| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,621.0 |
2,654.0 |
33.0 |
1.3% |
2,753.0 |
| High |
2,661.0 |
2,659.0 |
-2.0 |
-0.1% |
2,755.0 |
| Low |
2,615.0 |
2,604.0 |
-11.0 |
-0.4% |
2,694.0 |
| Close |
2,652.0 |
2,621.0 |
-31.0 |
-1.2% |
2,708.0 |
| Range |
46.0 |
55.0 |
9.0 |
19.6% |
61.0 |
| ATR |
35.8 |
37.2 |
1.4 |
3.8% |
0.0 |
| Volume |
1,343,810 |
1,272,224 |
-71,586 |
-5.3% |
4,911,592 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.0 |
2,762.0 |
2,651.3 |
|
| R3 |
2,738.0 |
2,707.0 |
2,636.1 |
|
| R2 |
2,683.0 |
2,683.0 |
2,631.1 |
|
| R1 |
2,652.0 |
2,652.0 |
2,626.0 |
2,640.0 |
| PP |
2,628.0 |
2,628.0 |
2,628.0 |
2,622.0 |
| S1 |
2,597.0 |
2,597.0 |
2,616.0 |
2,585.0 |
| S2 |
2,573.0 |
2,573.0 |
2,610.9 |
|
| S3 |
2,518.0 |
2,542.0 |
2,605.9 |
|
| S4 |
2,463.0 |
2,487.0 |
2,590.8 |
|
|
| 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 |
2,732.0 |
2,604.0 |
128.0 |
4.9% |
53.8 |
2.1% |
13% |
False |
True |
1,228,747 |
| 10 |
2,755.0 |
2,604.0 |
151.0 |
5.8% |
40.8 |
1.6% |
11% |
False |
True |
1,016,991 |
| 20 |
2,755.0 |
2,604.0 |
151.0 |
5.8% |
33.8 |
1.3% |
11% |
False |
True |
877,868 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.6% |
31.5 |
1.2% |
32% |
False |
False |
708,289 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
32.1 |
1.2% |
60% |
False |
False |
476,623 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
32.8 |
1.3% |
60% |
False |
False |
358,760 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.1 |
1.3% |
60% |
False |
False |
288,555 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
32.8 |
1.3% |
64% |
False |
False |
240,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.8 |
|
2.618 |
2,803.0 |
|
1.618 |
2,748.0 |
|
1.000 |
2,714.0 |
|
0.618 |
2,693.0 |
|
HIGH |
2,659.0 |
|
0.618 |
2,638.0 |
|
0.500 |
2,631.5 |
|
0.382 |
2,625.0 |
|
LOW |
2,604.0 |
|
0.618 |
2,570.0 |
|
1.000 |
2,549.0 |
|
1.618 |
2,515.0 |
|
2.618 |
2,460.0 |
|
4.250 |
2,370.3 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.5 |
2,660.0 |
| PP |
2,628.0 |
2,647.0 |
| S1 |
2,624.5 |
2,634.0 |
|