| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,675.6 |
1,675.9 |
0.3 |
0.0% |
1,662.5 |
| High |
1,689.1 |
1,682.1 |
-7.0 |
-0.4% |
1,687.0 |
| Low |
1,669.3 |
1,671.3 |
2.0 |
0.1% |
1,655.3 |
| Close |
1,675.6 |
1,680.9 |
5.3 |
0.3% |
1,672.7 |
| Range |
19.8 |
10.8 |
-9.0 |
-45.5% |
31.7 |
| ATR |
18.1 |
17.6 |
-0.5 |
-2.9% |
0.0 |
| Volume |
2,141 |
5,359 |
3,218 |
150.3% |
44,006 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.5 |
1,706.5 |
1,686.8 |
|
| R3 |
1,699.7 |
1,695.7 |
1,683.9 |
|
| R2 |
1,688.9 |
1,688.9 |
1,682.9 |
|
| R1 |
1,684.9 |
1,684.9 |
1,681.9 |
1,686.9 |
| PP |
1,678.1 |
1,678.1 |
1,678.1 |
1,679.1 |
| S1 |
1,674.1 |
1,674.1 |
1,679.9 |
1,676.1 |
| S2 |
1,667.3 |
1,667.3 |
1,678.9 |
|
| S3 |
1,656.5 |
1,663.3 |
1,677.9 |
|
| S4 |
1,645.7 |
1,652.5 |
1,675.0 |
|
|
| 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% |
18.1 |
1.1% |
71% |
False |
False |
5,625 |
| 10 |
1,689.6 |
1,655.3 |
34.3 |
2.0% |
16.8 |
1.0% |
75% |
False |
False |
6,073 |
| 20 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
16.4 |
1.0% |
57% |
False |
False |
4,845 |
| 40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.7 |
1.1% |
51% |
False |
False |
3,799 |
| 60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.1 |
1.0% |
39% |
False |
False |
3,184 |
| 80 |
1,778.5 |
1,631.3 |
147.2 |
8.8% |
16.9 |
1.0% |
34% |
False |
False |
2,781 |
| 100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.6 |
1.0% |
29% |
False |
False |
2,393 |
| 120 |
1,803.0 |
1,610.0 |
193.0 |
11.5% |
16.6 |
1.0% |
37% |
False |
False |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.0 |
|
2.618 |
1,710.4 |
|
1.618 |
1,699.6 |
|
1.000 |
1,692.9 |
|
0.618 |
1,688.8 |
|
HIGH |
1,682.1 |
|
0.618 |
1,678.0 |
|
0.500 |
1,676.7 |
|
0.382 |
1,675.4 |
|
LOW |
1,671.3 |
|
0.618 |
1,664.6 |
|
1.000 |
1,660.5 |
|
1.618 |
1,653.8 |
|
2.618 |
1,643.0 |
|
4.250 |
1,625.4 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,679.5 |
1,679.6 |
| PP |
1,678.1 |
1,678.4 |
| S1 |
1,676.7 |
1,677.1 |
|