| 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 |
2,715.0 |
2,621.0 |
-94.0 |
-3.5% |
2,753.0 |
| High |
2,716.0 |
2,661.0 |
-55.0 |
-2.0% |
2,755.0 |
| Low |
2,610.0 |
2,615.0 |
5.0 |
0.2% |
2,694.0 |
| Close |
2,628.0 |
2,652.0 |
24.0 |
0.9% |
2,708.0 |
| Range |
106.0 |
46.0 |
-60.0 |
-56.6% |
61.0 |
| ATR |
35.0 |
35.8 |
0.8 |
2.2% |
0.0 |
| Volume |
1,082,695 |
1,343,810 |
261,115 |
24.1% |
4,911,592 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.7 |
2,762.3 |
2,677.3 |
|
| R3 |
2,734.7 |
2,716.3 |
2,664.7 |
|
| R2 |
2,688.7 |
2,688.7 |
2,660.4 |
|
| R1 |
2,670.3 |
2,670.3 |
2,656.2 |
2,679.5 |
| PP |
2,642.7 |
2,642.7 |
2,642.7 |
2,647.3 |
| S1 |
2,624.3 |
2,624.3 |
2,647.8 |
2,633.5 |
| S2 |
2,596.7 |
2,596.7 |
2,643.6 |
|
| S3 |
2,550.7 |
2,578.3 |
2,639.4 |
|
| S4 |
2,504.7 |
2,532.3 |
2,626.7 |
|
|
| 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% |
49.0 |
1.8% |
29% |
False |
False |
1,176,186 |
| 10 |
2,755.0 |
2,610.0 |
145.0 |
5.5% |
37.7 |
1.4% |
29% |
False |
False |
968,067 |
| 20 |
2,755.0 |
2,610.0 |
145.0 |
5.5% |
32.5 |
1.2% |
29% |
False |
False |
851,367 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.5% |
30.8 |
1.2% |
48% |
False |
False |
679,390 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
31.7 |
1.2% |
70% |
False |
False |
455,420 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
32.6 |
1.2% |
70% |
False |
False |
342,858 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
33.1 |
1.2% |
70% |
False |
False |
275,852 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.2% |
32.5 |
1.2% |
73% |
False |
False |
230,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.5 |
|
2.618 |
2,781.4 |
|
1.618 |
2,735.4 |
|
1.000 |
2,707.0 |
|
0.618 |
2,689.4 |
|
HIGH |
2,661.0 |
|
0.618 |
2,643.4 |
|
0.500 |
2,638.0 |
|
0.382 |
2,632.6 |
|
LOW |
2,615.0 |
|
0.618 |
2,586.6 |
|
1.000 |
2,569.0 |
|
1.618 |
2,540.6 |
|
2.618 |
2,494.6 |
|
4.250 |
2,419.5 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.3 |
2,664.5 |
| PP |
2,642.7 |
2,660.3 |
| S1 |
2,638.0 |
2,656.2 |
|