| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,654.0 |
2,620.0 |
-34.0 |
-1.3% |
2,753.0 |
| High |
2,659.0 |
2,641.0 |
-18.0 |
-0.7% |
2,755.0 |
| Low |
2,604.0 |
2,587.0 |
-17.0 |
-0.7% |
2,694.0 |
| Close |
2,621.0 |
2,599.0 |
-22.0 |
-0.8% |
2,708.0 |
| Range |
55.0 |
54.0 |
-1.0 |
-1.8% |
61.0 |
| ATR |
37.2 |
38.4 |
1.2 |
3.2% |
0.0 |
| Volume |
1,272,224 |
909,218 |
-363,006 |
-28.5% |
4,911,592 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.0 |
2,739.0 |
2,628.7 |
|
| R3 |
2,717.0 |
2,685.0 |
2,613.9 |
|
| R2 |
2,663.0 |
2,663.0 |
2,608.9 |
|
| R1 |
2,631.0 |
2,631.0 |
2,604.0 |
2,620.0 |
| PP |
2,609.0 |
2,609.0 |
2,609.0 |
2,603.5 |
| S1 |
2,577.0 |
2,577.0 |
2,594.1 |
2,566.0 |
| S2 |
2,555.0 |
2,555.0 |
2,589.1 |
|
| S3 |
2,501.0 |
2,523.0 |
2,584.2 |
|
| S4 |
2,447.0 |
2,469.0 |
2,569.3 |
|
|
| 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 |
2,719.0 |
2,587.0 |
132.0 |
5.1% |
57.0 |
2.2% |
9% |
False |
True |
1,221,719 |
| 10 |
2,755.0 |
2,587.0 |
168.0 |
6.5% |
42.8 |
1.6% |
7% |
False |
True |
1,015,480 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.5% |
35.5 |
1.4% |
7% |
False |
True |
878,620 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.6% |
32.1 |
1.2% |
21% |
False |
False |
729,435 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
13.0% |
31.7 |
1.2% |
54% |
False |
False |
491,766 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
13.0% |
33.1 |
1.3% |
54% |
False |
False |
370,124 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
13.0% |
33.3 |
1.3% |
54% |
False |
False |
297,586 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.5% |
33.1 |
1.3% |
59% |
False |
False |
248,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.5 |
|
2.618 |
2,782.4 |
|
1.618 |
2,728.4 |
|
1.000 |
2,695.0 |
|
0.618 |
2,674.4 |
|
HIGH |
2,641.0 |
|
0.618 |
2,620.4 |
|
0.500 |
2,614.0 |
|
0.382 |
2,607.6 |
|
LOW |
2,587.0 |
|
0.618 |
2,553.6 |
|
1.000 |
2,533.0 |
|
1.618 |
2,499.6 |
|
2.618 |
2,445.6 |
|
4.250 |
2,357.5 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.0 |
2,624.0 |
| PP |
2,609.0 |
2,615.7 |
| S1 |
2,604.0 |
2,607.3 |
|