| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,669.1 |
1,675.5 |
6.4 |
0.4% |
1,660.9 |
| High |
1,678.6 |
1,687.0 |
8.4 |
0.5% |
1,685.0 |
| Low |
1,661.8 |
1,667.2 |
5.4 |
0.3% |
1,653.2 |
| Close |
1,676.4 |
1,673.5 |
-2.9 |
-0.2% |
1,670.6 |
| Range |
16.8 |
19.8 |
3.0 |
17.9% |
31.8 |
| ATR |
18.7 |
18.8 |
0.1 |
0.4% |
0.0 |
| Volume |
112,527 |
154,153 |
41,626 |
37.0% |
736,563 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.3 |
1,724.2 |
1,684.4 |
|
| R3 |
1,715.5 |
1,704.4 |
1,678.9 |
|
| R2 |
1,695.7 |
1,695.7 |
1,677.1 |
|
| R1 |
1,684.6 |
1,684.6 |
1,675.3 |
1,680.3 |
| PP |
1,675.9 |
1,675.9 |
1,675.9 |
1,673.7 |
| S1 |
1,664.8 |
1,664.8 |
1,671.7 |
1,660.5 |
| S2 |
1,656.1 |
1,656.1 |
1,669.9 |
|
| S3 |
1,636.3 |
1,645.0 |
1,668.1 |
|
| S4 |
1,616.5 |
1,625.2 |
1,662.6 |
|
|
| 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 |
1,687.0 |
1,658.4 |
28.6 |
1.7% |
20.8 |
1.2% |
53% |
True |
False |
157,314 |
| 10 |
1,696.9 |
1,653.2 |
43.7 |
2.6% |
17.6 |
1.0% |
46% |
False |
False |
112,188 |
| 20 |
1,699.9 |
1,649.0 |
50.9 |
3.0% |
17.6 |
1.1% |
48% |
False |
False |
66,713 |
| 40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.8 |
1.1% |
46% |
False |
False |
36,117 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.8 |
1.1% |
35% |
False |
False |
25,084 |
| 80 |
1,779.3 |
1,627.9 |
151.4 |
9.0% |
17.5 |
1.0% |
30% |
False |
False |
19,054 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.4 |
1.0% |
26% |
False |
False |
15,479 |
| 120 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
16.9 |
1.0% |
37% |
False |
False |
12,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,771.2 |
|
2.618 |
1,738.8 |
|
1.618 |
1,719.0 |
|
1.000 |
1,706.8 |
|
0.618 |
1,699.2 |
|
HIGH |
1,687.0 |
|
0.618 |
1,679.4 |
|
0.500 |
1,677.1 |
|
0.382 |
1,674.8 |
|
LOW |
1,667.2 |
|
0.618 |
1,655.0 |
|
1.000 |
1,647.4 |
|
1.618 |
1,635.2 |
|
2.618 |
1,615.4 |
|
4.250 |
1,583.1 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,677.1 |
1,673.8 |
| PP |
1,675.9 |
1,673.7 |
| S1 |
1,674.7 |
1,673.6 |
|