| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,770.75 |
2,765.25 |
-5.50 |
-0.2% |
2,759.25 |
| High |
2,774.50 |
2,781.75 |
7.25 |
0.3% |
2,778.50 |
| Low |
2,758.75 |
2,762.75 |
4.00 |
0.1% |
2,709.00 |
| Close |
2,760.75 |
2,770.25 |
9.50 |
0.3% |
2,772.00 |
| Range |
15.75 |
19.00 |
3.25 |
20.6% |
69.50 |
| ATR |
32.13 |
31.34 |
-0.80 |
-2.5% |
0.00 |
| Volume |
171,647 |
164,467 |
-7,180 |
-4.2% |
1,220,929 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.50 |
2,818.50 |
2,780.75 |
|
| R3 |
2,809.50 |
2,799.50 |
2,775.50 |
|
| R2 |
2,790.50 |
2,790.50 |
2,773.75 |
|
| R1 |
2,780.50 |
2,780.50 |
2,772.00 |
2,785.50 |
| PP |
2,771.50 |
2,771.50 |
2,771.50 |
2,774.00 |
| S1 |
2,761.50 |
2,761.50 |
2,768.50 |
2,766.50 |
| S2 |
2,752.50 |
2,752.50 |
2,766.75 |
|
| S3 |
2,733.50 |
2,742.50 |
2,765.00 |
|
| S4 |
2,714.50 |
2,723.50 |
2,759.75 |
|
|
| 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 |
2,781.75 |
2,712.75 |
69.00 |
2.5% |
25.00 |
0.9% |
83% |
True |
False |
193,356 |
| 10 |
2,781.75 |
2,709.00 |
72.75 |
2.6% |
30.50 |
1.1% |
84% |
True |
False |
214,320 |
| 20 |
2,781.75 |
2,707.75 |
74.00 |
2.7% |
30.25 |
1.1% |
84% |
True |
False |
214,624 |
| 40 |
2,781.75 |
2,580.00 |
201.75 |
7.3% |
33.00 |
1.2% |
94% |
True |
False |
212,967 |
| 60 |
2,781.75 |
2,502.00 |
279.75 |
10.1% |
33.50 |
1.2% |
96% |
True |
False |
148,386 |
| 80 |
2,781.75 |
2,502.00 |
279.75 |
10.1% |
34.50 |
1.2% |
96% |
True |
False |
111,303 |
| 100 |
2,847.00 |
2,502.00 |
345.00 |
12.5% |
32.25 |
1.2% |
78% |
False |
False |
89,049 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
27.00 |
1.0% |
78% |
False |
False |
74,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.50 |
|
2.618 |
2,831.50 |
|
1.618 |
2,812.50 |
|
1.000 |
2,800.75 |
|
0.618 |
2,793.50 |
|
HIGH |
2,781.75 |
|
0.618 |
2,774.50 |
|
0.500 |
2,772.25 |
|
0.382 |
2,770.00 |
|
LOW |
2,762.75 |
|
0.618 |
2,751.00 |
|
1.000 |
2,743.75 |
|
1.618 |
2,732.00 |
|
2.618 |
2,713.00 |
|
4.250 |
2,682.00 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.25 |
2,770.25 |
| PP |
2,771.50 |
2,770.25 |
| S1 |
2,771.00 |
2,770.25 |
|