| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
4,891.0 |
4,890.0 |
-1.0 |
0.0% |
4,896.0 |
| High |
4,898.0 |
4,935.0 |
37.0 |
0.8% |
4,935.0 |
| Low |
4,866.0 |
4,880.0 |
14.0 |
0.3% |
4,828.0 |
| Close |
4,894.0 |
4,935.0 |
41.0 |
0.8% |
4,935.0 |
| Range |
32.0 |
55.0 |
23.0 |
71.9% |
107.0 |
| ATR |
36.8 |
38.1 |
1.3 |
3.5% |
0.0 |
| Volume |
20,965 |
19,249 |
-1,716 |
-8.2% |
110,071 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,081.7 |
5,063.3 |
4,965.3 |
|
| R3 |
5,026.7 |
5,008.3 |
4,950.1 |
|
| R2 |
4,971.7 |
4,971.7 |
4,945.1 |
|
| R1 |
4,953.3 |
4,953.3 |
4,940.0 |
4,962.5 |
| PP |
4,916.7 |
4,916.7 |
4,916.7 |
4,921.3 |
| S1 |
4,898.3 |
4,898.3 |
4,930.0 |
4,907.5 |
| S2 |
4,861.7 |
4,861.7 |
4,924.9 |
|
| S3 |
4,806.7 |
4,843.3 |
4,919.9 |
|
| S4 |
4,751.7 |
4,788.3 |
4,904.8 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,220.3 |
5,184.7 |
4,993.9 |
|
| R3 |
5,113.3 |
5,077.7 |
4,964.4 |
|
| R2 |
5,006.3 |
5,006.3 |
4,954.6 |
|
| R1 |
4,970.7 |
4,970.7 |
4,944.8 |
4,988.5 |
| PP |
4,899.3 |
4,899.3 |
4,899.3 |
4,908.3 |
| S1 |
4,863.7 |
4,863.7 |
4,925.2 |
4,881.5 |
| S2 |
4,792.3 |
4,792.3 |
4,915.4 |
|
| S3 |
4,685.3 |
4,756.7 |
4,905.6 |
|
| S4 |
4,578.3 |
4,649.7 |
4,876.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,935.0 |
4,828.0 |
107.0 |
2.2% |
38.8 |
0.8% |
100% |
True |
False |
22,014 |
| 10 |
4,935.0 |
4,786.0 |
149.0 |
3.0% |
35.1 |
0.7% |
100% |
True |
False |
23,023 |
| 20 |
4,935.0 |
4,672.0 |
263.0 |
5.3% |
32.9 |
0.7% |
100% |
True |
False |
21,932 |
| 40 |
4,935.0 |
4,547.0 |
388.0 |
7.9% |
31.5 |
0.6% |
100% |
True |
False |
24,106 |
| 60 |
4,935.0 |
4,315.0 |
620.0 |
12.6% |
25.5 |
0.5% |
100% |
True |
False |
16,115 |
| 80 |
4,935.0 |
4,315.0 |
620.0 |
12.6% |
20.7 |
0.4% |
100% |
True |
False |
12,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,168.8 |
|
2.618 |
5,079.0 |
|
1.618 |
5,024.0 |
|
1.000 |
4,990.0 |
|
0.618 |
4,969.0 |
|
HIGH |
4,935.0 |
|
0.618 |
4,914.0 |
|
0.500 |
4,907.5 |
|
0.382 |
4,901.0 |
|
LOW |
4,880.0 |
|
0.618 |
4,846.0 |
|
1.000 |
4,825.0 |
|
1.618 |
4,791.0 |
|
2.618 |
4,736.0 |
|
4.250 |
4,646.3 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,925.8 |
4,922.0 |
| PP |
4,916.7 |
4,909.0 |
| S1 |
4,907.5 |
4,896.0 |
|