| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,651.7 |
1,656.7 |
5.0 |
0.3% |
1,673.4 |
| High |
1,657.1 |
1,656.7 |
-0.4 |
0.0% |
1,686.4 |
| Low |
1,644.8 |
1,644.4 |
-0.4 |
0.0% |
1,667.1 |
| Close |
1,653.4 |
1,648.8 |
-4.6 |
-0.3% |
1,670.9 |
| Range |
12.3 |
12.3 |
0.0 |
0.0% |
19.3 |
| ATR |
15.5 |
15.3 |
-0.2 |
-1.5% |
0.0 |
| Volume |
9,167 |
3,054 |
-6,113 |
-66.7% |
8,290 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.9 |
1,680.1 |
1,655.6 |
|
| R3 |
1,674.6 |
1,667.8 |
1,652.2 |
|
| R2 |
1,662.3 |
1,662.3 |
1,651.1 |
|
| R1 |
1,655.5 |
1,655.5 |
1,649.9 |
1,652.8 |
| PP |
1,650.0 |
1,650.0 |
1,650.0 |
1,648.6 |
| S1 |
1,643.2 |
1,643.2 |
1,647.7 |
1,640.5 |
| S2 |
1,637.7 |
1,637.7 |
1,646.5 |
|
| S3 |
1,625.4 |
1,630.9 |
1,645.4 |
|
| S4 |
1,613.1 |
1,618.6 |
1,642.0 |
|
|
| 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 |
1,644.4 |
42.0 |
2.5% |
14.7 |
0.9% |
10% |
False |
True |
3,104 |
| 10 |
1,686.4 |
1,644.4 |
42.0 |
2.5% |
15.0 |
0.9% |
10% |
False |
True |
2,798 |
| 20 |
1,702.4 |
1,644.4 |
58.0 |
3.5% |
13.8 |
0.8% |
8% |
False |
True |
2,330 |
| 40 |
1,710.0 |
1,634.1 |
75.9 |
4.6% |
15.9 |
1.0% |
19% |
False |
False |
1,889 |
| 60 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
14.3 |
0.9% |
12% |
False |
False |
1,512 |
| 80 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
14.0 |
0.8% |
12% |
False |
False |
1,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,709.0 |
|
2.618 |
1,688.9 |
|
1.618 |
1,676.6 |
|
1.000 |
1,669.0 |
|
0.618 |
1,664.3 |
|
HIGH |
1,656.7 |
|
0.618 |
1,652.0 |
|
0.500 |
1,650.6 |
|
0.382 |
1,649.1 |
|
LOW |
1,644.4 |
|
0.618 |
1,636.8 |
|
1.000 |
1,632.1 |
|
1.618 |
1,624.5 |
|
2.618 |
1,612.2 |
|
4.250 |
1,592.1 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,650.6 |
1,658.7 |
| PP |
1,650.0 |
1,655.4 |
| S1 |
1,649.4 |
1,652.1 |
|