| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,573.0 |
2,553.0 |
-20.0 |
-0.8% |
2,647.0 |
| High |
2,575.0 |
2,587.0 |
12.0 |
0.5% |
2,647.0 |
| Low |
2,550.0 |
2,553.0 |
3.0 |
0.1% |
2,523.0 |
| Close |
2,556.0 |
2,581.0 |
25.0 |
1.0% |
2,563.0 |
| Range |
25.0 |
34.0 |
9.0 |
36.0% |
124.0 |
| ATR |
33.9 |
33.9 |
0.0 |
0.0% |
0.0 |
| Volume |
5,112 |
97 |
-5,015 |
-98.1% |
15,059 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.7 |
2,662.3 |
2,599.7 |
|
| R3 |
2,641.7 |
2,628.3 |
2,590.4 |
|
| R2 |
2,607.7 |
2,607.7 |
2,587.2 |
|
| R1 |
2,594.3 |
2,594.3 |
2,584.1 |
2,601.0 |
| PP |
2,573.7 |
2,573.7 |
2,573.7 |
2,577.0 |
| S1 |
2,560.3 |
2,560.3 |
2,577.9 |
2,567.0 |
| S2 |
2,539.7 |
2,539.7 |
2,574.8 |
|
| S3 |
2,505.7 |
2,526.3 |
2,571.7 |
|
| S4 |
2,471.7 |
2,492.3 |
2,562.3 |
|
|
| 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 |
2,593.0 |
2,523.0 |
70.0 |
2.7% |
38.0 |
1.5% |
83% |
False |
False |
3,397 |
| 10 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
40.3 |
1.6% |
35% |
False |
False |
2,046 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
31.4 |
1.2% |
35% |
False |
False |
1,429 |
| 40 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
27.7 |
1.1% |
35% |
False |
False |
2,422 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
25.7 |
1.0% |
68% |
False |
False |
1,854 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
26.2 |
1.0% |
68% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.5 |
|
2.618 |
2,676.0 |
|
1.618 |
2,642.0 |
|
1.000 |
2,621.0 |
|
0.618 |
2,608.0 |
|
HIGH |
2,587.0 |
|
0.618 |
2,574.0 |
|
0.500 |
2,570.0 |
|
0.382 |
2,566.0 |
|
LOW |
2,553.0 |
|
0.618 |
2,532.0 |
|
1.000 |
2,519.0 |
|
1.618 |
2,498.0 |
|
2.618 |
2,464.0 |
|
4.250 |
2,408.5 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,577.3 |
2,574.8 |
| PP |
2,573.7 |
2,568.7 |
| S1 |
2,570.0 |
2,562.5 |
|