| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,553.0 |
2,580.0 |
27.0 |
1.1% |
2,647.0 |
| High |
2,587.0 |
2,601.0 |
14.0 |
0.5% |
2,647.0 |
| Low |
2,553.0 |
2,577.0 |
24.0 |
0.9% |
2,523.0 |
| Close |
2,581.0 |
2,589.0 |
8.0 |
0.3% |
2,563.0 |
| Range |
34.0 |
24.0 |
-10.0 |
-29.4% |
124.0 |
| ATR |
33.9 |
33.2 |
-0.7 |
-2.1% |
0.0 |
| Volume |
97 |
103 |
6 |
6.2% |
15,059 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.0 |
2,649.0 |
2,602.2 |
|
| R3 |
2,637.0 |
2,625.0 |
2,595.6 |
|
| R2 |
2,613.0 |
2,613.0 |
2,593.4 |
|
| R1 |
2,601.0 |
2,601.0 |
2,591.2 |
2,607.0 |
| PP |
2,589.0 |
2,589.0 |
2,589.0 |
2,592.0 |
| S1 |
2,577.0 |
2,577.0 |
2,586.8 |
2,583.0 |
| S2 |
2,565.0 |
2,565.0 |
2,584.6 |
|
| S3 |
2,541.0 |
2,553.0 |
2,582.4 |
|
| S4 |
2,517.0 |
2,529.0 |
2,575.8 |
|
|
| 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 |
2,601.0 |
2,523.0 |
78.0 |
3.0% |
32.8 |
1.3% |
85% |
True |
False |
3,214 |
| 10 |
2,660.0 |
2,523.0 |
137.0 |
5.3% |
39.9 |
1.5% |
48% |
False |
False |
2,052 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
31.7 |
1.2% |
40% |
False |
False |
1,427 |
| 40 |
2,689.0 |
2,523.0 |
166.0 |
6.4% |
27.7 |
1.1% |
40% |
False |
False |
2,296 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
25.6 |
1.0% |
70% |
False |
False |
1,856 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
26.3 |
1.0% |
70% |
False |
False |
1,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.0 |
|
2.618 |
2,663.8 |
|
1.618 |
2,639.8 |
|
1.000 |
2,625.0 |
|
0.618 |
2,615.8 |
|
HIGH |
2,601.0 |
|
0.618 |
2,591.8 |
|
0.500 |
2,589.0 |
|
0.382 |
2,586.2 |
|
LOW |
2,577.0 |
|
0.618 |
2,562.2 |
|
1.000 |
2,553.0 |
|
1.618 |
2,538.2 |
|
2.618 |
2,514.2 |
|
4.250 |
2,475.0 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.0 |
2,584.5 |
| PP |
2,589.0 |
2,580.0 |
| S1 |
2,589.0 |
2,575.5 |
|