| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
6,224.0 |
6,234.5 |
10.5 |
0.2% |
6,313.0 |
| High |
6,254.5 |
6,304.0 |
49.5 |
0.8% |
6,318.5 |
| Low |
6,210.5 |
6,218.0 |
7.5 |
0.1% |
6,174.0 |
| Close |
6,230.5 |
6,292.5 |
62.0 |
1.0% |
6,218.5 |
| Range |
44.0 |
86.0 |
42.0 |
95.5% |
144.5 |
| ATR |
58.6 |
60.5 |
2.0 |
3.3% |
0.0 |
| Volume |
100,699 |
121,922 |
21,223 |
21.1% |
517,619 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,529.5 |
6,497.0 |
6,340.0 |
|
| R3 |
6,443.5 |
6,411.0 |
6,316.0 |
|
| R2 |
6,357.5 |
6,357.5 |
6,308.5 |
|
| R1 |
6,325.0 |
6,325.0 |
6,300.5 |
6,341.0 |
| PP |
6,271.5 |
6,271.5 |
6,271.5 |
6,279.5 |
| S1 |
6,239.0 |
6,239.0 |
6,284.5 |
6,255.0 |
| S2 |
6,185.5 |
6,185.5 |
6,276.5 |
|
| S3 |
6,099.5 |
6,153.0 |
6,269.0 |
|
| S4 |
6,013.5 |
6,067.0 |
6,245.0 |
|
|
| 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 |
6,304.0 |
6,174.0 |
130.0 |
2.1% |
64.5 |
1.0% |
91% |
True |
False |
101,483 |
| 10 |
6,323.5 |
6,174.0 |
149.5 |
2.4% |
66.5 |
1.1% |
79% |
False |
False |
113,075 |
| 20 |
6,323.5 |
6,035.0 |
288.5 |
4.6% |
59.0 |
0.9% |
89% |
False |
False |
102,003 |
| 40 |
6,323.5 |
5,828.5 |
495.0 |
7.9% |
55.5 |
0.9% |
94% |
False |
False |
101,183 |
| 60 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
50.5 |
0.8% |
96% |
False |
False |
69,932 |
| 80 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
51.0 |
0.8% |
96% |
False |
False |
52,465 |
| 100 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
46.5 |
0.7% |
96% |
False |
False |
41,976 |
| 120 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
39.5 |
0.6% |
96% |
False |
False |
34,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,669.5 |
|
2.618 |
6,529.0 |
|
1.618 |
6,443.0 |
|
1.000 |
6,390.0 |
|
0.618 |
6,357.0 |
|
HIGH |
6,304.0 |
|
0.618 |
6,271.0 |
|
0.500 |
6,261.0 |
|
0.382 |
6,251.0 |
|
LOW |
6,218.0 |
|
0.618 |
6,165.0 |
|
1.000 |
6,132.0 |
|
1.618 |
6,079.0 |
|
2.618 |
5,993.0 |
|
4.250 |
5,852.5 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,282.0 |
6,279.5 |
| PP |
6,271.5 |
6,266.5 |
| S1 |
6,261.0 |
6,254.0 |
|