| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,634.0 |
2,618.0 |
-16.0 |
-0.6% |
2,637.0 |
| High |
2,643.0 |
2,666.0 |
23.0 |
0.9% |
2,668.0 |
| Low |
2,601.0 |
2,608.0 |
7.0 |
0.3% |
2,601.0 |
| Close |
2,615.0 |
2,665.0 |
50.0 |
1.9% |
2,615.0 |
| Range |
42.0 |
58.0 |
16.0 |
38.1% |
67.0 |
| ATR |
38.0 |
39.5 |
1.4 |
3.8% |
0.0 |
| Volume |
490,891 |
918,313 |
427,422 |
87.1% |
4,161,431 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.3 |
2,800.7 |
2,696.9 |
|
| R3 |
2,762.3 |
2,742.7 |
2,681.0 |
|
| R2 |
2,704.3 |
2,704.3 |
2,675.6 |
|
| R1 |
2,684.7 |
2,684.7 |
2,670.3 |
2,694.5 |
| PP |
2,646.3 |
2,646.3 |
2,646.3 |
2,651.3 |
| S1 |
2,626.7 |
2,626.7 |
2,659.7 |
2,636.5 |
| S2 |
2,588.3 |
2,588.3 |
2,654.4 |
|
| S3 |
2,530.3 |
2,568.7 |
2,649.1 |
|
| S4 |
2,472.3 |
2,510.7 |
2,633.1 |
|
|
| 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 |
2.5% |
42.4 |
1.6% |
96% |
False |
False |
856,029 |
| 10 |
2,668.0 |
2,587.0 |
81.0 |
3.0% |
43.6 |
1.6% |
96% |
False |
False |
927,975 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
39.9 |
1.5% |
46% |
False |
False |
913,416 |
| 40 |
2,755.0 |
2,587.0 |
168.0 |
6.3% |
34.3 |
1.3% |
46% |
False |
False |
825,043 |
| 60 |
2,755.0 |
2,440.0 |
315.0 |
11.8% |
32.2 |
1.2% |
71% |
False |
False |
587,633 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
33.5 |
1.3% |
73% |
False |
False |
442,001 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
34.1 |
1.3% |
73% |
False |
False |
354,160 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.1% |
34.0 |
1.3% |
76% |
False |
False |
296,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.5 |
|
2.618 |
2,817.8 |
|
1.618 |
2,759.8 |
|
1.000 |
2,724.0 |
|
0.618 |
2,701.8 |
|
HIGH |
2,666.0 |
|
0.618 |
2,643.8 |
|
0.500 |
2,637.0 |
|
0.382 |
2,630.2 |
|
LOW |
2,608.0 |
|
0.618 |
2,572.2 |
|
1.000 |
2,550.0 |
|
1.618 |
2,514.2 |
|
2.618 |
2,456.2 |
|
4.250 |
2,361.5 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.7 |
2,654.7 |
| PP |
2,646.3 |
2,644.3 |
| S1 |
2,637.0 |
2,634.0 |
|