| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,769.25 |
2,759.75 |
-9.50 |
-0.3% |
2,771.25 |
| High |
2,776.75 |
2,786.00 |
9.25 |
0.3% |
2,781.75 |
| Low |
2,754.25 |
2,758.25 |
4.00 |
0.1% |
2,754.25 |
| Close |
2,761.25 |
2,780.75 |
19.50 |
0.7% |
2,761.25 |
| Range |
22.50 |
27.75 |
5.25 |
23.3% |
27.50 |
| ATR |
29.89 |
29.73 |
-0.15 |
-0.5% |
0.00 |
| Volume |
169,760 |
163,031 |
-6,729 |
-4.0% |
807,317 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.25 |
2,847.25 |
2,796.00 |
|
| R3 |
2,830.50 |
2,819.50 |
2,788.50 |
|
| R2 |
2,802.75 |
2,802.75 |
2,785.75 |
|
| R1 |
2,791.75 |
2,791.75 |
2,783.25 |
2,797.25 |
| PP |
2,775.00 |
2,775.00 |
2,775.00 |
2,777.75 |
| S1 |
2,764.00 |
2,764.00 |
2,778.25 |
2,769.50 |
| S2 |
2,747.25 |
2,747.25 |
2,775.75 |
|
| S3 |
2,719.50 |
2,736.25 |
2,773.00 |
|
| S4 |
2,691.75 |
2,708.50 |
2,765.50 |
|
|
| 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 |
2,786.00 |
2,754.25 |
31.75 |
1.1% |
20.75 |
0.7% |
83% |
True |
False |
164,772 |
| 10 |
2,786.00 |
2,709.25 |
76.75 |
2.8% |
27.00 |
1.0% |
93% |
True |
False |
191,534 |
| 20 |
2,786.00 |
2,707.75 |
78.25 |
2.8% |
29.75 |
1.1% |
93% |
True |
False |
210,817 |
| 40 |
2,786.00 |
2,580.00 |
206.00 |
7.4% |
31.50 |
1.1% |
97% |
True |
False |
200,031 |
| 60 |
2,786.00 |
2,574.00 |
212.00 |
7.6% |
33.00 |
1.2% |
98% |
True |
False |
156,508 |
| 80 |
2,786.00 |
2,502.00 |
284.00 |
10.2% |
34.00 |
1.2% |
98% |
True |
False |
117,399 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
11.8% |
32.50 |
1.2% |
85% |
False |
False |
93,926 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.4% |
27.50 |
1.0% |
81% |
False |
False |
78,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.00 |
|
2.618 |
2,858.75 |
|
1.618 |
2,831.00 |
|
1.000 |
2,813.75 |
|
0.618 |
2,803.25 |
|
HIGH |
2,786.00 |
|
0.618 |
2,775.50 |
|
0.500 |
2,772.00 |
|
0.382 |
2,768.75 |
|
LOW |
2,758.25 |
|
0.618 |
2,741.00 |
|
1.000 |
2,730.50 |
|
1.618 |
2,713.25 |
|
2.618 |
2,685.50 |
|
4.250 |
2,640.25 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.00 |
2,777.25 |
| PP |
2,775.00 |
2,773.75 |
| S1 |
2,772.00 |
2,770.00 |
|