| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,665.2 |
1,669.1 |
3.9 |
0.2% |
1,660.9 |
| High |
1,683.0 |
1,678.6 |
-4.4 |
-0.3% |
1,685.0 |
| Low |
1,660.6 |
1,661.8 |
1.2 |
0.1% |
1,653.2 |
| Close |
1,670.6 |
1,676.4 |
5.8 |
0.3% |
1,670.6 |
| Range |
22.4 |
16.8 |
-5.6 |
-25.0% |
31.8 |
| ATR |
18.8 |
18.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
177,049 |
112,527 |
-64,522 |
-36.4% |
736,563 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,722.7 |
1,716.3 |
1,685.6 |
|
| R3 |
1,705.9 |
1,699.5 |
1,681.0 |
|
| R2 |
1,689.1 |
1,689.1 |
1,679.5 |
|
| R1 |
1,682.7 |
1,682.7 |
1,677.9 |
1,685.9 |
| PP |
1,672.3 |
1,672.3 |
1,672.3 |
1,673.9 |
| S1 |
1,665.9 |
1,665.9 |
1,674.9 |
1,669.1 |
| S2 |
1,655.5 |
1,655.5 |
1,673.3 |
|
| S3 |
1,638.7 |
1,649.1 |
1,671.8 |
|
| S4 |
1,621.9 |
1,632.3 |
1,667.2 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.0 |
1,749.6 |
1,688.1 |
|
| R3 |
1,733.2 |
1,717.8 |
1,679.3 |
|
| R2 |
1,701.4 |
1,701.4 |
1,676.4 |
|
| R1 |
1,686.0 |
1,686.0 |
1,673.5 |
1,693.7 |
| PP |
1,669.6 |
1,669.6 |
1,669.6 |
1,673.5 |
| S1 |
1,654.2 |
1,654.2 |
1,667.7 |
1,661.9 |
| S2 |
1,637.8 |
1,637.8 |
1,664.8 |
|
| S3 |
1,606.0 |
1,622.4 |
1,661.9 |
|
| S4 |
1,574.2 |
1,590.6 |
1,653.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,685.0 |
1,655.6 |
29.4 |
1.8% |
19.1 |
1.1% |
71% |
False |
False |
150,138 |
| 10 |
1,698.0 |
1,653.2 |
44.8 |
2.7% |
16.7 |
1.0% |
52% |
False |
False |
99,662 |
| 20 |
1,699.9 |
1,644.5 |
55.4 |
3.3% |
17.6 |
1.0% |
58% |
False |
False |
59,816 |
| 40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.7 |
1.1% |
49% |
False |
False |
32,393 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.9 |
1.1% |
37% |
False |
False |
22,556 |
| 80 |
1,779.3 |
1,627.9 |
151.4 |
9.0% |
17.3 |
1.0% |
32% |
False |
False |
17,131 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.3 |
1.0% |
28% |
False |
False |
13,943 |
| 120 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
17.0 |
1.0% |
38% |
False |
False |
11,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,750.0 |
|
2.618 |
1,722.6 |
|
1.618 |
1,705.8 |
|
1.000 |
1,695.4 |
|
0.618 |
1,689.0 |
|
HIGH |
1,678.6 |
|
0.618 |
1,672.2 |
|
0.500 |
1,670.2 |
|
0.382 |
1,668.2 |
|
LOW |
1,661.8 |
|
0.618 |
1,651.4 |
|
1.000 |
1,645.0 |
|
1.618 |
1,634.6 |
|
2.618 |
1,617.8 |
|
4.250 |
1,590.4 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,674.3 |
1,674.5 |
| PP |
1,672.3 |
1,672.6 |
| S1 |
1,670.2 |
1,670.7 |
|