| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,622.0 |
2,593.0 |
-29.0 |
-1.1% |
2,618.0 |
| High |
2,624.0 |
2,647.0 |
23.0 |
0.9% |
2,671.0 |
| Low |
2,574.0 |
2,588.0 |
14.0 |
0.5% |
2,574.0 |
| Close |
2,579.0 |
2,630.0 |
51.0 |
2.0% |
2,630.0 |
| Range |
50.0 |
59.0 |
9.0 |
18.0% |
97.0 |
| ATR |
41.7 |
43.6 |
1.9 |
4.5% |
0.0 |
| Volume |
1,144,236 |
1,967,198 |
822,962 |
71.9% |
5,565,486 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.7 |
2,773.3 |
2,662.5 |
|
| R3 |
2,739.7 |
2,714.3 |
2,646.2 |
|
| R2 |
2,680.7 |
2,680.7 |
2,640.8 |
|
| R1 |
2,655.3 |
2,655.3 |
2,635.4 |
2,668.0 |
| PP |
2,621.7 |
2,621.7 |
2,621.7 |
2,628.0 |
| S1 |
2,596.3 |
2,596.3 |
2,624.6 |
2,609.0 |
| S2 |
2,562.7 |
2,562.7 |
2,619.2 |
|
| S3 |
2,503.7 |
2,537.3 |
2,613.8 |
|
| S4 |
2,444.7 |
2,478.3 |
2,597.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.0 |
2,870.0 |
2,683.4 |
|
| R3 |
2,819.0 |
2,773.0 |
2,656.7 |
|
| R2 |
2,722.0 |
2,722.0 |
2,647.8 |
|
| R1 |
2,676.0 |
2,676.0 |
2,638.9 |
2,699.0 |
| PP |
2,625.0 |
2,625.0 |
2,625.0 |
2,636.5 |
| S1 |
2,579.0 |
2,579.0 |
2,621.1 |
2,602.0 |
| S2 |
2,528.0 |
2,528.0 |
2,612.2 |
|
| S3 |
2,431.0 |
2,482.0 |
2,603.3 |
|
| S4 |
2,334.0 |
2,385.0 |
2,576.7 |
|
|
| 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 |
3.7% |
50.8 |
1.9% |
58% |
False |
False |
1,211,275 |
| 10 |
2,671.0 |
2,574.0 |
97.0 |
3.7% |
43.5 |
1.7% |
58% |
False |
False |
1,040,167 |
| 20 |
2,755.0 |
2,574.0 |
181.0 |
6.9% |
43.2 |
1.6% |
31% |
False |
False |
1,027,823 |
| 40 |
2,755.0 |
2,574.0 |
181.0 |
6.9% |
36.5 |
1.4% |
31% |
False |
False |
869,298 |
| 60 |
2,755.0 |
2,512.0 |
243.0 |
9.2% |
33.0 |
1.3% |
49% |
False |
False |
665,071 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
33.8 |
1.3% |
63% |
False |
False |
500,026 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
34.7 |
1.3% |
63% |
False |
False |
400,127 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.3% |
34.8 |
1.3% |
67% |
False |
False |
334,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.8 |
|
2.618 |
2,801.5 |
|
1.618 |
2,742.5 |
|
1.000 |
2,706.0 |
|
0.618 |
2,683.5 |
|
HIGH |
2,647.0 |
|
0.618 |
2,624.5 |
|
0.500 |
2,617.5 |
|
0.382 |
2,610.5 |
|
LOW |
2,588.0 |
|
0.618 |
2,551.5 |
|
1.000 |
2,529.0 |
|
1.618 |
2,492.5 |
|
2.618 |
2,433.5 |
|
4.250 |
2,337.3 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.8 |
2,627.5 |
| PP |
2,621.7 |
2,625.0 |
| S1 |
2,617.5 |
2,622.5 |
|