| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,664.0 |
2,622.0 |
-42.0 |
-1.6% |
2,637.0 |
| High |
2,671.0 |
2,624.0 |
-47.0 |
-1.8% |
2,668.0 |
| Low |
2,626.0 |
2,574.0 |
-52.0 |
-2.0% |
2,601.0 |
| Close |
2,640.0 |
2,579.0 |
-61.0 |
-2.3% |
2,615.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
67.0 |
| ATR |
39.8 |
41.7 |
1.9 |
4.7% |
0.0 |
| Volume |
1,535,739 |
1,144,236 |
-391,503 |
-25.5% |
4,161,431 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.3 |
2,710.7 |
2,606.5 |
|
| R3 |
2,692.3 |
2,660.7 |
2,592.8 |
|
| R2 |
2,642.3 |
2,642.3 |
2,588.2 |
|
| R1 |
2,610.7 |
2,610.7 |
2,583.6 |
2,601.5 |
| PP |
2,592.3 |
2,592.3 |
2,592.3 |
2,587.8 |
| S1 |
2,560.7 |
2,560.7 |
2,574.4 |
2,551.5 |
| S2 |
2,542.3 |
2,542.3 |
2,569.8 |
|
| S3 |
2,492.3 |
2,510.7 |
2,565.3 |
|
| S4 |
2,442.3 |
2,460.7 |
2,551.5 |
|
|
| 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 |
2,671.0 |
2,574.0 |
97.0 |
3.8% |
47.4 |
1.8% |
5% |
False |
True |
1,026,382 |
| 10 |
2,671.0 |
2,574.0 |
97.0 |
3.8% |
43.0 |
1.7% |
5% |
False |
True |
934,369 |
| 20 |
2,755.0 |
2,574.0 |
181.0 |
7.0% |
41.9 |
1.6% |
3% |
False |
True |
975,680 |
| 40 |
2,755.0 |
2,574.0 |
181.0 |
7.0% |
35.5 |
1.4% |
3% |
False |
True |
839,315 |
| 60 |
2,755.0 |
2,481.0 |
274.0 |
10.6% |
32.5 |
1.3% |
36% |
False |
False |
632,287 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
13.1% |
33.5 |
1.3% |
48% |
False |
False |
475,499 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
13.1% |
34.6 |
1.3% |
48% |
False |
False |
380,455 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.6% |
34.4 |
1.3% |
53% |
False |
False |
318,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.5 |
|
2.618 |
2,754.9 |
|
1.618 |
2,704.9 |
|
1.000 |
2,674.0 |
|
0.618 |
2,654.9 |
|
HIGH |
2,624.0 |
|
0.618 |
2,604.9 |
|
0.500 |
2,599.0 |
|
0.382 |
2,593.1 |
|
LOW |
2,574.0 |
|
0.618 |
2,543.1 |
|
1.000 |
2,524.0 |
|
1.618 |
2,493.1 |
|
2.618 |
2,443.1 |
|
4.250 |
2,361.5 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,599.0 |
2,622.5 |
| PP |
2,592.3 |
2,608.0 |
| S1 |
2,585.7 |
2,593.5 |
|