| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,739.50 |
2,742.00 |
2.50 |
0.1% |
2,759.25 |
| High |
2,748.75 |
2,778.50 |
29.75 |
1.1% |
2,778.50 |
| Low |
2,712.75 |
2,741.00 |
28.25 |
1.0% |
2,709.00 |
| Close |
2,742.00 |
2,772.00 |
30.00 |
1.1% |
2,772.00 |
| Range |
36.00 |
37.50 |
1.50 |
4.2% |
69.50 |
| ATR |
34.41 |
34.63 |
0.22 |
0.6% |
0.00 |
| Volume |
273,081 |
211,104 |
-61,977 |
-22.7% |
1,220,929 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,861.75 |
2,792.50 |
|
| R3 |
2,838.75 |
2,824.25 |
2,782.25 |
|
| R2 |
2,801.25 |
2,801.25 |
2,779.00 |
|
| R1 |
2,786.75 |
2,786.75 |
2,775.50 |
2,794.00 |
| PP |
2,763.75 |
2,763.75 |
2,763.75 |
2,767.50 |
| S1 |
2,749.25 |
2,749.25 |
2,768.50 |
2,756.50 |
| S2 |
2,726.25 |
2,726.25 |
2,765.00 |
|
| S3 |
2,688.75 |
2,711.75 |
2,761.75 |
|
| S4 |
2,651.25 |
2,674.25 |
2,751.50 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.75 |
2,936.25 |
2,810.25 |
|
| R3 |
2,892.25 |
2,866.75 |
2,791.00 |
|
| R2 |
2,822.75 |
2,822.75 |
2,784.75 |
|
| R1 |
2,797.25 |
2,797.25 |
2,778.25 |
2,810.00 |
| PP |
2,753.25 |
2,753.25 |
2,753.25 |
2,759.50 |
| S1 |
2,727.75 |
2,727.75 |
2,765.75 |
2,740.50 |
| S2 |
2,683.75 |
2,683.75 |
2,759.25 |
|
| S3 |
2,614.25 |
2,658.25 |
2,753.00 |
|
| S4 |
2,544.75 |
2,588.75 |
2,733.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.50 |
2,709.00 |
69.50 |
2.5% |
39.50 |
1.4% |
91% |
True |
False |
244,185 |
| 10 |
2,778.50 |
2,709.00 |
69.50 |
2.5% |
33.00 |
1.2% |
91% |
True |
False |
233,677 |
| 20 |
2,778.50 |
2,705.25 |
73.25 |
2.6% |
31.25 |
1.1% |
91% |
True |
False |
218,421 |
| 40 |
2,778.50 |
2,580.00 |
198.50 |
7.2% |
34.75 |
1.2% |
97% |
True |
False |
210,078 |
| 60 |
2,778.50 |
2,502.00 |
276.50 |
10.0% |
34.50 |
1.2% |
98% |
True |
False |
140,347 |
| 80 |
2,778.50 |
2,502.00 |
276.50 |
10.0% |
35.25 |
1.3% |
98% |
True |
False |
105,276 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
31.75 |
1.1% |
78% |
False |
False |
84,223 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
26.75 |
1.0% |
78% |
False |
False |
70,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.00 |
|
2.618 |
2,876.75 |
|
1.618 |
2,839.25 |
|
1.000 |
2,816.00 |
|
0.618 |
2,801.75 |
|
HIGH |
2,778.50 |
|
0.618 |
2,764.25 |
|
0.500 |
2,759.75 |
|
0.382 |
2,755.25 |
|
LOW |
2,741.00 |
|
0.618 |
2,717.75 |
|
1.000 |
2,703.50 |
|
1.618 |
2,680.25 |
|
2.618 |
2,642.75 |
|
4.250 |
2,581.50 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.00 |
2,763.25 |
| PP |
2,763.75 |
2,754.50 |
| S1 |
2,759.75 |
2,745.50 |
|