| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,673.4 |
1,678.0 |
4.6 |
0.3% |
1,660.9 |
| High |
1,680.5 |
1,683.9 |
3.4 |
0.2% |
1,685.0 |
| Low |
1,668.8 |
1,663.4 |
-5.4 |
-0.3% |
1,653.2 |
| Close |
1,678.8 |
1,671.3 |
-7.5 |
-0.4% |
1,670.6 |
| Range |
11.7 |
20.5 |
8.8 |
75.2% |
31.8 |
| ATR |
18.3 |
18.4 |
0.2 |
0.9% |
0.0 |
| Volume |
97,162 |
183,505 |
86,343 |
88.9% |
736,563 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.4 |
1,723.3 |
1,682.6 |
|
| R3 |
1,713.9 |
1,702.8 |
1,676.9 |
|
| R2 |
1,693.4 |
1,693.4 |
1,675.1 |
|
| R1 |
1,682.3 |
1,682.3 |
1,673.2 |
1,677.6 |
| PP |
1,672.9 |
1,672.9 |
1,672.9 |
1,670.5 |
| S1 |
1,661.8 |
1,661.8 |
1,669.4 |
1,657.1 |
| S2 |
1,652.4 |
1,652.4 |
1,667.5 |
|
| S3 |
1,631.9 |
1,641.3 |
1,665.7 |
|
| S4 |
1,611.4 |
1,620.8 |
1,660.0 |
|
|
| 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 |
1,660.6 |
26.4 |
1.6% |
18.2 |
1.1% |
41% |
False |
False |
144,879 |
| 10 |
1,687.0 |
1,653.2 |
33.8 |
2.0% |
17.4 |
1.0% |
54% |
False |
False |
132,019 |
| 20 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
17.7 |
1.1% |
39% |
False |
False |
79,133 |
| 40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.7 |
1.1% |
44% |
False |
False |
43,050 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.9 |
1.1% |
33% |
False |
False |
29,636 |
| 80 |
1,758.5 |
1,627.9 |
130.6 |
7.8% |
17.5 |
1.0% |
33% |
False |
False |
22,545 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.1 |
1.0% |
25% |
False |
False |
18,249 |
| 120 |
1,801.8 |
1,618.3 |
183.5 |
11.0% |
17.0 |
1.0% |
29% |
False |
False |
15,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,771.0 |
|
2.618 |
1,737.6 |
|
1.618 |
1,717.1 |
|
1.000 |
1,704.4 |
|
0.618 |
1,696.6 |
|
HIGH |
1,683.9 |
|
0.618 |
1,676.1 |
|
0.500 |
1,673.7 |
|
0.382 |
1,671.2 |
|
LOW |
1,663.4 |
|
0.618 |
1,650.7 |
|
1.000 |
1,642.9 |
|
1.618 |
1,630.2 |
|
2.618 |
1,609.7 |
|
4.250 |
1,576.3 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,673.7 |
1,675.2 |
| PP |
1,672.9 |
1,673.9 |
| S1 |
1,672.1 |
1,672.6 |
|