| 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 |
1,577.0 |
1,579.7 |
2.7 |
0.2% |
1,610.0 |
| High |
1,587.0 |
1,596.5 |
9.5 |
0.6% |
1,618.8 |
| Low |
1,569.3 |
1,574.7 |
5.4 |
0.3% |
1,554.3 |
| Close |
1,572.8 |
1,586.6 |
13.8 |
0.9% |
1,572.8 |
| Range |
17.7 |
21.8 |
4.1 |
23.2% |
64.5 |
| ATR |
21.8 |
21.9 |
0.1 |
0.6% |
0.0 |
| Volume |
142,206 |
164,113 |
21,907 |
15.4% |
846,376 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.3 |
1,640.8 |
1,598.6 |
|
| R3 |
1,629.5 |
1,619.0 |
1,592.6 |
|
| R2 |
1,607.7 |
1,607.7 |
1,590.6 |
|
| R1 |
1,597.2 |
1,597.2 |
1,588.6 |
1,602.5 |
| PP |
1,585.9 |
1,585.9 |
1,585.9 |
1,588.6 |
| S1 |
1,575.4 |
1,575.4 |
1,584.6 |
1,580.7 |
| S2 |
1,564.1 |
1,564.1 |
1,582.6 |
|
| S3 |
1,542.3 |
1,553.6 |
1,580.6 |
|
| S4 |
1,520.5 |
1,531.8 |
1,574.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.5 |
1,738.6 |
1,608.3 |
|
| R3 |
1,711.0 |
1,674.1 |
1,590.5 |
|
| R2 |
1,646.5 |
1,646.5 |
1,584.6 |
|
| R1 |
1,609.6 |
1,609.6 |
1,578.7 |
1,595.8 |
| PP |
1,582.0 |
1,582.0 |
1,582.0 |
1,575.1 |
| S1 |
1,545.1 |
1,545.1 |
1,566.9 |
1,531.3 |
| S2 |
1,517.5 |
1,517.5 |
1,561.0 |
|
| S3 |
1,453.0 |
1,480.6 |
1,555.1 |
|
| S4 |
1,388.5 |
1,416.1 |
1,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,618.8 |
1,554.3 |
64.5 |
4.1% |
27.9 |
1.8% |
50% |
False |
False |
202,097 |
| 10 |
1,670.3 |
1,554.3 |
116.0 |
7.3% |
25.1 |
1.6% |
28% |
False |
False |
187,289 |
| 20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
20.9 |
1.3% |
24% |
False |
False |
162,577 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
20.0 |
1.3% |
22% |
False |
False |
91,187 |
| 60 |
1,747.1 |
1,554.3 |
192.8 |
12.2% |
19.8 |
1.2% |
17% |
False |
False |
61,981 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.8 |
1.2% |
16% |
False |
False |
47,011 |
| 100 |
1,801.8 |
1,554.3 |
247.5 |
15.6% |
17.8 |
1.1% |
13% |
False |
False |
37,794 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.6% |
17.8 |
1.1% |
13% |
False |
False |
31,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,689.2 |
|
2.618 |
1,653.6 |
|
1.618 |
1,631.8 |
|
1.000 |
1,618.3 |
|
0.618 |
1,610.0 |
|
HIGH |
1,596.5 |
|
0.618 |
1,588.2 |
|
0.500 |
1,585.6 |
|
0.382 |
1,583.0 |
|
LOW |
1,574.7 |
|
0.618 |
1,561.2 |
|
1.000 |
1,552.9 |
|
1.618 |
1,539.4 |
|
2.618 |
1,517.6 |
|
4.250 |
1,482.1 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,586.3 |
1,582.9 |
| PP |
1,585.9 |
1,579.1 |
| S1 |
1,585.6 |
1,575.4 |
|