| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,656.7 |
1,647.2 |
-9.5 |
-0.6% |
1,673.4 |
| High |
1,656.7 |
1,653.3 |
-3.4 |
-0.2% |
1,686.4 |
| Low |
1,644.4 |
1,636.9 |
-7.5 |
-0.5% |
1,667.1 |
| Close |
1,648.8 |
1,639.1 |
-9.7 |
-0.6% |
1,670.9 |
| Range |
12.3 |
16.4 |
4.1 |
33.3% |
19.3 |
| ATR |
15.3 |
15.3 |
0.1 |
0.5% |
0.0 |
| Volume |
3,054 |
2,290 |
-764 |
-25.0% |
8,290 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,692.3 |
1,682.1 |
1,648.1 |
|
| R3 |
1,675.9 |
1,665.7 |
1,643.6 |
|
| R2 |
1,659.5 |
1,659.5 |
1,642.1 |
|
| R1 |
1,649.3 |
1,649.3 |
1,640.6 |
1,646.2 |
| PP |
1,643.1 |
1,643.1 |
1,643.1 |
1,641.6 |
| S1 |
1,632.9 |
1,632.9 |
1,637.6 |
1,629.8 |
| S2 |
1,626.7 |
1,626.7 |
1,636.1 |
|
| S3 |
1,610.3 |
1,616.5 |
1,634.6 |
|
| S4 |
1,593.9 |
1,600.1 |
1,630.1 |
|
|
| 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 |
1,677.8 |
1,636.9 |
40.9 |
2.5% |
14.3 |
0.9% |
5% |
False |
True |
3,370 |
| 10 |
1,686.4 |
1,636.9 |
49.5 |
3.0% |
14.4 |
0.9% |
4% |
False |
True |
2,667 |
| 20 |
1,702.4 |
1,636.9 |
65.5 |
4.0% |
14.2 |
0.9% |
3% |
False |
True |
2,279 |
| 40 |
1,710.0 |
1,634.1 |
75.9 |
4.6% |
16.1 |
1.0% |
7% |
False |
False |
1,899 |
| 60 |
1,759.7 |
1,634.1 |
125.6 |
7.7% |
14.5 |
0.9% |
4% |
False |
False |
1,511 |
| 80 |
1,759.7 |
1,634.1 |
125.6 |
7.7% |
13.9 |
0.8% |
4% |
False |
False |
1,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.0 |
|
2.618 |
1,696.2 |
|
1.618 |
1,679.8 |
|
1.000 |
1,669.7 |
|
0.618 |
1,663.4 |
|
HIGH |
1,653.3 |
|
0.618 |
1,647.0 |
|
0.500 |
1,645.1 |
|
0.382 |
1,643.2 |
|
LOW |
1,636.9 |
|
0.618 |
1,626.8 |
|
1.000 |
1,620.5 |
|
1.618 |
1,610.4 |
|
2.618 |
1,594.0 |
|
4.250 |
1,567.2 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,645.1 |
1,647.0 |
| PP |
1,643.1 |
1,644.4 |
| S1 |
1,641.1 |
1,641.7 |
|