| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,587.0 |
2,502.0 |
-85.0 |
-3.3% |
2,549.0 |
| High |
2,632.0 |
2,538.0 |
-94.0 |
-3.6% |
2,602.0 |
| Low |
2,503.0 |
2,491.0 |
-12.0 |
-0.5% |
2,509.0 |
| Close |
2,586.0 |
2,503.0 |
-83.0 |
-3.2% |
2,564.0 |
| Range |
129.0 |
47.0 |
-82.0 |
-63.6% |
93.0 |
| ATR |
45.4 |
48.9 |
3.5 |
7.8% |
0.0 |
| Volume |
1,715 |
1,601 |
-114 |
-6.6% |
2,942 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,651.7 |
2,624.3 |
2,528.9 |
|
| R3 |
2,604.7 |
2,577.3 |
2,515.9 |
|
| R2 |
2,557.7 |
2,557.7 |
2,511.6 |
|
| R1 |
2,530.3 |
2,530.3 |
2,507.3 |
2,544.0 |
| PP |
2,510.7 |
2,510.7 |
2,510.7 |
2,517.5 |
| S1 |
2,483.3 |
2,483.3 |
2,498.7 |
2,497.0 |
| S2 |
2,463.7 |
2,463.7 |
2,494.4 |
|
| S3 |
2,416.7 |
2,436.3 |
2,490.1 |
|
| S4 |
2,369.7 |
2,389.3 |
2,477.2 |
|
|
| 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 |
2,491.0 |
141.0 |
5.6% |
64.0 |
2.6% |
9% |
False |
True |
1,120 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.6% |
49.0 |
2.0% |
9% |
False |
True |
657 |
| 20 |
2,689.0 |
2,491.0 |
198.0 |
7.9% |
44.7 |
1.8% |
6% |
False |
True |
1,351 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.9% |
33.7 |
1.3% |
6% |
False |
True |
1,037 |
| 60 |
2,689.0 |
2,455.0 |
234.0 |
9.3% |
30.8 |
1.2% |
21% |
False |
False |
1,958 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.3% |
29.3 |
1.2% |
44% |
False |
False |
1,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.8 |
|
2.618 |
2,661.0 |
|
1.618 |
2,614.0 |
|
1.000 |
2,585.0 |
|
0.618 |
2,567.0 |
|
HIGH |
2,538.0 |
|
0.618 |
2,520.0 |
|
0.500 |
2,514.5 |
|
0.382 |
2,509.0 |
|
LOW |
2,491.0 |
|
0.618 |
2,462.0 |
|
1.000 |
2,444.0 |
|
1.618 |
2,415.0 |
|
2.618 |
2,368.0 |
|
4.250 |
2,291.3 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.5 |
2,561.5 |
| PP |
2,510.7 |
2,542.0 |
| S1 |
2,506.8 |
2,522.5 |
|