| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,676.6 |
1,671.6 |
-5.0 |
-0.3% |
1,673.4 |
| High |
1,677.8 |
1,673.0 |
-4.8 |
-0.3% |
1,686.4 |
| Low |
1,670.8 |
1,649.3 |
-21.5 |
-1.3% |
1,667.1 |
| Close |
1,670.9 |
1,653.0 |
-17.9 |
-1.1% |
1,670.9 |
| Range |
7.0 |
23.7 |
16.7 |
238.6% |
19.3 |
| ATR |
15.1 |
15.7 |
0.6 |
4.1% |
0.0 |
| Volume |
1,024 |
1,317 |
293 |
28.6% |
8,290 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,729.5 |
1,715.0 |
1,666.0 |
|
| R3 |
1,705.8 |
1,691.3 |
1,659.5 |
|
| R2 |
1,682.1 |
1,682.1 |
1,657.3 |
|
| R1 |
1,667.6 |
1,667.6 |
1,655.2 |
1,663.0 |
| PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.2 |
| S1 |
1,643.9 |
1,643.9 |
1,650.8 |
1,639.3 |
| S2 |
1,634.7 |
1,634.7 |
1,648.7 |
|
| S3 |
1,611.0 |
1,620.2 |
1,646.5 |
|
| S4 |
1,587.3 |
1,596.5 |
1,640.0 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,732.7 |
1,721.1 |
1,681.5 |
|
| R3 |
1,713.4 |
1,701.8 |
1,676.2 |
|
| R2 |
1,694.1 |
1,694.1 |
1,674.4 |
|
| R1 |
1,682.5 |
1,682.5 |
1,672.7 |
1,678.7 |
| PP |
1,674.8 |
1,674.8 |
1,674.8 |
1,672.9 |
| S1 |
1,663.2 |
1,663.2 |
1,669.1 |
1,659.4 |
| S2 |
1,655.5 |
1,655.5 |
1,667.4 |
|
| S3 |
1,636.2 |
1,643.9 |
1,665.6 |
|
| S4 |
1,616.9 |
1,624.6 |
1,660.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,686.4 |
1,649.3 |
37.1 |
2.2% |
14.0 |
0.8% |
10% |
False |
True |
1,571 |
| 10 |
1,687.6 |
1,649.3 |
38.3 |
2.3% |
15.1 |
0.9% |
10% |
False |
True |
2,065 |
| 20 |
1,702.4 |
1,649.3 |
53.1 |
3.2% |
13.7 |
0.8% |
7% |
False |
True |
2,069 |
| 40 |
1,710.0 |
1,634.1 |
75.9 |
4.6% |
15.6 |
0.9% |
25% |
False |
False |
1,613 |
| 60 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
14.3 |
0.9% |
15% |
False |
False |
1,337 |
| 80 |
1,761.0 |
1,634.1 |
126.9 |
7.7% |
13.8 |
0.8% |
15% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,773.7 |
|
2.618 |
1,735.0 |
|
1.618 |
1,711.3 |
|
1.000 |
1,696.7 |
|
0.618 |
1,687.6 |
|
HIGH |
1,673.0 |
|
0.618 |
1,663.9 |
|
0.500 |
1,661.2 |
|
0.382 |
1,658.4 |
|
LOW |
1,649.3 |
|
0.618 |
1,634.7 |
|
1.000 |
1,625.6 |
|
1.618 |
1,611.0 |
|
2.618 |
1,587.3 |
|
4.250 |
1,548.6 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,661.2 |
1,667.9 |
| PP |
1,658.4 |
1,662.9 |
| S1 |
1,655.7 |
1,658.0 |
|