| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,731.75 |
2,719.25 |
-12.50 |
-0.5% |
2,756.00 |
| High |
2,733.00 |
2,732.50 |
-0.50 |
0.0% |
2,780.00 |
| Low |
2,693.00 |
2,709.00 |
16.00 |
0.6% |
2,693.00 |
| Close |
2,707.50 |
2,729.25 |
21.75 |
0.8% |
2,729.25 |
| Range |
40.00 |
23.50 |
-16.50 |
-41.3% |
87.00 |
| ATR |
27.23 |
27.07 |
-0.16 |
-0.6% |
0.00 |
| Volume |
481 |
1,012 |
531 |
110.4% |
1,708 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.00 |
2,785.25 |
2,742.25 |
|
| R3 |
2,770.50 |
2,761.75 |
2,735.75 |
|
| R2 |
2,747.00 |
2,747.00 |
2,733.50 |
|
| R1 |
2,738.25 |
2,738.25 |
2,731.50 |
2,742.50 |
| PP |
2,723.50 |
2,723.50 |
2,723.50 |
2,725.75 |
| S1 |
2,714.75 |
2,714.75 |
2,727.00 |
2,719.00 |
| S2 |
2,700.00 |
2,700.00 |
2,725.00 |
|
| S3 |
2,676.50 |
2,691.25 |
2,722.75 |
|
| S4 |
2,653.00 |
2,667.75 |
2,716.25 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.00 |
2,949.25 |
2,777.00 |
|
| R3 |
2,908.00 |
2,862.25 |
2,753.25 |
|
| R2 |
2,821.00 |
2,821.00 |
2,745.25 |
|
| R1 |
2,775.25 |
2,775.25 |
2,737.25 |
2,754.50 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,723.75 |
| S1 |
2,688.25 |
2,688.25 |
2,721.25 |
2,667.50 |
| S2 |
2,647.00 |
2,647.00 |
2,713.25 |
|
| S3 |
2,560.00 |
2,601.25 |
2,705.25 |
|
| S4 |
2,473.00 |
2,514.25 |
2,681.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
32.00 |
1.2% |
42% |
False |
False |
348 |
| 10 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
25.50 |
0.9% |
42% |
False |
False |
407 |
| 20 |
2,780.00 |
2,693.00 |
87.00 |
3.2% |
26.00 |
1.0% |
42% |
False |
False |
227 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
24.25 |
0.9% |
76% |
False |
False |
122 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
17.50 |
0.6% |
76% |
False |
False |
89 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.2% |
13.50 |
0.5% |
82% |
False |
False |
67 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.3% |
11.25 |
0.4% |
74% |
False |
False |
54 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
9.75 |
0.4% |
67% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.50 |
|
2.618 |
2,794.00 |
|
1.618 |
2,770.50 |
|
1.000 |
2,756.00 |
|
0.618 |
2,747.00 |
|
HIGH |
2,732.50 |
|
0.618 |
2,723.50 |
|
0.500 |
2,720.75 |
|
0.382 |
2,718.00 |
|
LOW |
2,709.00 |
|
0.618 |
2,694.50 |
|
1.000 |
2,685.50 |
|
1.618 |
2,671.00 |
|
2.618 |
2,647.50 |
|
4.250 |
2,609.00 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.50 |
2,736.50 |
| PP |
2,723.50 |
2,734.00 |
| S1 |
2,720.75 |
2,731.75 |
|