| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,651.0 |
2,634.0 |
-17.0 |
-0.6% |
2,637.0 |
| High |
2,667.0 |
2,643.0 |
-24.0 |
-0.9% |
2,668.0 |
| Low |
2,625.0 |
2,601.0 |
-24.0 |
-0.9% |
2,601.0 |
| Close |
2,637.0 |
2,615.0 |
-22.0 |
-0.8% |
2,615.0 |
| Range |
42.0 |
42.0 |
0.0 |
0.0% |
67.0 |
| ATR |
37.7 |
38.0 |
0.3 |
0.8% |
0.0 |
| Volume |
1,042,735 |
490,891 |
-551,844 |
-52.9% |
4,161,431 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.7 |
2,722.3 |
2,638.1 |
|
| R3 |
2,703.7 |
2,680.3 |
2,626.6 |
|
| R2 |
2,661.7 |
2,661.7 |
2,622.7 |
|
| R1 |
2,638.3 |
2,638.3 |
2,618.9 |
2,629.0 |
| PP |
2,619.7 |
2,619.7 |
2,619.7 |
2,615.0 |
| S1 |
2,596.3 |
2,596.3 |
2,611.2 |
2,587.0 |
| S2 |
2,577.7 |
2,577.7 |
2,607.3 |
|
| S3 |
2,535.7 |
2,554.3 |
2,603.5 |
|
| S4 |
2,493.7 |
2,512.3 |
2,591.9 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,789.0 |
2,651.9 |
|
| R3 |
2,762.0 |
2,722.0 |
2,633.4 |
|
| R2 |
2,695.0 |
2,695.0 |
2,627.3 |
|
| R1 |
2,655.0 |
2,655.0 |
2,621.1 |
2,641.5 |
| PP |
2,628.0 |
2,628.0 |
2,628.0 |
2,621.3 |
| S1 |
2,588.0 |
2,588.0 |
2,608.9 |
2,574.5 |
| S2 |
2,561.0 |
2,561.0 |
2,602.7 |
|
| S3 |
2,494.0 |
2,521.0 |
2,596.6 |
|
| S4 |
2,427.0 |
2,454.0 |
2,578.2 |
|
|
| 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 |
2,601.0 |
67.0 |
2.6% |
36.8 |
1.4% |
21% |
False |
True |
832,286 |
| 10 |
2,716.0 |
2,587.0 |
129.0 |
4.9% |
48.4 |
1.9% |
22% |
False |
False |
944,413 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
38.3 |
1.5% |
17% |
False |
False |
882,993 |
| 40 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
33.2 |
1.3% |
17% |
False |
False |
825,699 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
31.9 |
1.2% |
59% |
False |
False |
572,332 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.2 |
1.3% |
59% |
False |
False |
430,523 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.8 |
1.3% |
59% |
False |
False |
345,058 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.4% |
33.8 |
1.3% |
63% |
False |
False |
288,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.5 |
|
2.618 |
2,753.0 |
|
1.618 |
2,711.0 |
|
1.000 |
2,685.0 |
|
0.618 |
2,669.0 |
|
HIGH |
2,643.0 |
|
0.618 |
2,627.0 |
|
0.500 |
2,622.0 |
|
0.382 |
2,617.0 |
|
LOW |
2,601.0 |
|
0.618 |
2,575.0 |
|
1.000 |
2,559.0 |
|
1.618 |
2,533.0 |
|
2.618 |
2,491.0 |
|
4.250 |
2,422.5 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.0 |
2,634.5 |
| PP |
2,619.7 |
2,628.0 |
| S1 |
2,617.3 |
2,621.5 |
|