| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,759.25 |
2,710.00 |
-49.25 |
-1.8% |
2,729.50 |
| High |
2,759.25 |
2,759.25 |
0.00 |
0.0% |
2,764.00 |
| Low |
2,709.00 |
2,709.25 |
0.25 |
0.0% |
2,716.25 |
| Close |
2,711.50 |
2,749.25 |
37.75 |
1.4% |
2,756.50 |
| Range |
50.25 |
50.00 |
-0.25 |
-0.5% |
47.75 |
| ATR |
33.94 |
35.08 |
1.15 |
3.4% |
0.00 |
| Volume |
275,933 |
243,055 |
-32,878 |
-11.9% |
1,115,849 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.25 |
2,869.25 |
2,776.75 |
|
| R3 |
2,839.25 |
2,819.25 |
2,763.00 |
|
| R2 |
2,789.25 |
2,789.25 |
2,758.50 |
|
| R1 |
2,769.25 |
2,769.25 |
2,753.75 |
2,779.25 |
| PP |
2,739.25 |
2,739.25 |
2,739.25 |
2,744.25 |
| S1 |
2,719.25 |
2,719.25 |
2,744.75 |
2,729.25 |
| S2 |
2,689.25 |
2,689.25 |
2,740.00 |
|
| S3 |
2,639.25 |
2,669.25 |
2,735.50 |
|
| S4 |
2,589.25 |
2,619.25 |
2,721.75 |
|
|
| 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 |
2,709.00 |
55.00 |
2.0% |
36.25 |
1.3% |
73% |
False |
False |
242,146 |
| 10 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
33.75 |
1.2% |
68% |
False |
False |
234,821 |
| 20 |
2,768.75 |
2,698.50 |
70.25 |
2.6% |
30.00 |
1.1% |
72% |
False |
False |
213,557 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.50 |
1.3% |
90% |
False |
False |
192,828 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
35.00 |
1.3% |
93% |
False |
False |
128,653 |
| 80 |
2,773.25 |
2,502.00 |
271.25 |
9.9% |
34.50 |
1.3% |
91% |
False |
False |
96,503 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
30.75 |
1.1% |
71% |
False |
False |
77,204 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
25.75 |
0.9% |
71% |
False |
False |
64,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,971.75 |
|
2.618 |
2,890.25 |
|
1.618 |
2,840.25 |
|
1.000 |
2,809.25 |
|
0.618 |
2,790.25 |
|
HIGH |
2,759.25 |
|
0.618 |
2,740.25 |
|
0.500 |
2,734.25 |
|
0.382 |
2,728.25 |
|
LOW |
2,709.25 |
|
0.618 |
2,678.25 |
|
1.000 |
2,659.25 |
|
1.618 |
2,628.25 |
|
2.618 |
2,578.25 |
|
4.250 |
2,496.75 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,744.25 |
2,745.00 |
| PP |
2,739.25 |
2,740.75 |
| S1 |
2,734.25 |
2,736.50 |
|