| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,734.00 |
2,733.00 |
-1.00 |
0.0% |
2,729.50 |
| High |
2,746.25 |
2,764.00 |
17.75 |
0.6% |
2,764.00 |
| Low |
2,723.75 |
2,730.50 |
6.75 |
0.2% |
2,716.25 |
| Close |
2,725.00 |
2,756.50 |
31.50 |
1.2% |
2,756.50 |
| Range |
22.50 |
33.50 |
11.00 |
48.9% |
47.75 |
| ATR |
32.19 |
32.68 |
0.49 |
1.5% |
0.00 |
| Volume |
216,929 |
222,751 |
5,822 |
2.7% |
1,115,849 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.75 |
2,837.25 |
2,775.00 |
|
| R3 |
2,817.25 |
2,803.75 |
2,765.75 |
|
| R2 |
2,783.75 |
2,783.75 |
2,762.75 |
|
| R1 |
2,770.25 |
2,770.25 |
2,759.50 |
2,777.00 |
| PP |
2,750.25 |
2,750.25 |
2,750.25 |
2,753.75 |
| S1 |
2,736.75 |
2,736.75 |
2,753.50 |
2,743.50 |
| S2 |
2,716.75 |
2,716.75 |
2,750.25 |
|
| S3 |
2,683.25 |
2,703.25 |
2,747.25 |
|
| S4 |
2,649.75 |
2,669.75 |
2,738.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.75 |
2,870.50 |
2,782.75 |
|
| R3 |
2,841.00 |
2,822.75 |
2,769.75 |
|
| R2 |
2,793.25 |
2,793.25 |
2,765.25 |
|
| R1 |
2,775.00 |
2,775.00 |
2,761.00 |
2,784.00 |
| PP |
2,745.50 |
2,745.50 |
2,745.50 |
2,750.25 |
| S1 |
2,727.25 |
2,727.25 |
2,752.00 |
2,736.50 |
| S2 |
2,697.75 |
2,697.75 |
2,747.75 |
|
| S3 |
2,650.00 |
2,679.50 |
2,743.25 |
|
| S4 |
2,602.25 |
2,631.75 |
2,730.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.00 |
2,716.25 |
47.75 |
1.7% |
26.75 |
1.0% |
84% |
True |
False |
223,169 |
| 10 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
29.25 |
1.1% |
80% |
False |
False |
219,607 |
| 20 |
2,768.75 |
2,698.50 |
70.25 |
2.5% |
27.25 |
1.0% |
83% |
False |
False |
206,992 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.8% |
35.25 |
1.3% |
94% |
False |
False |
179,920 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
35.00 |
1.3% |
95% |
False |
False |
120,004 |
| 80 |
2,773.25 |
2,502.00 |
271.25 |
9.8% |
34.00 |
1.2% |
94% |
False |
False |
90,015 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
29.75 |
1.1% |
74% |
False |
False |
72,014 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
25.00 |
0.9% |
74% |
False |
False |
60,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.50 |
|
2.618 |
2,851.75 |
|
1.618 |
2,818.25 |
|
1.000 |
2,797.50 |
|
0.618 |
2,784.75 |
|
HIGH |
2,764.00 |
|
0.618 |
2,751.25 |
|
0.500 |
2,747.25 |
|
0.382 |
2,743.25 |
|
LOW |
2,730.50 |
|
0.618 |
2,709.75 |
|
1.000 |
2,697.00 |
|
1.618 |
2,676.25 |
|
2.618 |
2,642.75 |
|
4.250 |
2,588.00 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.50 |
2,752.25 |
| PP |
2,750.25 |
2,748.00 |
| S1 |
2,747.25 |
2,744.00 |
|