| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
6,211.0 |
6,246.0 |
35.0 |
0.6% |
6,251.0 |
| High |
6,257.0 |
6,281.5 |
24.5 |
0.4% |
6,323.5 |
| Low |
6,199.0 |
6,223.0 |
24.0 |
0.4% |
6,236.0 |
| Close |
6,238.5 |
6,252.5 |
14.0 |
0.2% |
6,304.5 |
| Range |
58.0 |
58.5 |
0.5 |
0.9% |
87.5 |
| ATR |
58.1 |
58.2 |
0.0 |
0.0% |
0.0 |
| Volume |
126,641 |
135,857 |
9,216 |
7.3% |
606,940 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,428.0 |
6,398.5 |
6,284.5 |
|
| R3 |
6,369.5 |
6,340.0 |
6,268.5 |
|
| R2 |
6,311.0 |
6,311.0 |
6,263.0 |
|
| R1 |
6,281.5 |
6,281.5 |
6,258.0 |
6,296.0 |
| PP |
6,252.5 |
6,252.5 |
6,252.5 |
6,259.5 |
| S1 |
6,223.0 |
6,223.0 |
6,247.0 |
6,238.0 |
| S2 |
6,194.0 |
6,194.0 |
6,242.0 |
|
| S3 |
6,135.5 |
6,164.5 |
6,236.5 |
|
| S4 |
6,077.0 |
6,106.0 |
6,220.5 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,550.5 |
6,515.0 |
6,352.5 |
|
| R3 |
6,463.0 |
6,427.5 |
6,328.5 |
|
| R2 |
6,375.5 |
6,375.5 |
6,320.5 |
|
| R1 |
6,340.0 |
6,340.0 |
6,312.5 |
6,358.0 |
| PP |
6,288.0 |
6,288.0 |
6,288.0 |
6,297.0 |
| S1 |
6,252.5 |
6,252.5 |
6,296.5 |
6,270.0 |
| S2 |
6,200.5 |
6,200.5 |
6,288.5 |
|
| S3 |
6,113.0 |
6,165.0 |
6,280.5 |
|
| S4 |
6,025.5 |
6,077.5 |
6,256.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,323.5 |
6,194.5 |
129.0 |
2.1% |
71.5 |
1.1% |
45% |
False |
False |
126,427 |
| 10 |
6,323.5 |
6,145.0 |
178.5 |
2.9% |
64.5 |
1.0% |
60% |
False |
False |
115,602 |
| 20 |
6,323.5 |
6,035.0 |
288.5 |
4.6% |
53.5 |
0.9% |
75% |
False |
False |
102,534 |
| 40 |
6,323.5 |
5,828.5 |
495.0 |
7.9% |
52.5 |
0.8% |
86% |
False |
False |
95,079 |
| 60 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
49.5 |
0.8% |
91% |
False |
False |
63,745 |
| 80 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
48.5 |
0.8% |
91% |
False |
False |
47,822 |
| 100 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
44.5 |
0.7% |
91% |
False |
False |
38,262 |
| 120 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
37.5 |
0.6% |
91% |
False |
False |
31,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,530.0 |
|
2.618 |
6,434.5 |
|
1.618 |
6,376.0 |
|
1.000 |
6,340.0 |
|
0.618 |
6,317.5 |
|
HIGH |
6,281.5 |
|
0.618 |
6,259.0 |
|
0.500 |
6,252.0 |
|
0.382 |
6,245.5 |
|
LOW |
6,223.0 |
|
0.618 |
6,187.0 |
|
1.000 |
6,164.5 |
|
1.618 |
6,128.5 |
|
2.618 |
6,070.0 |
|
4.250 |
5,974.5 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.5 |
6,256.5 |
| PP |
6,252.5 |
6,255.0 |
| S1 |
6,252.0 |
6,254.0 |
|