| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,610.0 |
2,637.0 |
27.0 |
1.0% |
2,715.0 |
| High |
2,637.0 |
2,642.0 |
5.0 |
0.2% |
2,716.0 |
| Low |
2,598.0 |
2,612.0 |
14.0 |
0.5% |
2,587.0 |
| Close |
2,627.0 |
2,622.0 |
-5.0 |
-0.2% |
2,627.0 |
| Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
129.0 |
| ATR |
38.4 |
37.8 |
-0.6 |
-1.6% |
0.0 |
| Volume |
674,756 |
799,595 |
124,839 |
18.5% |
5,282,703 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.3 |
2,698.7 |
2,638.5 |
|
| R3 |
2,685.3 |
2,668.7 |
2,630.3 |
|
| R2 |
2,655.3 |
2,655.3 |
2,627.5 |
|
| R1 |
2,638.7 |
2,638.7 |
2,624.8 |
2,632.0 |
| PP |
2,625.3 |
2,625.3 |
2,625.3 |
2,622.0 |
| S1 |
2,608.7 |
2,608.7 |
2,619.3 |
2,602.0 |
| S2 |
2,595.3 |
2,595.3 |
2,616.5 |
|
| S3 |
2,565.3 |
2,578.7 |
2,613.8 |
|
| S4 |
2,535.3 |
2,548.7 |
2,605.5 |
|
|
| 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 |
2,661.0 |
2,587.0 |
74.0 |
2.8% |
44.8 |
1.7% |
47% |
False |
False |
999,920 |
| 10 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
44.5 |
1.7% |
21% |
False |
False |
1,032,147 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
36.2 |
1.4% |
21% |
False |
False |
887,372 |
| 40 |
2,755.0 |
2,557.0 |
198.0 |
7.6% |
32.4 |
1.2% |
33% |
False |
False |
762,401 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
31.6 |
1.2% |
61% |
False |
False |
516,320 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.0 |
1.3% |
61% |
False |
False |
388,551 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.2 |
1.3% |
61% |
False |
False |
312,206 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
33.7 |
1.3% |
65% |
False |
False |
260,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.5 |
|
2.618 |
2,720.5 |
|
1.618 |
2,690.5 |
|
1.000 |
2,672.0 |
|
0.618 |
2,660.5 |
|
HIGH |
2,642.0 |
|
0.618 |
2,630.5 |
|
0.500 |
2,627.0 |
|
0.382 |
2,623.5 |
|
LOW |
2,612.0 |
|
0.618 |
2,593.5 |
|
1.000 |
2,582.0 |
|
1.618 |
2,563.5 |
|
2.618 |
2,533.5 |
|
4.250 |
2,484.5 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.0 |
2,619.5 |
| PP |
2,625.3 |
2,617.0 |
| S1 |
2,623.7 |
2,614.5 |
|