| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,580.0 |
2,587.0 |
7.0 |
0.3% |
2,647.0 |
| High |
2,601.0 |
2,592.0 |
-9.0 |
-0.3% |
2,647.0 |
| Low |
2,577.0 |
2,561.0 |
-16.0 |
-0.6% |
2,523.0 |
| Close |
2,589.0 |
2,572.0 |
-17.0 |
-0.7% |
2,563.0 |
| Range |
24.0 |
31.0 |
7.0 |
29.2% |
124.0 |
| ATR |
33.2 |
33.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
103 |
114 |
11 |
10.7% |
15,059 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.0 |
2,651.0 |
2,589.1 |
|
| R3 |
2,637.0 |
2,620.0 |
2,580.5 |
|
| R2 |
2,606.0 |
2,606.0 |
2,577.7 |
|
| R1 |
2,589.0 |
2,589.0 |
2,574.8 |
2,582.0 |
| PP |
2,575.0 |
2,575.0 |
2,575.0 |
2,571.5 |
| S1 |
2,558.0 |
2,558.0 |
2,569.2 |
2,551.0 |
| S2 |
2,544.0 |
2,544.0 |
2,566.3 |
|
| S3 |
2,513.0 |
2,527.0 |
2,563.5 |
|
| S4 |
2,482.0 |
2,496.0 |
2,555.0 |
|
|
| 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 |
2,538.0 |
63.0 |
2.4% |
29.2 |
1.1% |
54% |
False |
False |
1,204 |
| 10 |
2,652.0 |
2,523.0 |
129.0 |
5.0% |
40.0 |
1.6% |
38% |
False |
False |
2,058 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
31.9 |
1.2% |
30% |
False |
False |
1,385 |
| 40 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
27.9 |
1.1% |
30% |
False |
False |
2,259 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
26.0 |
1.0% |
65% |
False |
False |
1,857 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
26.7 |
1.0% |
65% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,723.8 |
|
2.618 |
2,673.2 |
|
1.618 |
2,642.2 |
|
1.000 |
2,623.0 |
|
0.618 |
2,611.2 |
|
HIGH |
2,592.0 |
|
0.618 |
2,580.2 |
|
0.500 |
2,576.5 |
|
0.382 |
2,572.8 |
|
LOW |
2,561.0 |
|
0.618 |
2,541.8 |
|
1.000 |
2,530.0 |
|
1.618 |
2,510.8 |
|
2.618 |
2,479.8 |
|
4.250 |
2,429.3 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.5 |
2,577.0 |
| PP |
2,575.0 |
2,575.3 |
| S1 |
2,573.5 |
2,573.7 |
|