| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,766.75 |
2,769.25 |
2.50 |
0.1% |
2,771.25 |
| High |
2,775.00 |
2,776.75 |
1.75 |
0.1% |
2,781.75 |
| Low |
2,756.00 |
2,754.25 |
-1.75 |
-0.1% |
2,754.25 |
| Close |
2,767.25 |
2,761.25 |
-6.00 |
-0.2% |
2,761.25 |
| Range |
19.00 |
22.50 |
3.50 |
18.4% |
27.50 |
| ATR |
30.46 |
29.89 |
-0.57 |
-1.9% |
0.00 |
| Volume |
154,958 |
169,760 |
14,802 |
9.6% |
807,317 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.50 |
2,819.00 |
2,773.50 |
|
| R3 |
2,809.00 |
2,796.50 |
2,767.50 |
|
| R2 |
2,786.50 |
2,786.50 |
2,765.50 |
|
| R1 |
2,774.00 |
2,774.00 |
2,763.25 |
2,769.00 |
| PP |
2,764.00 |
2,764.00 |
2,764.00 |
2,761.50 |
| S1 |
2,751.50 |
2,751.50 |
2,759.25 |
2,746.50 |
| S2 |
2,741.50 |
2,741.50 |
2,757.00 |
|
| S3 |
2,719.00 |
2,729.00 |
2,755.00 |
|
| S4 |
2,696.50 |
2,706.50 |
2,749.00 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.25 |
2,832.25 |
2,776.50 |
|
| R3 |
2,820.75 |
2,804.75 |
2,768.75 |
|
| R2 |
2,793.25 |
2,793.25 |
2,766.25 |
|
| R1 |
2,777.25 |
2,777.25 |
2,763.75 |
2,771.50 |
| PP |
2,765.75 |
2,765.75 |
2,765.75 |
2,763.00 |
| S1 |
2,749.75 |
2,749.75 |
2,758.75 |
2,744.00 |
| S2 |
2,738.25 |
2,738.25 |
2,756.25 |
|
| S3 |
2,710.75 |
2,722.25 |
2,753.75 |
|
| S4 |
2,683.25 |
2,694.75 |
2,746.00 |
|
|
| 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 |
2,754.25 |
27.50 |
1.0% |
18.75 |
0.7% |
25% |
False |
True |
161,463 |
| 10 |
2,781.75 |
2,709.00 |
72.75 |
2.6% |
29.00 |
1.1% |
72% |
False |
False |
202,824 |
| 20 |
2,781.75 |
2,707.75 |
74.00 |
2.7% |
29.25 |
1.1% |
72% |
False |
False |
211,216 |
| 40 |
2,781.75 |
2,580.00 |
201.75 |
7.3% |
31.50 |
1.1% |
90% |
False |
False |
202,923 |
| 60 |
2,781.75 |
2,565.75 |
216.00 |
7.8% |
33.00 |
1.2% |
91% |
False |
False |
153,793 |
| 80 |
2,781.75 |
2,502.00 |
279.75 |
10.1% |
34.00 |
1.2% |
93% |
False |
False |
115,361 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
11.9% |
32.50 |
1.2% |
79% |
False |
False |
92,296 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
27.25 |
1.0% |
75% |
False |
False |
76,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.50 |
|
2.618 |
2,835.75 |
|
1.618 |
2,813.25 |
|
1.000 |
2,799.25 |
|
0.618 |
2,790.75 |
|
HIGH |
2,776.75 |
|
0.618 |
2,768.25 |
|
0.500 |
2,765.50 |
|
0.382 |
2,762.75 |
|
LOW |
2,754.25 |
|
0.618 |
2,740.25 |
|
1.000 |
2,731.75 |
|
1.618 |
2,717.75 |
|
2.618 |
2,695.25 |
|
4.250 |
2,658.50 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.50 |
2,768.00 |
| PP |
2,764.00 |
2,765.75 |
| S1 |
2,762.75 |
2,763.50 |
|