| 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 |
1,673.4 |
1,678.5 |
5.1 |
0.3% |
1,664.2 |
| High |
1,682.3 |
1,685.1 |
2.8 |
0.2% |
1,687.6 |
| Low |
1,667.1 |
1,672.0 |
4.9 |
0.3% |
1,658.5 |
| Close |
1,680.4 |
1,677.5 |
-2.9 |
-0.2% |
1,674.7 |
| Range |
15.2 |
13.1 |
-2.1 |
-13.8% |
29.1 |
| ATR |
16.3 |
16.1 |
-0.2 |
-1.4% |
0.0 |
| Volume |
1,749 |
1,823 |
74 |
4.2% |
13,347 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.5 |
1,710.6 |
1,684.7 |
|
| R3 |
1,704.4 |
1,697.5 |
1,681.1 |
|
| R2 |
1,691.3 |
1,691.3 |
1,679.9 |
|
| R1 |
1,684.4 |
1,684.4 |
1,678.7 |
1,681.3 |
| PP |
1,678.2 |
1,678.2 |
1,678.2 |
1,676.7 |
| S1 |
1,671.3 |
1,671.3 |
1,676.3 |
1,668.2 |
| S2 |
1,665.1 |
1,665.1 |
1,675.1 |
|
| S3 |
1,652.0 |
1,658.2 |
1,673.9 |
|
| S4 |
1,638.9 |
1,645.1 |
1,670.3 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.9 |
1,746.9 |
1,690.7 |
|
| R3 |
1,731.8 |
1,717.8 |
1,682.7 |
|
| R2 |
1,702.7 |
1,702.7 |
1,680.0 |
|
| R1 |
1,688.7 |
1,688.7 |
1,677.4 |
1,695.7 |
| PP |
1,673.6 |
1,673.6 |
1,673.6 |
1,677.1 |
| S1 |
1,659.6 |
1,659.6 |
1,672.0 |
1,666.6 |
| S2 |
1,644.5 |
1,644.5 |
1,669.4 |
|
| S3 |
1,615.4 |
1,630.5 |
1,666.7 |
|
| S4 |
1,586.3 |
1,601.4 |
1,658.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,687.6 |
1,663.2 |
24.4 |
1.5% |
17.5 |
1.0% |
59% |
False |
False |
2,536 |
| 10 |
1,698.6 |
1,658.5 |
40.1 |
2.4% |
14.4 |
0.9% |
47% |
False |
False |
2,192 |
| 20 |
1,702.4 |
1,655.3 |
47.1 |
2.8% |
14.3 |
0.9% |
47% |
False |
False |
2,166 |
| 40 |
1,727.0 |
1,634.1 |
92.9 |
5.5% |
15.0 |
0.9% |
47% |
False |
False |
1,503 |
| 60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.0 |
0.8% |
35% |
False |
False |
1,462 |
| 80 |
1,779.2 |
1,634.1 |
145.1 |
8.6% |
13.7 |
0.8% |
30% |
False |
False |
1,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.8 |
|
2.618 |
1,719.4 |
|
1.618 |
1,706.3 |
|
1.000 |
1,698.2 |
|
0.618 |
1,693.2 |
|
HIGH |
1,685.1 |
|
0.618 |
1,680.1 |
|
0.500 |
1,678.6 |
|
0.382 |
1,677.0 |
|
LOW |
1,672.0 |
|
0.618 |
1,663.9 |
|
1.000 |
1,658.9 |
|
1.618 |
1,650.8 |
|
2.618 |
1,637.7 |
|
4.250 |
1,616.3 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.6 |
1,677.0 |
| PP |
1,678.2 |
1,676.5 |
| S1 |
1,677.9 |
1,676.0 |
|