| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
6,246.0 |
6,258.5 |
12.5 |
0.2% |
6,251.0 |
| High |
6,281.5 |
6,273.0 |
-8.5 |
-0.1% |
6,323.5 |
| Low |
6,223.0 |
6,174.0 |
-49.0 |
-0.8% |
6,236.0 |
| Close |
6,252.5 |
6,196.5 |
-56.0 |
-0.9% |
6,304.5 |
| Range |
58.5 |
99.0 |
40.5 |
69.2% |
87.5 |
| ATR |
58.2 |
61.1 |
2.9 |
5.0% |
0.0 |
| Volume |
135,857 |
80,615 |
-55,242 |
-40.7% |
606,940 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,511.5 |
6,453.0 |
6,251.0 |
|
| R3 |
6,412.5 |
6,354.0 |
6,223.5 |
|
| R2 |
6,313.5 |
6,313.5 |
6,214.5 |
|
| R1 |
6,255.0 |
6,255.0 |
6,205.5 |
6,235.0 |
| PP |
6,214.5 |
6,214.5 |
6,214.5 |
6,204.5 |
| S1 |
6,156.0 |
6,156.0 |
6,187.5 |
6,136.0 |
| S2 |
6,115.5 |
6,115.5 |
6,178.5 |
|
| S3 |
6,016.5 |
6,057.0 |
6,169.5 |
|
| S4 |
5,917.5 |
5,958.0 |
6,142.0 |
|
|
| 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 |
6,174.0 |
149.5 |
2.4% |
84.0 |
1.4% |
15% |
False |
True |
116,533 |
| 10 |
6,323.5 |
6,174.0 |
149.5 |
2.4% |
65.5 |
1.1% |
15% |
False |
True |
114,096 |
| 20 |
6,323.5 |
6,035.0 |
288.5 |
4.7% |
57.0 |
0.9% |
56% |
False |
False |
102,449 |
| 40 |
6,323.5 |
5,828.5 |
495.0 |
8.0% |
54.0 |
0.9% |
74% |
False |
False |
96,564 |
| 60 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
51.0 |
0.8% |
83% |
False |
False |
65,086 |
| 80 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
49.0 |
0.8% |
83% |
False |
False |
48,830 |
| 100 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
45.5 |
0.7% |
83% |
False |
False |
39,069 |
| 120 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
38.5 |
0.6% |
83% |
False |
False |
32,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,694.0 |
|
2.618 |
6,532.0 |
|
1.618 |
6,433.0 |
|
1.000 |
6,372.0 |
|
0.618 |
6,334.0 |
|
HIGH |
6,273.0 |
|
0.618 |
6,235.0 |
|
0.500 |
6,223.5 |
|
0.382 |
6,212.0 |
|
LOW |
6,174.0 |
|
0.618 |
6,113.0 |
|
1.000 |
6,075.0 |
|
1.618 |
6,014.0 |
|
2.618 |
5,915.0 |
|
4.250 |
5,753.0 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,223.5 |
6,228.0 |
| PP |
6,214.5 |
6,217.5 |
| S1 |
6,205.5 |
6,207.0 |
|