| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,617.0 |
2,647.0 |
30.0 |
1.1% |
2,715.0 |
| High |
2,655.0 |
2,668.0 |
13.0 |
0.5% |
2,716.0 |
| Low |
2,612.0 |
2,641.0 |
29.0 |
1.1% |
2,587.0 |
| Close |
2,646.0 |
2,655.0 |
9.0 |
0.3% |
2,627.0 |
| Range |
43.0 |
27.0 |
-16.0 |
-37.2% |
129.0 |
| ATR |
38.2 |
37.4 |
-0.8 |
-2.1% |
0.0 |
| Volume |
788,001 |
1,040,209 |
252,208 |
32.0% |
5,282,703 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.7 |
2,722.3 |
2,669.9 |
|
| R3 |
2,708.7 |
2,695.3 |
2,662.4 |
|
| R2 |
2,681.7 |
2,681.7 |
2,660.0 |
|
| R1 |
2,668.3 |
2,668.3 |
2,657.5 |
2,675.0 |
| PP |
2,654.7 |
2,654.7 |
2,654.7 |
2,658.0 |
| S1 |
2,641.3 |
2,641.3 |
2,652.5 |
2,648.0 |
| S2 |
2,627.7 |
2,627.7 |
2,650.1 |
|
| S3 |
2,600.7 |
2,614.3 |
2,647.6 |
|
| S4 |
2,573.7 |
2,587.3 |
2,640.2 |
|
|
| 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 |
2,668.0 |
2,587.0 |
81.0 |
3.1% |
38.6 |
1.5% |
84% |
True |
False |
842,355 |
| 10 |
2,732.0 |
2,587.0 |
145.0 |
5.5% |
46.2 |
1.7% |
47% |
False |
False |
1,035,551 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
36.9 |
1.4% |
40% |
False |
False |
892,690 |
| 40 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
32.3 |
1.2% |
40% |
False |
False |
800,194 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
31.7 |
1.2% |
70% |
False |
False |
546,780 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
32.8 |
1.2% |
70% |
False |
False |
411,396 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
33.4 |
1.3% |
70% |
False |
False |
330,072 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.2% |
33.8 |
1.3% |
73% |
False |
False |
275,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.8 |
|
2.618 |
2,738.7 |
|
1.618 |
2,711.7 |
|
1.000 |
2,695.0 |
|
0.618 |
2,684.7 |
|
HIGH |
2,668.0 |
|
0.618 |
2,657.7 |
|
0.500 |
2,654.5 |
|
0.382 |
2,651.3 |
|
LOW |
2,641.0 |
|
0.618 |
2,624.3 |
|
1.000 |
2,614.0 |
|
1.618 |
2,597.3 |
|
2.618 |
2,570.3 |
|
4.250 |
2,526.3 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.8 |
2,650.0 |
| PP |
2,654.7 |
2,645.0 |
| S1 |
2,654.5 |
2,640.0 |
|