| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.00 |
2,736.75 |
20.75 |
0.8% |
2,759.75 |
| High |
2,739.00 |
2,764.50 |
25.50 |
0.9% |
2,786.50 |
| Low |
2,714.25 |
2,691.75 |
-22.50 |
-0.8% |
2,699.50 |
| Close |
2,735.75 |
2,702.25 |
-33.50 |
-1.2% |
2,735.75 |
| Range |
24.75 |
72.75 |
48.00 |
193.9% |
87.00 |
| ATR |
32.13 |
35.03 |
2.90 |
9.0% |
0.00 |
| Volume |
187,525 |
383,420 |
195,895 |
104.5% |
864,837 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.75 |
2,892.75 |
2,742.25 |
|
| R3 |
2,865.00 |
2,820.00 |
2,722.25 |
|
| R2 |
2,792.25 |
2,792.25 |
2,715.50 |
|
| R1 |
2,747.25 |
2,747.25 |
2,709.00 |
2,733.50 |
| PP |
2,719.50 |
2,719.50 |
2,719.50 |
2,712.50 |
| S1 |
2,674.50 |
2,674.50 |
2,695.50 |
2,660.50 |
| S2 |
2,646.75 |
2,646.75 |
2,689.00 |
|
| S3 |
2,574.00 |
2,601.75 |
2,682.25 |
|
| S4 |
2,501.25 |
2,529.00 |
2,662.25 |
|
|
| 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 |
2,691.75 |
94.75 |
3.5% |
45.75 |
1.7% |
11% |
False |
True |
249,651 |
| 10 |
2,786.50 |
2,691.75 |
94.75 |
3.5% |
32.25 |
1.2% |
11% |
False |
True |
205,557 |
| 20 |
2,786.50 |
2,691.75 |
94.75 |
3.5% |
32.75 |
1.2% |
11% |
False |
True |
219,617 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
33.25 |
1.2% |
59% |
False |
False |
211,957 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
34.50 |
1.3% |
59% |
False |
False |
174,589 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.5% |
35.00 |
1.3% |
70% |
False |
False |
130,961 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.1% |
33.50 |
1.2% |
61% |
False |
False |
104,778 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
29.25 |
1.1% |
58% |
False |
False |
87,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.75 |
|
2.618 |
2,955.00 |
|
1.618 |
2,882.25 |
|
1.000 |
2,837.25 |
|
0.618 |
2,809.50 |
|
HIGH |
2,764.50 |
|
0.618 |
2,736.75 |
|
0.500 |
2,728.00 |
|
0.382 |
2,719.50 |
|
LOW |
2,691.75 |
|
0.618 |
2,646.75 |
|
1.000 |
2,619.00 |
|
1.618 |
2,574.00 |
|
2.618 |
2,501.25 |
|
4.250 |
2,382.50 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.00 |
2,728.00 |
| PP |
2,719.50 |
2,719.50 |
| S1 |
2,711.00 |
2,711.00 |
|