| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,593.0 |
2,647.0 |
54.0 |
2.1% |
2,618.0 |
| High |
2,647.0 |
2,701.0 |
54.0 |
2.0% |
2,671.0 |
| Low |
2,588.0 |
2,566.0 |
-22.0 |
-0.9% |
2,574.0 |
| Close |
2,630.0 |
2,652.0 |
22.0 |
0.8% |
2,630.0 |
| Range |
59.0 |
135.0 |
76.0 |
128.8% |
97.0 |
| ATR |
43.6 |
50.1 |
6.5 |
15.0% |
0.0 |
| Volume |
1,967,198 |
1,808,910 |
-158,288 |
-8.0% |
5,565,486 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.7 |
2,983.3 |
2,726.3 |
|
| R3 |
2,909.7 |
2,848.3 |
2,689.1 |
|
| R2 |
2,774.7 |
2,774.7 |
2,676.8 |
|
| R1 |
2,713.3 |
2,713.3 |
2,664.4 |
2,744.0 |
| PP |
2,639.7 |
2,639.7 |
2,639.7 |
2,655.0 |
| S1 |
2,578.3 |
2,578.3 |
2,639.6 |
2,609.0 |
| S2 |
2,504.7 |
2,504.7 |
2,627.3 |
|
| S3 |
2,369.7 |
2,443.3 |
2,614.9 |
|
| S4 |
2,234.7 |
2,308.3 |
2,577.8 |
|
|
| 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 |
2,701.0 |
2,566.0 |
135.0 |
5.1% |
69.4 |
2.6% |
64% |
True |
True |
1,474,879 |
| 10 |
2,701.0 |
2,566.0 |
135.0 |
5.1% |
53.1 |
2.0% |
64% |
True |
True |
1,153,582 |
| 20 |
2,755.0 |
2,566.0 |
189.0 |
7.1% |
48.0 |
1.8% |
46% |
False |
True |
1,086,506 |
| 40 |
2,755.0 |
2,566.0 |
189.0 |
7.1% |
39.1 |
1.5% |
46% |
False |
True |
892,587 |
| 60 |
2,755.0 |
2,512.0 |
243.0 |
9.2% |
35.1 |
1.3% |
58% |
False |
False |
695,217 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
35.1 |
1.3% |
70% |
False |
False |
522,555 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.7% |
35.7 |
1.3% |
70% |
False |
False |
418,215 |
| 120 |
2,755.0 |
2,380.0 |
375.0 |
14.1% |
35.7 |
1.3% |
73% |
False |
False |
350,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,274.8 |
|
2.618 |
3,054.4 |
|
1.618 |
2,919.4 |
|
1.000 |
2,836.0 |
|
0.618 |
2,784.4 |
|
HIGH |
2,701.0 |
|
0.618 |
2,649.4 |
|
0.500 |
2,633.5 |
|
0.382 |
2,617.6 |
|
LOW |
2,566.0 |
|
0.618 |
2,482.6 |
|
1.000 |
2,431.0 |
|
1.618 |
2,347.6 |
|
2.618 |
2,212.6 |
|
4.250 |
1,992.3 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.8 |
2,645.8 |
| PP |
2,639.7 |
2,639.7 |
| S1 |
2,633.5 |
2,633.5 |
|