| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,759.75 |
2,784.50 |
24.75 |
0.9% |
2,771.25 |
| High |
2,786.00 |
2,786.50 |
0.50 |
0.0% |
2,781.75 |
| Low |
2,758.25 |
2,725.00 |
-33.25 |
-1.2% |
2,754.25 |
| Close |
2,780.75 |
2,737.50 |
-43.25 |
-1.6% |
2,761.25 |
| Range |
27.75 |
61.50 |
33.75 |
121.6% |
27.50 |
| ATR |
29.73 |
32.00 |
2.27 |
7.6% |
0.00 |
| Volume |
163,031 |
230,436 |
67,405 |
41.3% |
807,317 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.25 |
2,897.25 |
2,771.25 |
|
| R3 |
2,872.75 |
2,835.75 |
2,754.50 |
|
| R2 |
2,811.25 |
2,811.25 |
2,748.75 |
|
| R1 |
2,774.25 |
2,774.25 |
2,743.25 |
2,762.00 |
| PP |
2,749.75 |
2,749.75 |
2,749.75 |
2,743.50 |
| S1 |
2,712.75 |
2,712.75 |
2,731.75 |
2,700.50 |
| S2 |
2,688.25 |
2,688.25 |
2,726.25 |
|
| S3 |
2,626.75 |
2,651.25 |
2,720.50 |
|
| S4 |
2,565.25 |
2,589.75 |
2,703.75 |
|
|
| 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 |
2,786.50 |
2,725.00 |
61.50 |
2.2% |
30.00 |
1.1% |
20% |
True |
True |
176,530 |
| 10 |
2,786.50 |
2,712.75 |
73.75 |
2.7% |
28.00 |
1.0% |
34% |
True |
False |
190,272 |
| 20 |
2,786.50 |
2,707.75 |
78.75 |
2.9% |
30.75 |
1.1% |
38% |
True |
False |
212,547 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
32.50 |
1.2% |
76% |
True |
False |
199,709 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
33.75 |
1.2% |
76% |
True |
False |
160,347 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.4% |
34.25 |
1.3% |
83% |
True |
False |
120,277 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.00 |
1.2% |
72% |
False |
False |
96,231 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
28.00 |
1.0% |
68% |
False |
False |
80,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.00 |
|
2.618 |
2,947.50 |
|
1.618 |
2,886.00 |
|
1.000 |
2,848.00 |
|
0.618 |
2,824.50 |
|
HIGH |
2,786.50 |
|
0.618 |
2,763.00 |
|
0.500 |
2,755.75 |
|
0.382 |
2,748.50 |
|
LOW |
2,725.00 |
|
0.618 |
2,687.00 |
|
1.000 |
2,663.50 |
|
1.618 |
2,625.50 |
|
2.618 |
2,564.00 |
|
4.250 |
2,463.50 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.75 |
2,755.75 |
| PP |
2,749.75 |
2,749.75 |
| S1 |
2,743.50 |
2,743.50 |
|