| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,771.25 |
2,770.75 |
-0.50 |
0.0% |
2,759.25 |
| High |
2,780.75 |
2,774.50 |
-6.25 |
-0.2% |
2,778.50 |
| Low |
2,763.50 |
2,758.75 |
-4.75 |
-0.2% |
2,709.00 |
| Close |
2,770.50 |
2,760.75 |
-9.75 |
-0.4% |
2,772.00 |
| Range |
17.25 |
15.75 |
-1.50 |
-8.7% |
69.50 |
| ATR |
33.39 |
32.13 |
-1.26 |
-3.8% |
0.00 |
| Volume |
146,485 |
171,647 |
25,162 |
17.2% |
1,220,929 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.00 |
2,802.00 |
2,769.50 |
|
| R3 |
2,796.25 |
2,786.25 |
2,765.00 |
|
| R2 |
2,780.50 |
2,780.50 |
2,763.75 |
|
| R1 |
2,770.50 |
2,770.50 |
2,762.25 |
2,767.50 |
| PP |
2,764.75 |
2,764.75 |
2,764.75 |
2,763.25 |
| S1 |
2,754.75 |
2,754.75 |
2,759.25 |
2,752.00 |
| S2 |
2,749.00 |
2,749.00 |
2,757.75 |
|
| S3 |
2,733.25 |
2,739.00 |
2,756.50 |
|
| S4 |
2,717.50 |
2,723.25 |
2,752.00 |
|
|
| 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 |
2,712.75 |
68.00 |
2.5% |
26.00 |
0.9% |
71% |
False |
False |
204,014 |
| 10 |
2,780.75 |
2,709.00 |
71.75 |
2.6% |
31.25 |
1.1% |
72% |
False |
False |
223,080 |
| 20 |
2,780.75 |
2,705.25 |
75.50 |
2.7% |
30.75 |
1.1% |
74% |
False |
False |
216,932 |
| 40 |
2,780.75 |
2,580.00 |
200.75 |
7.3% |
33.50 |
1.2% |
90% |
False |
False |
215,178 |
| 60 |
2,780.75 |
2,502.00 |
278.75 |
10.1% |
33.75 |
1.2% |
93% |
False |
False |
145,649 |
| 80 |
2,780.75 |
2,502.00 |
278.75 |
10.1% |
34.75 |
1.3% |
93% |
False |
False |
109,248 |
| 100 |
2,847.75 |
2,502.00 |
345.75 |
12.5% |
32.00 |
1.2% |
75% |
False |
False |
87,404 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
27.00 |
1.0% |
75% |
False |
False |
72,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.50 |
|
2.618 |
2,815.75 |
|
1.618 |
2,800.00 |
|
1.000 |
2,790.25 |
|
0.618 |
2,784.25 |
|
HIGH |
2,774.50 |
|
0.618 |
2,768.50 |
|
0.500 |
2,766.50 |
|
0.382 |
2,764.75 |
|
LOW |
2,758.75 |
|
0.618 |
2,749.00 |
|
1.000 |
2,743.00 |
|
1.618 |
2,733.25 |
|
2.618 |
2,717.50 |
|
4.250 |
2,691.75 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.50 |
2,761.00 |
| PP |
2,764.75 |
2,760.75 |
| S1 |
2,762.75 |
2,760.75 |
|