| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,620.0 |
2,610.0 |
-10.0 |
-0.4% |
2,715.0 |
| High |
2,641.0 |
2,637.0 |
-4.0 |
-0.2% |
2,716.0 |
| Low |
2,587.0 |
2,598.0 |
11.0 |
0.4% |
2,587.0 |
| Close |
2,599.0 |
2,627.0 |
28.0 |
1.1% |
2,627.0 |
| Range |
54.0 |
39.0 |
-15.0 |
-27.8% |
129.0 |
| ATR |
38.4 |
38.4 |
0.0 |
0.1% |
0.0 |
| Volume |
909,218 |
674,756 |
-234,462 |
-25.8% |
5,282,703 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.7 |
2,721.3 |
2,648.5 |
|
| R3 |
2,698.7 |
2,682.3 |
2,637.7 |
|
| R2 |
2,659.7 |
2,659.7 |
2,634.2 |
|
| R1 |
2,643.3 |
2,643.3 |
2,630.6 |
2,651.5 |
| PP |
2,620.7 |
2,620.7 |
2,620.7 |
2,624.8 |
| S1 |
2,604.3 |
2,604.3 |
2,623.4 |
2,612.5 |
| S2 |
2,581.7 |
2,581.7 |
2,619.9 |
|
| S3 |
2,542.7 |
2,565.3 |
2,616.3 |
|
| S4 |
2,503.7 |
2,526.3 |
2,605.6 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.3 |
2,957.7 |
2,698.0 |
|
| R3 |
2,901.3 |
2,828.7 |
2,662.5 |
|
| R2 |
2,772.3 |
2,772.3 |
2,650.7 |
|
| R1 |
2,699.7 |
2,699.7 |
2,638.8 |
2,671.5 |
| PP |
2,643.3 |
2,643.3 |
2,643.3 |
2,629.3 |
| S1 |
2,570.7 |
2,570.7 |
2,615.2 |
2,542.5 |
| S2 |
2,514.3 |
2,514.3 |
2,603.4 |
|
| S3 |
2,385.3 |
2,441.7 |
2,591.5 |
|
| S4 |
2,256.3 |
2,312.7 |
2,556.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.0 |
2,587.0 |
129.0 |
4.9% |
60.0 |
2.3% |
31% |
False |
False |
1,056,540 |
| 10 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
42.9 |
1.6% |
24% |
False |
False |
1,019,429 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
35.8 |
1.4% |
24% |
False |
False |
878,993 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.5% |
32.3 |
1.2% |
35% |
False |
False |
743,995 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
31.8 |
1.2% |
62% |
False |
False |
502,997 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
32.9 |
1.3% |
62% |
False |
False |
378,557 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.2 |
1.3% |
62% |
False |
False |
304,280 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
33.4 |
1.3% |
66% |
False |
False |
253,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.8 |
|
2.618 |
2,739.1 |
|
1.618 |
2,700.1 |
|
1.000 |
2,676.0 |
|
0.618 |
2,661.1 |
|
HIGH |
2,637.0 |
|
0.618 |
2,622.1 |
|
0.500 |
2,617.5 |
|
0.382 |
2,612.9 |
|
LOW |
2,598.0 |
|
0.618 |
2,573.9 |
|
1.000 |
2,559.0 |
|
1.618 |
2,534.9 |
|
2.618 |
2,495.9 |
|
4.250 |
2,432.3 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,623.8 |
2,625.7 |
| PP |
2,620.7 |
2,624.3 |
| S1 |
2,617.5 |
2,623.0 |
|