| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,525.0 |
2,587.0 |
62.0 |
2.5% |
2,549.0 |
| High |
2,580.0 |
2,632.0 |
52.0 |
2.0% |
2,602.0 |
| Low |
2,525.0 |
2,503.0 |
-22.0 |
-0.9% |
2,509.0 |
| Close |
2,564.0 |
2,586.0 |
22.0 |
0.9% |
2,564.0 |
| Range |
55.0 |
129.0 |
74.0 |
134.5% |
93.0 |
| ATR |
38.9 |
45.4 |
6.4 |
16.5% |
0.0 |
| Volume |
614 |
1,715 |
1,101 |
179.3% |
2,942 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.7 |
2,902.3 |
2,657.0 |
|
| R3 |
2,831.7 |
2,773.3 |
2,621.5 |
|
| R2 |
2,702.7 |
2,702.7 |
2,609.7 |
|
| R1 |
2,644.3 |
2,644.3 |
2,597.8 |
2,609.0 |
| PP |
2,573.7 |
2,573.7 |
2,573.7 |
2,556.0 |
| S1 |
2,515.3 |
2,515.3 |
2,574.2 |
2,480.0 |
| S2 |
2,444.7 |
2,444.7 |
2,562.4 |
|
| S3 |
2,315.7 |
2,386.3 |
2,550.5 |
|
| S4 |
2,186.7 |
2,257.3 |
2,515.1 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.3 |
2,793.7 |
2,615.2 |
|
| R3 |
2,744.3 |
2,700.7 |
2,589.6 |
|
| R2 |
2,651.3 |
2,651.3 |
2,581.1 |
|
| R1 |
2,607.7 |
2,607.7 |
2,572.5 |
2,629.5 |
| PP |
2,558.3 |
2,558.3 |
2,558.3 |
2,569.3 |
| S1 |
2,514.7 |
2,514.7 |
2,555.5 |
2,536.5 |
| S2 |
2,465.3 |
2,465.3 |
2,547.0 |
|
| S3 |
2,372.3 |
2,421.7 |
2,538.4 |
|
| S4 |
2,279.3 |
2,328.7 |
2,512.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.0 |
2,503.0 |
129.0 |
5.0% |
65.4 |
2.5% |
64% |
True |
True |
911 |
| 10 |
2,632.0 |
2,503.0 |
129.0 |
5.0% |
47.7 |
1.8% |
64% |
True |
True |
506 |
| 20 |
2,689.0 |
2,503.0 |
186.0 |
7.2% |
43.2 |
1.7% |
45% |
False |
True |
1,272 |
| 40 |
2,689.0 |
2,503.0 |
186.0 |
7.2% |
33.9 |
1.3% |
45% |
False |
True |
1,024 |
| 60 |
2,689.0 |
2,455.0 |
234.0 |
9.0% |
30.4 |
1.2% |
56% |
False |
False |
1,932 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
29.2 |
1.1% |
69% |
False |
False |
1,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.3 |
|
2.618 |
2,969.7 |
|
1.618 |
2,840.7 |
|
1.000 |
2,761.0 |
|
0.618 |
2,711.7 |
|
HIGH |
2,632.0 |
|
0.618 |
2,582.7 |
|
0.500 |
2,567.5 |
|
0.382 |
2,552.3 |
|
LOW |
2,503.0 |
|
0.618 |
2,423.3 |
|
1.000 |
2,374.0 |
|
1.618 |
2,294.3 |
|
2.618 |
2,165.3 |
|
4.250 |
1,954.8 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.8 |
2,579.8 |
| PP |
2,573.7 |
2,573.7 |
| S1 |
2,567.5 |
2,567.5 |
|