| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,647.0 |
2,567.0 |
-80.0 |
-3.0% |
2,618.0 |
| High |
2,701.0 |
2,605.0 |
-96.0 |
-3.6% |
2,671.0 |
| Low |
2,566.0 |
2,556.0 |
-10.0 |
-0.4% |
2,574.0 |
| Close |
2,652.0 |
2,569.0 |
-83.0 |
-3.1% |
2,630.0 |
| Range |
135.0 |
49.0 |
-86.0 |
-63.7% |
97.0 |
| ATR |
50.1 |
53.4 |
3.3 |
6.5% |
0.0 |
| Volume |
1,808,910 |
1,408,568 |
-400,342 |
-22.1% |
5,565,486 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.7 |
2,695.3 |
2,596.0 |
|
| R3 |
2,674.7 |
2,646.3 |
2,582.5 |
|
| R2 |
2,625.7 |
2,625.7 |
2,578.0 |
|
| R1 |
2,597.3 |
2,597.3 |
2,573.5 |
2,611.5 |
| PP |
2,576.7 |
2,576.7 |
2,576.7 |
2,583.8 |
| S1 |
2,548.3 |
2,548.3 |
2,564.5 |
2,562.5 |
| S2 |
2,527.7 |
2,527.7 |
2,560.0 |
|
| S3 |
2,478.7 |
2,499.3 |
2,555.5 |
|
| S4 |
2,429.7 |
2,450.3 |
2,542.1 |
|
|
| 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 |
2,556.0 |
145.0 |
5.6% |
67.6 |
2.6% |
9% |
False |
True |
1,572,930 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.6% |
55.0 |
2.1% |
9% |
False |
True |
1,214,480 |
| 20 |
2,755.0 |
2,556.0 |
199.0 |
7.7% |
49.8 |
1.9% |
7% |
False |
True |
1,123,313 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.7% |
39.5 |
1.5% |
7% |
False |
True |
917,883 |
| 60 |
2,755.0 |
2,512.0 |
243.0 |
9.5% |
35.3 |
1.4% |
23% |
False |
False |
718,686 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
13.2% |
35.2 |
1.4% |
45% |
False |
False |
540,036 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
13.2% |
35.5 |
1.4% |
45% |
False |
False |
432,298 |
| 120 |
2,755.0 |
2,399.0 |
356.0 |
13.9% |
35.8 |
1.4% |
48% |
False |
False |
361,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.3 |
|
2.618 |
2,733.3 |
|
1.618 |
2,684.3 |
|
1.000 |
2,654.0 |
|
0.618 |
2,635.3 |
|
HIGH |
2,605.0 |
|
0.618 |
2,586.3 |
|
0.500 |
2,580.5 |
|
0.382 |
2,574.7 |
|
LOW |
2,556.0 |
|
0.618 |
2,525.7 |
|
1.000 |
2,507.0 |
|
1.618 |
2,476.7 |
|
2.618 |
2,427.7 |
|
4.250 |
2,347.8 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.5 |
2,628.5 |
| PP |
2,576.7 |
2,608.7 |
| S1 |
2,572.8 |
2,588.8 |
|