| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,647.0 |
2,651.0 |
4.0 |
0.2% |
2,715.0 |
| High |
2,668.0 |
2,667.0 |
-1.0 |
0.0% |
2,716.0 |
| Low |
2,641.0 |
2,625.0 |
-16.0 |
-0.6% |
2,587.0 |
| Close |
2,655.0 |
2,637.0 |
-18.0 |
-0.7% |
2,627.0 |
| Range |
27.0 |
42.0 |
15.0 |
55.6% |
129.0 |
| ATR |
37.4 |
37.7 |
0.3 |
0.9% |
0.0 |
| Volume |
1,040,209 |
1,042,735 |
2,526 |
0.2% |
5,282,703 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.0 |
2,745.0 |
2,660.1 |
|
| R3 |
2,727.0 |
2,703.0 |
2,648.6 |
|
| R2 |
2,685.0 |
2,685.0 |
2,644.7 |
|
| R1 |
2,661.0 |
2,661.0 |
2,640.9 |
2,652.0 |
| PP |
2,643.0 |
2,643.0 |
2,643.0 |
2,638.5 |
| S1 |
2,619.0 |
2,619.0 |
2,633.2 |
2,610.0 |
| S2 |
2,601.0 |
2,601.0 |
2,629.3 |
|
| S3 |
2,559.0 |
2,577.0 |
2,625.5 |
|
| S4 |
2,517.0 |
2,535.0 |
2,613.9 |
|
|
| 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 |
2,598.0 |
70.0 |
2.7% |
36.2 |
1.4% |
56% |
False |
False |
869,059 |
| 10 |
2,719.0 |
2,587.0 |
132.0 |
5.0% |
46.6 |
1.8% |
38% |
False |
False |
1,045,389 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
37.9 |
1.4% |
30% |
False |
False |
902,959 |
| 40 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
32.7 |
1.2% |
30% |
False |
False |
819,788 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
31.6 |
1.2% |
65% |
False |
False |
564,157 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
33.0 |
1.3% |
65% |
False |
False |
424,428 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
33.6 |
1.3% |
65% |
False |
False |
340,243 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
33.9 |
1.3% |
69% |
False |
False |
284,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.5 |
|
2.618 |
2,777.0 |
|
1.618 |
2,735.0 |
|
1.000 |
2,709.0 |
|
0.618 |
2,693.0 |
|
HIGH |
2,667.0 |
|
0.618 |
2,651.0 |
|
0.500 |
2,646.0 |
|
0.382 |
2,641.0 |
|
LOW |
2,625.0 |
|
0.618 |
2,599.0 |
|
1.000 |
2,583.0 |
|
1.618 |
2,557.0 |
|
2.618 |
2,515.0 |
|
4.250 |
2,446.5 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.0 |
2,640.0 |
| PP |
2,643.0 |
2,639.0 |
| S1 |
2,640.0 |
2,638.0 |
|