| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,736.00 |
2,716.00 |
-20.00 |
-0.7% |
2,759.75 |
| High |
2,741.00 |
2,739.00 |
-2.00 |
-0.1% |
2,786.50 |
| Low |
2,699.50 |
2,714.25 |
14.75 |
0.5% |
2,699.50 |
| Close |
2,714.00 |
2,735.75 |
21.75 |
0.8% |
2,735.75 |
| Range |
41.50 |
24.75 |
-16.75 |
-40.4% |
87.00 |
| ATR |
32.68 |
32.13 |
-0.55 |
-1.7% |
0.00 |
| Volume |
283,845 |
187,525 |
-96,320 |
-33.9% |
864,837 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.00 |
2,794.50 |
2,749.25 |
|
| R3 |
2,779.25 |
2,769.75 |
2,742.50 |
|
| R2 |
2,754.50 |
2,754.50 |
2,740.25 |
|
| R1 |
2,745.00 |
2,745.00 |
2,738.00 |
2,749.75 |
| PP |
2,729.75 |
2,729.75 |
2,729.75 |
2,732.00 |
| S1 |
2,720.25 |
2,720.25 |
2,733.50 |
2,725.00 |
| S2 |
2,705.00 |
2,705.00 |
2,731.25 |
|
| S3 |
2,680.25 |
2,695.50 |
2,729.00 |
|
| S4 |
2,655.50 |
2,670.75 |
2,722.25 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.50 |
2,955.75 |
2,783.50 |
|
| R3 |
2,914.50 |
2,868.75 |
2,759.75 |
|
| R2 |
2,827.50 |
2,827.50 |
2,751.75 |
|
| R1 |
2,781.75 |
2,781.75 |
2,743.75 |
2,761.00 |
| PP |
2,740.50 |
2,740.50 |
2,740.50 |
2,730.25 |
| S1 |
2,694.75 |
2,694.75 |
2,727.75 |
2,674.00 |
| S2 |
2,653.50 |
2,653.50 |
2,719.75 |
|
| S3 |
2,566.50 |
2,607.75 |
2,711.75 |
|
| S4 |
2,479.50 |
2,520.75 |
2,688.00 |
|
|
| 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% |
35.50 |
1.3% |
42% |
False |
False |
206,919 |
| 10 |
2,786.50 |
2,699.50 |
87.00 |
3.2% |
28.75 |
1.0% |
42% |
False |
False |
188,325 |
| 20 |
2,786.50 |
2,699.50 |
87.00 |
3.2% |
30.50 |
1.1% |
42% |
False |
False |
212,167 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
32.25 |
1.2% |
75% |
False |
False |
204,442 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
33.75 |
1.2% |
75% |
False |
False |
168,200 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.4% |
34.25 |
1.3% |
82% |
False |
False |
126,169 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.00 |
1.2% |
71% |
False |
False |
100,944 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
28.50 |
1.0% |
68% |
False |
False |
84,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.25 |
|
2.618 |
2,803.75 |
|
1.618 |
2,779.00 |
|
1.000 |
2,763.75 |
|
0.618 |
2,754.25 |
|
HIGH |
2,739.00 |
|
0.618 |
2,729.50 |
|
0.500 |
2,726.50 |
|
0.382 |
2,723.75 |
|
LOW |
2,714.25 |
|
0.618 |
2,699.00 |
|
1.000 |
2,689.50 |
|
1.618 |
2,674.25 |
|
2.618 |
2,649.50 |
|
4.250 |
2,609.00 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.75 |
2,743.00 |
| PP |
2,729.75 |
2,740.50 |
| S1 |
2,726.50 |
2,738.25 |
|