| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.50 |
2,739.50 |
-14.00 |
-0.5% |
2,729.50 |
| High |
2,757.00 |
2,748.75 |
-8.25 |
-0.3% |
2,764.00 |
| Low |
2,733.00 |
2,712.75 |
-20.25 |
-0.7% |
2,716.25 |
| Close |
2,737.25 |
2,742.00 |
4.75 |
0.2% |
2,756.50 |
| Range |
24.00 |
36.00 |
12.00 |
50.0% |
47.75 |
| ATR |
34.29 |
34.41 |
0.12 |
0.4% |
0.00 |
| Volume |
217,756 |
273,081 |
55,325 |
25.4% |
1,115,849 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.50 |
2,828.25 |
2,761.75 |
|
| R3 |
2,806.50 |
2,792.25 |
2,752.00 |
|
| R2 |
2,770.50 |
2,770.50 |
2,748.50 |
|
| R1 |
2,756.25 |
2,756.25 |
2,745.25 |
2,763.50 |
| PP |
2,734.50 |
2,734.50 |
2,734.50 |
2,738.00 |
| S1 |
2,720.25 |
2,720.25 |
2,738.75 |
2,727.50 |
| S2 |
2,698.50 |
2,698.50 |
2,735.50 |
|
| S3 |
2,662.50 |
2,684.25 |
2,732.00 |
|
| S4 |
2,626.50 |
2,648.25 |
2,722.25 |
|
|
| 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% |
38.75 |
1.4% |
60% |
False |
False |
246,515 |
| 10 |
2,764.00 |
2,709.00 |
55.00 |
2.0% |
32.25 |
1.2% |
60% |
False |
False |
236,008 |
| 20 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
30.75 |
1.1% |
58% |
False |
False |
220,105 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.00 |
1.3% |
86% |
False |
False |
204,989 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
34.50 |
1.3% |
90% |
False |
False |
136,830 |
| 80 |
2,773.25 |
2,502.00 |
271.25 |
9.9% |
35.00 |
1.3% |
88% |
False |
False |
102,638 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
31.25 |
1.1% |
69% |
False |
False |
82,112 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
26.25 |
1.0% |
69% |
False |
False |
68,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.75 |
|
2.618 |
2,843.00 |
|
1.618 |
2,807.00 |
|
1.000 |
2,784.75 |
|
0.618 |
2,771.00 |
|
HIGH |
2,748.75 |
|
0.618 |
2,735.00 |
|
0.500 |
2,730.75 |
|
0.382 |
2,726.50 |
|
LOW |
2,712.75 |
|
0.618 |
2,690.50 |
|
1.000 |
2,676.75 |
|
1.618 |
2,654.50 |
|
2.618 |
2,618.50 |
|
4.250 |
2,559.75 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.25 |
2,739.50 |
| PP |
2,734.50 |
2,736.75 |
| S1 |
2,730.75 |
2,734.25 |
|