| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
6,207.0 |
6,224.0 |
17.0 |
0.3% |
6,313.0 |
| High |
6,238.0 |
6,254.5 |
16.5 |
0.3% |
6,318.5 |
| Low |
6,203.5 |
6,210.5 |
7.0 |
0.1% |
6,174.0 |
| Close |
6,218.5 |
6,230.5 |
12.0 |
0.2% |
6,218.5 |
| Range |
34.5 |
44.0 |
9.5 |
27.5% |
144.5 |
| ATR |
59.7 |
58.6 |
-1.1 |
-1.9% |
0.0 |
| Volume |
68,325 |
100,699 |
32,374 |
47.4% |
517,619 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,364.0 |
6,341.0 |
6,254.5 |
|
| R3 |
6,320.0 |
6,297.0 |
6,242.5 |
|
| R2 |
6,276.0 |
6,276.0 |
6,238.5 |
|
| R1 |
6,253.0 |
6,253.0 |
6,234.5 |
6,264.5 |
| PP |
6,232.0 |
6,232.0 |
6,232.0 |
6,237.5 |
| S1 |
6,209.0 |
6,209.0 |
6,226.5 |
6,220.5 |
| S2 |
6,188.0 |
6,188.0 |
6,222.5 |
|
| S3 |
6,144.0 |
6,165.0 |
6,218.5 |
|
| S4 |
6,100.0 |
6,121.0 |
6,206.5 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,670.5 |
6,589.0 |
6,298.0 |
|
| R3 |
6,526.0 |
6,444.5 |
6,258.0 |
|
| R2 |
6,381.5 |
6,381.5 |
6,245.0 |
|
| R1 |
6,300.0 |
6,300.0 |
6,231.5 |
6,268.5 |
| PP |
6,237.0 |
6,237.0 |
6,237.0 |
6,221.0 |
| S1 |
6,155.5 |
6,155.5 |
6,205.5 |
6,124.0 |
| S2 |
6,092.5 |
6,092.5 |
6,192.0 |
|
| S3 |
5,948.0 |
6,011.0 |
6,179.0 |
|
| S4 |
5,803.5 |
5,866.5 |
6,139.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,281.5 |
6,174.0 |
107.5 |
1.7% |
59.0 |
0.9% |
53% |
False |
False |
102,427 |
| 10 |
6,323.5 |
6,174.0 |
149.5 |
2.4% |
64.5 |
1.0% |
38% |
False |
False |
112,438 |
| 20 |
6,323.5 |
6,035.0 |
288.5 |
4.6% |
57.0 |
0.9% |
68% |
False |
False |
101,006 |
| 40 |
6,323.5 |
5,828.5 |
495.0 |
7.9% |
54.0 |
0.9% |
81% |
False |
False |
99,585 |
| 60 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
49.5 |
0.8% |
88% |
False |
False |
67,901 |
| 80 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
50.0 |
0.8% |
88% |
False |
False |
50,941 |
| 100 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
46.0 |
0.7% |
88% |
False |
False |
40,759 |
| 120 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
39.0 |
0.6% |
88% |
False |
False |
33,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,441.5 |
|
2.618 |
6,369.5 |
|
1.618 |
6,325.5 |
|
1.000 |
6,298.5 |
|
0.618 |
6,281.5 |
|
HIGH |
6,254.5 |
|
0.618 |
6,237.5 |
|
0.500 |
6,232.5 |
|
0.382 |
6,227.5 |
|
LOW |
6,210.5 |
|
0.618 |
6,183.5 |
|
1.000 |
6,166.5 |
|
1.618 |
6,139.5 |
|
2.618 |
6,095.5 |
|
4.250 |
6,023.5 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,232.5 |
6,228.0 |
| PP |
6,232.0 |
6,226.0 |
| S1 |
6,231.0 |
6,223.5 |
|