| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,637.0 |
2,617.0 |
-20.0 |
-0.8% |
2,715.0 |
| High |
2,642.0 |
2,655.0 |
13.0 |
0.5% |
2,716.0 |
| Low |
2,612.0 |
2,612.0 |
0.0 |
0.0% |
2,587.0 |
| Close |
2,622.0 |
2,646.0 |
24.0 |
0.9% |
2,627.0 |
| Range |
30.0 |
43.0 |
13.0 |
43.3% |
129.0 |
| ATR |
37.8 |
38.2 |
0.4 |
1.0% |
0.0 |
| Volume |
799,595 |
788,001 |
-11,594 |
-1.4% |
5,282,703 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.7 |
2,749.3 |
2,669.7 |
|
| R3 |
2,723.7 |
2,706.3 |
2,657.8 |
|
| R2 |
2,680.7 |
2,680.7 |
2,653.9 |
|
| R1 |
2,663.3 |
2,663.3 |
2,649.9 |
2,672.0 |
| PP |
2,637.7 |
2,637.7 |
2,637.7 |
2,642.0 |
| S1 |
2,620.3 |
2,620.3 |
2,642.1 |
2,629.0 |
| S2 |
2,594.7 |
2,594.7 |
2,638.1 |
|
| S3 |
2,551.7 |
2,577.3 |
2,634.2 |
|
| S4 |
2,508.7 |
2,534.3 |
2,622.4 |
|
|
| 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 |
2,659.0 |
2,587.0 |
72.0 |
2.7% |
44.2 |
1.7% |
82% |
False |
False |
888,758 |
| 10 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
46.6 |
1.8% |
35% |
False |
False |
1,032,472 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
36.9 |
1.4% |
35% |
False |
False |
881,990 |
| 40 |
2,755.0 |
2,584.0 |
171.0 |
6.5% |
32.5 |
1.2% |
36% |
False |
False |
776,997 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
32.0 |
1.2% |
68% |
False |
False |
529,452 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
33.1 |
1.3% |
68% |
False |
False |
398,395 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
33.5 |
1.3% |
68% |
False |
False |
320,009 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.2% |
33.8 |
1.3% |
71% |
False |
False |
267,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.8 |
|
2.618 |
2,767.6 |
|
1.618 |
2,724.6 |
|
1.000 |
2,698.0 |
|
0.618 |
2,681.6 |
|
HIGH |
2,655.0 |
|
0.618 |
2,638.6 |
|
0.500 |
2,633.5 |
|
0.382 |
2,628.4 |
|
LOW |
2,612.0 |
|
0.618 |
2,585.4 |
|
1.000 |
2,569.0 |
|
1.618 |
2,542.4 |
|
2.618 |
2,499.4 |
|
4.250 |
2,429.3 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.8 |
2,639.5 |
| PP |
2,637.7 |
2,633.0 |
| S1 |
2,633.5 |
2,626.5 |
|