| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,670.3 |
1,675.6 |
5.3 |
0.3% |
1,662.5 |
| High |
1,680.2 |
1,689.1 |
8.9 |
0.5% |
1,687.0 |
| Low |
1,665.1 |
1,669.3 |
4.2 |
0.3% |
1,655.3 |
| Close |
1,678.5 |
1,675.6 |
-2.9 |
-0.2% |
1,672.7 |
| Range |
15.1 |
19.8 |
4.7 |
31.1% |
31.7 |
| ATR |
18.0 |
18.1 |
0.1 |
0.7% |
0.0 |
| Volume |
3,359 |
2,141 |
-1,218 |
-36.3% |
44,006 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,737.4 |
1,726.3 |
1,686.5 |
|
| R3 |
1,717.6 |
1,706.5 |
1,681.0 |
|
| R2 |
1,697.8 |
1,697.8 |
1,679.2 |
|
| R1 |
1,686.7 |
1,686.7 |
1,677.4 |
1,685.5 |
| PP |
1,678.0 |
1,678.0 |
1,678.0 |
1,677.4 |
| S1 |
1,666.9 |
1,666.9 |
1,673.8 |
1,665.7 |
| S2 |
1,658.2 |
1,658.2 |
1,672.0 |
|
| S3 |
1,638.4 |
1,647.1 |
1,670.2 |
|
| S4 |
1,618.6 |
1,627.3 |
1,664.7 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.8 |
1,751.4 |
1,690.1 |
|
| R3 |
1,735.1 |
1,719.7 |
1,681.4 |
|
| R2 |
1,703.4 |
1,703.4 |
1,678.5 |
|
| R1 |
1,688.0 |
1,688.0 |
1,675.6 |
1,695.7 |
| PP |
1,671.7 |
1,671.7 |
1,671.7 |
1,675.5 |
| S1 |
1,656.3 |
1,656.3 |
1,669.8 |
1,664.0 |
| S2 |
1,640.0 |
1,640.0 |
1,666.9 |
|
| S3 |
1,608.3 |
1,624.6 |
1,664.0 |
|
| S4 |
1,576.6 |
1,592.9 |
1,655.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,689.1 |
1,661.0 |
28.1 |
1.7% |
20.1 |
1.2% |
52% |
True |
False |
6,712 |
| 10 |
1,699.0 |
1,655.3 |
43.7 |
2.6% |
16.8 |
1.0% |
46% |
False |
False |
5,728 |
| 20 |
1,700.0 |
1,651.7 |
48.3 |
2.9% |
16.6 |
1.0% |
49% |
False |
False |
4,704 |
| 40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.9 |
1.1% |
45% |
False |
False |
3,695 |
| 60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.3 |
1.0% |
35% |
False |
False |
3,146 |
| 80 |
1,780.7 |
1,631.3 |
149.4 |
8.9% |
17.0 |
1.0% |
30% |
False |
False |
2,719 |
| 100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.9 |
1.0% |
26% |
False |
False |
2,373 |
| 120 |
1,803.0 |
1,601.3 |
201.7 |
12.0% |
16.6 |
1.0% |
37% |
False |
False |
2,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,773.3 |
|
2.618 |
1,740.9 |
|
1.618 |
1,721.1 |
|
1.000 |
1,708.9 |
|
0.618 |
1,701.3 |
|
HIGH |
1,689.1 |
|
0.618 |
1,681.5 |
|
0.500 |
1,679.2 |
|
0.382 |
1,676.9 |
|
LOW |
1,669.3 |
|
0.618 |
1,657.1 |
|
1.000 |
1,649.5 |
|
1.618 |
1,637.3 |
|
2.618 |
1,617.5 |
|
4.250 |
1,585.2 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,679.2 |
1,676.2 |
| PP |
1,678.0 |
1,676.0 |
| S1 |
1,676.8 |
1,675.8 |
|