| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,587.0 |
2,561.0 |
-26.0 |
-1.0% |
2,573.0 |
| High |
2,592.0 |
2,575.0 |
-17.0 |
-0.7% |
2,601.0 |
| Low |
2,561.0 |
2,537.0 |
-24.0 |
-0.9% |
2,537.0 |
| Close |
2,572.0 |
2,549.0 |
-23.0 |
-0.9% |
2,549.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
64.0 |
| ATR |
33.1 |
33.4 |
0.4 |
1.1% |
0.0 |
| Volume |
114 |
96 |
-18 |
-15.8% |
5,522 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.7 |
2,646.3 |
2,569.9 |
|
| R3 |
2,629.7 |
2,608.3 |
2,559.5 |
|
| R2 |
2,591.7 |
2,591.7 |
2,556.0 |
|
| R1 |
2,570.3 |
2,570.3 |
2,552.5 |
2,562.0 |
| PP |
2,553.7 |
2,553.7 |
2,553.7 |
2,549.5 |
| S1 |
2,532.3 |
2,532.3 |
2,545.5 |
2,524.0 |
| S2 |
2,515.7 |
2,515.7 |
2,542.0 |
|
| S3 |
2,477.7 |
2,494.3 |
2,538.6 |
|
| S4 |
2,439.7 |
2,456.3 |
2,528.1 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.3 |
2,715.7 |
2,584.2 |
|
| R3 |
2,690.3 |
2,651.7 |
2,566.6 |
|
| R2 |
2,626.3 |
2,626.3 |
2,560.7 |
|
| R1 |
2,587.7 |
2,587.7 |
2,554.9 |
2,575.0 |
| PP |
2,562.3 |
2,562.3 |
2,562.3 |
2,556.0 |
| S1 |
2,523.7 |
2,523.7 |
2,543.1 |
2,511.0 |
| S2 |
2,498.3 |
2,498.3 |
2,537.3 |
|
| S3 |
2,434.3 |
2,459.7 |
2,531.4 |
|
| S4 |
2,370.3 |
2,395.7 |
2,513.8 |
|
|
| 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 |
2,537.0 |
64.0 |
2.5% |
30.4 |
1.2% |
19% |
False |
True |
1,104 |
| 10 |
2,647.0 |
2,523.0 |
124.0 |
4.9% |
41.5 |
1.6% |
21% |
False |
False |
2,058 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
32.5 |
1.3% |
16% |
False |
False |
1,377 |
| 40 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
28.5 |
1.1% |
16% |
False |
False |
2,104 |
| 60 |
2,689.0 |
2,377.0 |
312.0 |
12.2% |
26.4 |
1.0% |
55% |
False |
False |
1,859 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
26.6 |
1.0% |
58% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,736.5 |
|
2.618 |
2,674.5 |
|
1.618 |
2,636.5 |
|
1.000 |
2,613.0 |
|
0.618 |
2,598.5 |
|
HIGH |
2,575.0 |
|
0.618 |
2,560.5 |
|
0.500 |
2,556.0 |
|
0.382 |
2,551.5 |
|
LOW |
2,537.0 |
|
0.618 |
2,513.5 |
|
1.000 |
2,499.0 |
|
1.618 |
2,475.5 |
|
2.618 |
2,437.5 |
|
4.250 |
2,375.5 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,556.0 |
2,569.0 |
| PP |
2,553.7 |
2,562.3 |
| S1 |
2,551.3 |
2,555.7 |
|