| 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 |
2,763.25 |
2,760.50 |
-2.75 |
-0.1% |
2,743.75 |
| High |
2,765.25 |
2,775.00 |
9.75 |
0.4% |
2,770.00 |
| Low |
2,753.25 |
2,758.00 |
4.75 |
0.2% |
2,704.75 |
| Close |
2,754.25 |
2,763.75 |
9.50 |
0.3% |
2,765.50 |
| Range |
12.00 |
17.00 |
5.00 |
41.7% |
65.25 |
| ATR |
25.34 |
25.02 |
-0.33 |
-1.3% |
0.00 |
| Volume |
34 |
1,011 |
977 |
2,873.5% |
728 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.50 |
2,807.25 |
2,773.00 |
|
| R3 |
2,799.50 |
2,790.25 |
2,768.50 |
|
| R2 |
2,782.50 |
2,782.50 |
2,766.75 |
|
| R1 |
2,773.25 |
2,773.25 |
2,765.25 |
2,778.00 |
| PP |
2,765.50 |
2,765.50 |
2,765.50 |
2,768.00 |
| S1 |
2,756.25 |
2,756.25 |
2,762.25 |
2,761.00 |
| S2 |
2,748.50 |
2,748.50 |
2,760.75 |
|
| S3 |
2,731.50 |
2,739.25 |
2,759.00 |
|
| S4 |
2,714.50 |
2,722.25 |
2,754.50 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.50 |
2,919.25 |
2,801.50 |
|
| R3 |
2,877.25 |
2,854.00 |
2,783.50 |
|
| R2 |
2,812.00 |
2,812.00 |
2,777.50 |
|
| R1 |
2,788.75 |
2,788.75 |
2,771.50 |
2,800.50 |
| PP |
2,746.75 |
2,746.75 |
2,746.75 |
2,752.50 |
| S1 |
2,723.50 |
2,723.50 |
2,759.50 |
2,735.00 |
| S2 |
2,681.50 |
2,681.50 |
2,753.50 |
|
| S3 |
2,616.25 |
2,658.25 |
2,747.50 |
|
| S4 |
2,551.00 |
2,593.00 |
2,729.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,775.00 |
2,711.00 |
64.00 |
2.3% |
21.25 |
0.8% |
82% |
True |
False |
359 |
| 10 |
2,775.00 |
2,704.75 |
70.25 |
2.5% |
26.25 |
0.9% |
84% |
True |
False |
210 |
| 20 |
2,775.00 |
2,704.75 |
70.25 |
2.5% |
22.25 |
0.8% |
84% |
True |
False |
112 |
| 40 |
2,775.00 |
2,569.50 |
205.50 |
7.4% |
21.50 |
0.8% |
95% |
True |
False |
74 |
| 60 |
2,775.00 |
2,502.00 |
273.00 |
9.9% |
15.00 |
0.5% |
96% |
True |
False |
50 |
| 80 |
2,775.00 |
2,502.00 |
273.00 |
9.9% |
11.50 |
0.4% |
96% |
True |
False |
38 |
| 100 |
2,841.50 |
2,502.00 |
339.50 |
12.3% |
9.50 |
0.3% |
77% |
False |
False |
30 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.3% |
8.25 |
0.3% |
77% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.25 |
|
2.618 |
2,819.50 |
|
1.618 |
2,802.50 |
|
1.000 |
2,792.00 |
|
0.618 |
2,785.50 |
|
HIGH |
2,775.00 |
|
0.618 |
2,768.50 |
|
0.500 |
2,766.50 |
|
0.382 |
2,764.50 |
|
LOW |
2,758.00 |
|
0.618 |
2,747.50 |
|
1.000 |
2,741.00 |
|
1.618 |
2,730.50 |
|
2.618 |
2,713.50 |
|
4.250 |
2,685.75 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.50 |
2,764.00 |
| PP |
2,765.50 |
2,764.00 |
| S1 |
2,764.75 |
2,764.00 |
|