| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,736.75 |
2,702.25 |
-34.50 |
-1.3% |
2,759.75 |
| High |
2,764.50 |
2,718.25 |
-46.25 |
-1.7% |
2,786.50 |
| Low |
2,691.75 |
2,689.00 |
-2.75 |
-0.1% |
2,699.50 |
| Close |
2,702.25 |
2,707.75 |
5.50 |
0.2% |
2,735.75 |
| Range |
72.75 |
29.25 |
-43.50 |
-59.8% |
87.00 |
| ATR |
35.03 |
34.62 |
-0.41 |
-1.2% |
0.00 |
| Volume |
383,420 |
321,127 |
-62,293 |
-16.2% |
864,837 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.75 |
2,779.50 |
2,723.75 |
|
| R3 |
2,763.50 |
2,750.25 |
2,715.75 |
|
| R2 |
2,734.25 |
2,734.25 |
2,713.00 |
|
| R1 |
2,721.00 |
2,721.00 |
2,710.50 |
2,727.50 |
| PP |
2,705.00 |
2,705.00 |
2,705.00 |
2,708.25 |
| S1 |
2,691.75 |
2,691.75 |
2,705.00 |
2,698.50 |
| S2 |
2,675.75 |
2,675.75 |
2,702.50 |
|
| S3 |
2,646.50 |
2,662.50 |
2,699.75 |
|
| S4 |
2,617.25 |
2,633.25 |
2,691.75 |
|
|
| 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 |
2,689.00 |
97.50 |
3.6% |
46.00 |
1.7% |
19% |
False |
True |
281,270 |
| 10 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
33.50 |
1.2% |
19% |
False |
True |
223,021 |
| 20 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
33.00 |
1.2% |
19% |
False |
True |
225,552 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
32.75 |
1.2% |
62% |
False |
False |
214,697 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.6% |
34.25 |
1.3% |
62% |
False |
False |
179,940 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.5% |
35.25 |
1.3% |
72% |
False |
False |
134,975 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.1% |
33.50 |
1.2% |
63% |
False |
False |
107,989 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
29.50 |
1.1% |
59% |
False |
False |
89,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.50 |
|
2.618 |
2,794.75 |
|
1.618 |
2,765.50 |
|
1.000 |
2,747.50 |
|
0.618 |
2,736.25 |
|
HIGH |
2,718.25 |
|
0.618 |
2,707.00 |
|
0.500 |
2,703.50 |
|
0.382 |
2,700.25 |
|
LOW |
2,689.00 |
|
0.618 |
2,671.00 |
|
1.000 |
2,659.75 |
|
1.618 |
2,641.75 |
|
2.618 |
2,612.50 |
|
4.250 |
2,564.75 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.50 |
2,726.75 |
| PP |
2,705.00 |
2,720.50 |
| S1 |
2,703.50 |
2,714.00 |
|