| 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 |
2,719.25 |
2,731.50 |
12.25 |
0.5% |
2,756.00 |
| High |
2,732.50 |
2,758.50 |
26.00 |
1.0% |
2,780.00 |
| Low |
2,709.00 |
2,691.00 |
-18.00 |
-0.7% |
2,693.00 |
| Close |
2,729.25 |
2,696.00 |
-33.25 |
-1.2% |
2,729.25 |
| Range |
23.50 |
67.50 |
44.00 |
187.2% |
87.00 |
| ATR |
27.07 |
29.95 |
2.89 |
10.7% |
0.00 |
| Volume |
1,012 |
1,160 |
148 |
14.6% |
1,708 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.75 |
2,874.25 |
2,733.00 |
|
| R3 |
2,850.25 |
2,806.75 |
2,714.50 |
|
| R2 |
2,782.75 |
2,782.75 |
2,708.50 |
|
| R1 |
2,739.25 |
2,739.25 |
2,702.25 |
2,727.25 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,709.00 |
| S1 |
2,671.75 |
2,671.75 |
2,689.75 |
2,659.75 |
| S2 |
2,647.75 |
2,647.75 |
2,683.50 |
|
| S3 |
2,580.25 |
2,604.25 |
2,677.50 |
|
| S4 |
2,512.75 |
2,536.75 |
2,659.00 |
|
|
| 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 |
2,691.00 |
89.00 |
3.3% |
41.25 |
1.5% |
6% |
False |
True |
573 |
| 10 |
2,780.00 |
2,691.00 |
89.00 |
3.3% |
28.75 |
1.1% |
6% |
False |
True |
486 |
| 20 |
2,780.00 |
2,691.00 |
89.00 |
3.3% |
28.25 |
1.0% |
6% |
False |
True |
284 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
25.25 |
0.9% |
60% |
False |
False |
150 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
18.75 |
0.7% |
60% |
False |
False |
108 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.3% |
14.25 |
0.5% |
70% |
False |
False |
82 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.4% |
11.75 |
0.4% |
63% |
False |
False |
65 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
10.25 |
0.4% |
57% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.50 |
|
2.618 |
2,935.25 |
|
1.618 |
2,867.75 |
|
1.000 |
2,826.00 |
|
0.618 |
2,800.25 |
|
HIGH |
2,758.50 |
|
0.618 |
2,732.75 |
|
0.500 |
2,724.75 |
|
0.382 |
2,716.75 |
|
LOW |
2,691.00 |
|
0.618 |
2,649.25 |
|
1.000 |
2,623.50 |
|
1.618 |
2,581.75 |
|
2.618 |
2,514.25 |
|
4.250 |
2,404.00 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.75 |
2,724.75 |
| PP |
2,715.25 |
2,715.25 |
| S1 |
2,705.50 |
2,705.50 |
|