| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,765.25 |
2,766.75 |
1.50 |
0.1% |
2,759.25 |
| High |
2,781.75 |
2,775.00 |
-6.75 |
-0.2% |
2,778.50 |
| Low |
2,762.75 |
2,756.00 |
-6.75 |
-0.2% |
2,709.00 |
| Close |
2,770.25 |
2,767.25 |
-3.00 |
-0.1% |
2,772.00 |
| Range |
19.00 |
19.00 |
0.00 |
0.0% |
69.50 |
| ATR |
31.34 |
30.46 |
-0.88 |
-2.8% |
0.00 |
| Volume |
164,467 |
154,958 |
-9,509 |
-5.8% |
1,220,929 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.00 |
2,814.25 |
2,777.75 |
|
| R3 |
2,804.00 |
2,795.25 |
2,772.50 |
|
| R2 |
2,785.00 |
2,785.00 |
2,770.75 |
|
| R1 |
2,776.25 |
2,776.25 |
2,769.00 |
2,780.50 |
| PP |
2,766.00 |
2,766.00 |
2,766.00 |
2,768.25 |
| S1 |
2,757.25 |
2,757.25 |
2,765.50 |
2,761.50 |
| S2 |
2,747.00 |
2,747.00 |
2,763.75 |
|
| S3 |
2,728.00 |
2,738.25 |
2,762.00 |
|
| S4 |
2,709.00 |
2,719.25 |
2,756.75 |
|
|
| 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 |
2,741.00 |
40.75 |
1.5% |
21.75 |
0.8% |
64% |
False |
False |
169,732 |
| 10 |
2,781.75 |
2,709.00 |
72.75 |
2.6% |
30.25 |
1.1% |
80% |
False |
False |
208,123 |
| 20 |
2,781.75 |
2,707.75 |
74.00 |
2.7% |
30.00 |
1.1% |
80% |
False |
False |
213,289 |
| 40 |
2,781.75 |
2,580.00 |
201.75 |
7.3% |
32.00 |
1.2% |
93% |
False |
False |
208,622 |
| 60 |
2,781.75 |
2,536.00 |
245.75 |
8.9% |
33.50 |
1.2% |
94% |
False |
False |
150,966 |
| 80 |
2,781.75 |
2,502.00 |
279.75 |
10.1% |
34.00 |
1.2% |
95% |
False |
False |
113,240 |
| 100 |
2,833.25 |
2,502.00 |
331.25 |
12.0% |
32.25 |
1.2% |
80% |
False |
False |
90,599 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
27.25 |
1.0% |
77% |
False |
False |
75,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.75 |
|
2.618 |
2,824.75 |
|
1.618 |
2,805.75 |
|
1.000 |
2,794.00 |
|
0.618 |
2,786.75 |
|
HIGH |
2,775.00 |
|
0.618 |
2,767.75 |
|
0.500 |
2,765.50 |
|
0.382 |
2,763.25 |
|
LOW |
2,756.00 |
|
0.618 |
2,744.25 |
|
1.000 |
2,737.00 |
|
1.618 |
2,725.25 |
|
2.618 |
2,706.25 |
|
4.250 |
2,675.25 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.75 |
2,769.00 |
| PP |
2,766.00 |
2,768.25 |
| S1 |
2,765.50 |
2,767.75 |
|