| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,742.00 |
2,771.25 |
29.25 |
1.1% |
2,759.25 |
| High |
2,778.50 |
2,780.75 |
2.25 |
0.1% |
2,778.50 |
| Low |
2,741.00 |
2,763.50 |
22.50 |
0.8% |
2,709.00 |
| Close |
2,772.00 |
2,770.50 |
-1.50 |
-0.1% |
2,772.00 |
| Range |
37.50 |
17.25 |
-20.25 |
-54.0% |
69.50 |
| ATR |
34.63 |
33.39 |
-1.24 |
-3.6% |
0.00 |
| Volume |
211,104 |
146,485 |
-64,619 |
-30.6% |
1,220,929 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.25 |
2,814.25 |
2,780.00 |
|
| R3 |
2,806.00 |
2,797.00 |
2,775.25 |
|
| R2 |
2,788.75 |
2,788.75 |
2,773.75 |
|
| R1 |
2,779.75 |
2,779.75 |
2,772.00 |
2,775.50 |
| PP |
2,771.50 |
2,771.50 |
2,771.50 |
2,769.50 |
| S1 |
2,762.50 |
2,762.50 |
2,769.00 |
2,758.50 |
| S2 |
2,754.25 |
2,754.25 |
2,767.25 |
|
| S3 |
2,737.00 |
2,745.25 |
2,765.75 |
|
| S4 |
2,719.75 |
2,728.00 |
2,761.00 |
|
|
| 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 |
2,780.75 |
2,709.25 |
71.50 |
2.6% |
33.00 |
1.2% |
86% |
True |
False |
218,296 |
| 10 |
2,780.75 |
2,709.00 |
71.75 |
2.6% |
32.75 |
1.2% |
86% |
True |
False |
228,083 |
| 20 |
2,780.75 |
2,705.25 |
75.50 |
2.7% |
31.50 |
1.1% |
86% |
True |
False |
218,725 |
| 40 |
2,780.75 |
2,580.00 |
200.75 |
7.2% |
34.25 |
1.2% |
95% |
True |
False |
213,337 |
| 60 |
2,780.75 |
2,502.00 |
278.75 |
10.1% |
34.50 |
1.2% |
96% |
True |
False |
142,789 |
| 80 |
2,780.75 |
2,502.00 |
278.75 |
10.1% |
35.00 |
1.3% |
96% |
True |
False |
107,107 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
31.75 |
1.1% |
78% |
False |
False |
85,688 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
26.75 |
1.0% |
78% |
False |
False |
71,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.00 |
|
2.618 |
2,826.00 |
|
1.618 |
2,808.75 |
|
1.000 |
2,798.00 |
|
0.618 |
2,791.50 |
|
HIGH |
2,780.75 |
|
0.618 |
2,774.25 |
|
0.500 |
2,772.00 |
|
0.382 |
2,770.00 |
|
LOW |
2,763.50 |
|
0.618 |
2,752.75 |
|
1.000 |
2,746.25 |
|
1.618 |
2,735.50 |
|
2.618 |
2,718.25 |
|
4.250 |
2,690.25 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.00 |
2,762.50 |
| PP |
2,771.50 |
2,754.75 |
| S1 |
2,771.00 |
2,746.75 |
|