| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,705.0 |
2,715.0 |
10.0 |
0.4% |
2,753.0 |
| High |
2,719.0 |
2,716.0 |
-3.0 |
-0.1% |
2,755.0 |
| Low |
2,695.0 |
2,610.0 |
-85.0 |
-3.2% |
2,694.0 |
| Close |
2,708.0 |
2,628.0 |
-80.0 |
-3.0% |
2,708.0 |
| Range |
24.0 |
106.0 |
82.0 |
341.7% |
61.0 |
| ATR |
29.6 |
35.0 |
5.5 |
18.5% |
0.0 |
| Volume |
1,500,650 |
1,082,695 |
-417,955 |
-27.9% |
4,911,592 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,904.7 |
2,686.3 |
|
| R3 |
2,863.3 |
2,798.7 |
2,657.2 |
|
| R2 |
2,757.3 |
2,757.3 |
2,647.4 |
|
| R1 |
2,692.7 |
2,692.7 |
2,637.7 |
2,672.0 |
| PP |
2,651.3 |
2,651.3 |
2,651.3 |
2,641.0 |
| S1 |
2,586.7 |
2,586.7 |
2,618.3 |
2,566.0 |
| S2 |
2,545.3 |
2,545.3 |
2,608.6 |
|
| S3 |
2,439.3 |
2,480.7 |
2,598.9 |
|
| S4 |
2,333.3 |
2,374.7 |
2,569.7 |
|
|
| 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 |
2,610.0 |
145.0 |
5.5% |
44.2 |
1.7% |
12% |
False |
True |
1,064,374 |
| 10 |
2,755.0 |
2,610.0 |
145.0 |
5.5% |
36.2 |
1.4% |
12% |
False |
True |
898,858 |
| 20 |
2,755.0 |
2,610.0 |
145.0 |
5.5% |
31.5 |
1.2% |
12% |
False |
True |
817,691 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.5% |
30.5 |
1.2% |
36% |
False |
False |
647,311 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
31.2 |
1.2% |
62% |
False |
False |
433,023 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
32.3 |
1.2% |
62% |
False |
False |
326,061 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
32.9 |
1.3% |
62% |
False |
False |
262,460 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
32.3 |
1.2% |
66% |
False |
False |
218,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.5 |
|
2.618 |
2,993.5 |
|
1.618 |
2,887.5 |
|
1.000 |
2,822.0 |
|
0.618 |
2,781.5 |
|
HIGH |
2,716.0 |
|
0.618 |
2,675.5 |
|
0.500 |
2,663.0 |
|
0.382 |
2,650.5 |
|
LOW |
2,610.0 |
|
0.618 |
2,544.5 |
|
1.000 |
2,504.0 |
|
1.618 |
2,438.5 |
|
2.618 |
2,332.5 |
|
4.250 |
2,159.5 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.0 |
2,671.0 |
| PP |
2,651.3 |
2,656.7 |
| S1 |
2,639.7 |
2,642.3 |
|