| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,784.50 |
2,736.00 |
-48.50 |
-1.7% |
2,771.25 |
| High |
2,786.50 |
2,741.00 |
-45.50 |
-1.6% |
2,781.75 |
| Low |
2,725.00 |
2,699.50 |
-25.50 |
-0.9% |
2,754.25 |
| Close |
2,737.50 |
2,714.00 |
-23.50 |
-0.9% |
2,761.25 |
| Range |
61.50 |
41.50 |
-20.00 |
-32.5% |
27.50 |
| ATR |
32.00 |
32.68 |
0.68 |
2.1% |
0.00 |
| Volume |
230,436 |
283,845 |
53,409 |
23.2% |
807,317 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.75 |
2,819.75 |
2,736.75 |
|
| R3 |
2,801.25 |
2,778.25 |
2,725.50 |
|
| R2 |
2,759.75 |
2,759.75 |
2,721.50 |
|
| R1 |
2,736.75 |
2,736.75 |
2,717.75 |
2,727.50 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,713.50 |
| S1 |
2,695.25 |
2,695.25 |
2,710.25 |
2,686.00 |
| S2 |
2,676.75 |
2,676.75 |
2,706.50 |
|
| S3 |
2,635.25 |
2,653.75 |
2,702.50 |
|
| S4 |
2,593.75 |
2,612.25 |
2,691.25 |
|
|
| 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 |
2,699.50 |
87.00 |
3.2% |
34.50 |
1.3% |
17% |
False |
True |
200,406 |
| 10 |
2,786.50 |
2,699.50 |
87.00 |
3.2% |
29.75 |
1.1% |
17% |
False |
True |
196,881 |
| 20 |
2,786.50 |
2,699.50 |
87.00 |
3.2% |
31.00 |
1.1% |
17% |
False |
True |
217,272 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
32.00 |
1.2% |
65% |
False |
False |
200,762 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
33.75 |
1.2% |
65% |
False |
False |
165,077 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.5% |
34.50 |
1.3% |
75% |
False |
False |
123,825 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.1% |
33.00 |
1.2% |
65% |
False |
False |
99,069 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
28.50 |
1.0% |
61% |
False |
False |
82,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.50 |
|
2.618 |
2,849.75 |
|
1.618 |
2,808.25 |
|
1.000 |
2,782.50 |
|
0.618 |
2,766.75 |
|
HIGH |
2,741.00 |
|
0.618 |
2,725.25 |
|
0.500 |
2,720.25 |
|
0.382 |
2,715.25 |
|
LOW |
2,699.50 |
|
0.618 |
2,673.75 |
|
1.000 |
2,658.00 |
|
1.618 |
2,632.25 |
|
2.618 |
2,590.75 |
|
4.250 |
2,523.00 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.25 |
2,743.00 |
| PP |
2,718.25 |
2,733.25 |
| S1 |
2,716.00 |
2,723.75 |
|