| 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 |
2,731.50 |
2,696.50 |
-35.00 |
-1.3% |
2,756.00 |
| High |
2,758.50 |
2,714.25 |
-44.25 |
-1.6% |
2,780.00 |
| Low |
2,691.00 |
2,683.50 |
-7.50 |
-0.3% |
2,693.00 |
| Close |
2,696.00 |
2,701.25 |
5.25 |
0.2% |
2,729.25 |
| Range |
67.50 |
30.75 |
-36.75 |
-54.4% |
87.00 |
| ATR |
29.95 |
30.01 |
0.06 |
0.2% |
0.00 |
| Volume |
1,160 |
2,131 |
971 |
83.7% |
1,708 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.00 |
2,777.25 |
2,718.25 |
|
| R3 |
2,761.25 |
2,746.50 |
2,709.75 |
|
| R2 |
2,730.50 |
2,730.50 |
2,707.00 |
|
| R1 |
2,715.75 |
2,715.75 |
2,704.00 |
2,723.00 |
| PP |
2,699.75 |
2,699.75 |
2,699.75 |
2,703.25 |
| S1 |
2,685.00 |
2,685.00 |
2,698.50 |
2,692.50 |
| S2 |
2,669.00 |
2,669.00 |
2,695.50 |
|
| S3 |
2,638.25 |
2,654.25 |
2,692.75 |
|
| S4 |
2,607.50 |
2,623.50 |
2,684.25 |
|
|
| 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 |
2,683.50 |
96.50 |
3.6% |
43.00 |
1.6% |
18% |
False |
True |
975 |
| 10 |
2,780.00 |
2,683.50 |
96.50 |
3.6% |
30.50 |
1.1% |
18% |
False |
True |
670 |
| 20 |
2,780.00 |
2,683.50 |
96.50 |
3.6% |
28.75 |
1.1% |
18% |
False |
True |
390 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
25.00 |
0.9% |
63% |
False |
False |
203 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.8% |
19.25 |
0.7% |
63% |
False |
False |
144 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.3% |
14.75 |
0.5% |
72% |
False |
False |
108 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.4% |
12.25 |
0.4% |
65% |
False |
False |
87 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.6% |
10.50 |
0.4% |
59% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.00 |
|
2.618 |
2,794.75 |
|
1.618 |
2,764.00 |
|
1.000 |
2,745.00 |
|
0.618 |
2,733.25 |
|
HIGH |
2,714.25 |
|
0.618 |
2,702.50 |
|
0.500 |
2,699.00 |
|
0.382 |
2,695.25 |
|
LOW |
2,683.50 |
|
0.618 |
2,664.50 |
|
1.000 |
2,652.75 |
|
1.618 |
2,633.75 |
|
2.618 |
2,603.00 |
|
4.250 |
2,552.75 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,700.50 |
2,721.00 |
| PP |
2,699.75 |
2,714.50 |
| S1 |
2,699.00 |
2,707.75 |
|