| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,545.0 |
-15.0 |
-0.6% |
2,647.0 |
| High |
2,572.0 |
2,570.0 |
-2.0 |
-0.1% |
2,647.0 |
| Low |
2,523.0 |
2,538.0 |
15.0 |
0.6% |
2,523.0 |
| Close |
2,535.0 |
2,563.0 |
28.0 |
1.1% |
2,563.0 |
| Range |
49.0 |
32.0 |
-17.0 |
-34.7% |
124.0 |
| ATR |
34.6 |
34.6 |
0.0 |
0.1% |
0.0 |
| Volume |
10,165 |
597 |
-9,568 |
-94.1% |
15,059 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,640.0 |
2,580.6 |
|
| R3 |
2,621.0 |
2,608.0 |
2,571.8 |
|
| R2 |
2,589.0 |
2,589.0 |
2,568.9 |
|
| R1 |
2,576.0 |
2,576.0 |
2,565.9 |
2,582.5 |
| PP |
2,557.0 |
2,557.0 |
2,557.0 |
2,560.3 |
| S1 |
2,544.0 |
2,544.0 |
2,560.1 |
2,550.5 |
| S2 |
2,525.0 |
2,525.0 |
2,557.1 |
|
| S3 |
2,493.0 |
2,512.0 |
2,554.2 |
|
| S4 |
2,461.0 |
2,480.0 |
2,545.4 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.7 |
2,880.3 |
2,631.2 |
|
| R3 |
2,825.7 |
2,756.3 |
2,597.1 |
|
| R2 |
2,701.7 |
2,701.7 |
2,585.7 |
|
| R1 |
2,632.3 |
2,632.3 |
2,574.4 |
2,605.0 |
| PP |
2,577.7 |
2,577.7 |
2,577.7 |
2,564.0 |
| S1 |
2,508.3 |
2,508.3 |
2,551.6 |
2,481.0 |
| S2 |
2,453.7 |
2,453.7 |
2,540.3 |
|
| S3 |
2,329.7 |
2,384.3 |
2,528.9 |
|
| S4 |
2,205.7 |
2,260.3 |
2,494.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.0 |
2,523.0 |
124.0 |
4.8% |
52.6 |
2.1% |
32% |
False |
False |
3,011 |
| 10 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
37.1 |
1.4% |
24% |
False |
False |
1,561 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
30.7 |
1.2% |
24% |
False |
False |
1,231 |
| 40 |
2,689.0 |
2,494.0 |
195.0 |
7.6% |
27.9 |
1.1% |
35% |
False |
False |
2,489 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
25.6 |
1.0% |
62% |
False |
False |
1,767 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
26.4 |
1.0% |
62% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.0 |
|
2.618 |
2,653.8 |
|
1.618 |
2,621.8 |
|
1.000 |
2,602.0 |
|
0.618 |
2,589.8 |
|
HIGH |
2,570.0 |
|
0.618 |
2,557.8 |
|
0.500 |
2,554.0 |
|
0.382 |
2,550.2 |
|
LOW |
2,538.0 |
|
0.618 |
2,518.2 |
|
1.000 |
2,506.0 |
|
1.618 |
2,486.2 |
|
2.618 |
2,454.2 |
|
4.250 |
2,402.0 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,560.0 |
2,561.3 |
| PP |
2,557.0 |
2,559.7 |
| S1 |
2,554.0 |
2,558.0 |
|