| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,710.00 |
2,753.50 |
43.50 |
1.6% |
2,729.50 |
| High |
2,759.25 |
2,757.00 |
-2.25 |
-0.1% |
2,764.00 |
| Low |
2,709.25 |
2,733.00 |
23.75 |
0.9% |
2,716.25 |
| Close |
2,749.25 |
2,737.25 |
-12.00 |
-0.4% |
2,756.50 |
| Range |
50.00 |
24.00 |
-26.00 |
-52.0% |
47.75 |
| ATR |
35.08 |
34.29 |
-0.79 |
-2.3% |
0.00 |
| Volume |
243,055 |
217,756 |
-25,299 |
-10.4% |
1,115,849 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.50 |
2,799.75 |
2,750.50 |
|
| R3 |
2,790.50 |
2,775.75 |
2,743.75 |
|
| R2 |
2,766.50 |
2,766.50 |
2,741.75 |
|
| R1 |
2,751.75 |
2,751.75 |
2,739.50 |
2,747.00 |
| PP |
2,742.50 |
2,742.50 |
2,742.50 |
2,740.00 |
| S1 |
2,727.75 |
2,727.75 |
2,735.00 |
2,723.00 |
| S2 |
2,718.50 |
2,718.50 |
2,732.75 |
|
| S3 |
2,694.50 |
2,703.75 |
2,730.75 |
|
| S4 |
2,670.50 |
2,679.75 |
2,724.00 |
|
|
| 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 |
2,709.00 |
55.00 |
2.0% |
36.00 |
1.3% |
51% |
False |
False |
235,284 |
| 10 |
2,764.00 |
2,707.75 |
56.25 |
2.1% |
32.00 |
1.2% |
52% |
False |
False |
237,663 |
| 20 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
30.00 |
1.1% |
50% |
False |
False |
214,406 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.00 |
1.3% |
83% |
False |
False |
198,188 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
34.50 |
1.3% |
88% |
False |
False |
132,280 |
| 80 |
2,773.25 |
2,502.00 |
271.25 |
9.9% |
34.75 |
1.3% |
87% |
False |
False |
99,224 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
31.00 |
1.1% |
68% |
False |
False |
79,381 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
26.00 |
1.0% |
68% |
False |
False |
66,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.00 |
|
2.618 |
2,819.75 |
|
1.618 |
2,795.75 |
|
1.000 |
2,781.00 |
|
0.618 |
2,771.75 |
|
HIGH |
2,757.00 |
|
0.618 |
2,747.75 |
|
0.500 |
2,745.00 |
|
0.382 |
2,742.25 |
|
LOW |
2,733.00 |
|
0.618 |
2,718.25 |
|
1.000 |
2,709.00 |
|
1.618 |
2,694.25 |
|
2.618 |
2,670.25 |
|
4.250 |
2,631.00 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.00 |
2,736.25 |
| PP |
2,742.50 |
2,735.25 |
| S1 |
2,739.75 |
2,734.00 |
|