| 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 |
2,591.0 |
2,560.0 |
-31.0 |
-1.2% |
2,685.0 |
| High |
2,593.0 |
2,572.0 |
-21.0 |
-0.8% |
2,689.0 |
| Low |
2,543.0 |
2,523.0 |
-20.0 |
-0.8% |
2,629.0 |
| Close |
2,556.0 |
2,535.0 |
-21.0 |
-0.8% |
2,643.0 |
| Range |
50.0 |
49.0 |
-1.0 |
-2.0% |
60.0 |
| ATR |
33.5 |
34.6 |
1.1 |
3.3% |
0.0 |
| Volume |
1,017 |
10,165 |
9,148 |
899.5% |
554 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.3 |
2,661.7 |
2,562.0 |
|
| R3 |
2,641.3 |
2,612.7 |
2,548.5 |
|
| R2 |
2,592.3 |
2,592.3 |
2,544.0 |
|
| R1 |
2,563.7 |
2,563.7 |
2,539.5 |
2,553.5 |
| PP |
2,543.3 |
2,543.3 |
2,543.3 |
2,538.3 |
| S1 |
2,514.7 |
2,514.7 |
2,530.5 |
2,504.5 |
| S2 |
2,494.3 |
2,494.3 |
2,526.0 |
|
| S3 |
2,445.3 |
2,465.7 |
2,521.5 |
|
| S4 |
2,396.3 |
2,416.7 |
2,508.1 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.7 |
2,798.3 |
2,676.0 |
|
| R3 |
2,773.7 |
2,738.3 |
2,659.5 |
|
| R2 |
2,713.7 |
2,713.7 |
2,654.0 |
|
| R1 |
2,678.3 |
2,678.3 |
2,648.5 |
2,666.0 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,647.5 |
| S1 |
2,618.3 |
2,618.3 |
2,637.5 |
2,606.0 |
| S2 |
2,593.7 |
2,593.7 |
2,632.0 |
|
| S3 |
2,533.7 |
2,558.3 |
2,626.5 |
|
| S4 |
2,473.7 |
2,498.3 |
2,610.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.0 |
2,523.0 |
129.0 |
5.1% |
50.8 |
2.0% |
9% |
False |
True |
2,911 |
| 10 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
37.4 |
1.5% |
7% |
False |
True |
1,911 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
30.0 |
1.2% |
7% |
False |
True |
1,204 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.7% |
27.8 |
1.1% |
21% |
False |
False |
2,511 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
25.7 |
1.0% |
54% |
False |
False |
1,758 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
26.1 |
1.0% |
54% |
False |
False |
1,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.3 |
|
2.618 |
2,700.3 |
|
1.618 |
2,651.3 |
|
1.000 |
2,621.0 |
|
0.618 |
2,602.3 |
|
HIGH |
2,572.0 |
|
0.618 |
2,553.3 |
|
0.500 |
2,547.5 |
|
0.382 |
2,541.7 |
|
LOW |
2,523.0 |
|
0.618 |
2,492.7 |
|
1.000 |
2,474.0 |
|
1.618 |
2,443.7 |
|
2.618 |
2,394.7 |
|
4.250 |
2,314.8 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.5 |
2,559.0 |
| PP |
2,543.3 |
2,551.0 |
| S1 |
2,539.2 |
2,543.0 |
|