Volume |
944,357 |
1,500,650 |
556,293 |
58.9% |
4,911,592 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.3 |
2,767.7 |
2,721.2 |
|
| R3 |
2,755.3 |
2,743.7 |
2,714.6 |
|
| R2 |
2,731.3 |
2,731.3 |
2,712.4 |
|
| R1 |
2,719.7 |
2,719.7 |
2,710.2 |
2,725.5 |
| PP |
2,707.3 |
2,707.3 |
2,707.3 |
2,710.3 |
| S1 |
2,695.7 |
2,695.7 |
2,705.8 |
2,701.5 |
| S2 |
2,683.3 |
2,683.3 |
2,703.6 |
|
| S3 |
2,659.3 |
2,671.7 |
2,701.4 |
|
| S4 |
2,635.3 |
2,647.7 |
2,694.8 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.0 |
2,866.0 |
2,741.6 |
|
| R3 |
2,841.0 |
2,805.0 |
2,724.8 |
|
| R2 |
2,780.0 |
2,780.0 |
2,719.2 |
|
| R1 |
2,744.0 |
2,744.0 |
2,713.6 |
2,731.5 |
| PP |
2,719.0 |
2,719.0 |
2,719.0 |
2,712.8 |
| S1 |
2,683.0 |
2,683.0 |
2,702.4 |
2,670.5 |
| S2 |
2,658.0 |
2,658.0 |
2,696.8 |
|
| S3 |
2,597.0 |
2,622.0 |
2,691.2 |
|
| S4 |
2,536.0 |
2,561.0 |
2,674.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,755.0 |
2,694.0 |
61.0 |
2.3% |
25.8 |
1.0% |
23% |
False |
False |
982,318 |
| 10 |
2,755.0 |
2,691.0 |
64.0 |
2.4% |
28.2 |
1.0% |
27% |
False |
False |
821,572 |
| 20 |
2,755.0 |
2,675.0 |
80.0 |
3.0% |
27.7 |
1.0% |
41% |
False |
False |
791,588 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.3% |
28.2 |
1.0% |
76% |
False |
False |
620,355 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
29.9 |
1.1% |
86% |
False |
False |
414,979 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
31.5 |
1.2% |
86% |
False |
False |
312,530 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
32.2 |
1.2% |
86% |
False |
False |
251,713 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
13.9% |
31.6 |
1.2% |
88% |
False |
False |
209,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.0 |
|
2.618 |
2,781.8 |
|
1.618 |
2,757.8 |
|
1.000 |
2,743.0 |
|
0.618 |
2,733.8 |
|
HIGH |
2,719.0 |
|
0.618 |
2,709.8 |
|
0.500 |
2,707.0 |
|
0.382 |
2,704.2 |
|
LOW |
2,695.0 |
|
0.618 |
2,680.2 |
|
1.000 |
2,671.0 |
|
1.618 |
2,656.2 |
|
2.618 |
2,632.2 |
|
4.250 |
2,593.0 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.7 |
2,724.5 |
| PP |
2,707.3 |
2,719.0 |
| S1 |
2,707.0 |
2,713.5 |
|