| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,572.6 |
1,581.5 |
8.9 |
0.6% |
1,613.0 |
| High |
1,587.2 |
1,590.2 |
3.0 |
0.2% |
1,621.7 |
| Low |
1,560.0 |
1,574.9 |
14.9 |
1.0% |
1,560.0 |
| Close |
1,582.0 |
1,576.1 |
-5.9 |
-0.4% |
1,576.1 |
| Range |
27.2 |
15.3 |
-11.9 |
-43.8% |
61.7 |
| ATR |
19.7 |
19.4 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,574 |
2,110 |
536 |
34.1% |
12,557 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.3 |
1,616.5 |
1,584.5 |
|
| R3 |
1,611.0 |
1,601.2 |
1,580.3 |
|
| R2 |
1,595.7 |
1,595.7 |
1,578.9 |
|
| R1 |
1,585.9 |
1,585.9 |
1,577.5 |
1,583.2 |
| PP |
1,580.4 |
1,580.4 |
1,580.4 |
1,579.0 |
| S1 |
1,570.6 |
1,570.6 |
1,574.7 |
1,567.9 |
| S2 |
1,565.1 |
1,565.1 |
1,573.3 |
|
| S3 |
1,549.8 |
1,555.3 |
1,571.9 |
|
| S4 |
1,534.5 |
1,540.0 |
1,567.7 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,771.0 |
1,735.3 |
1,610.0 |
|
| R3 |
1,709.3 |
1,673.6 |
1,593.1 |
|
| R2 |
1,647.6 |
1,647.6 |
1,587.4 |
|
| R1 |
1,611.9 |
1,611.9 |
1,581.8 |
1,598.9 |
| PP |
1,585.9 |
1,585.9 |
1,585.9 |
1,579.5 |
| S1 |
1,550.2 |
1,550.2 |
1,570.4 |
1,537.2 |
| S2 |
1,524.2 |
1,524.2 |
1,564.8 |
|
| S3 |
1,462.5 |
1,488.5 |
1,559.1 |
|
| S4 |
1,400.8 |
1,426.8 |
1,542.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,637.2 |
1,560.0 |
77.2 |
4.9% |
28.7 |
1.8% |
21% |
False |
False |
3,713 |
| 10 |
1,677.8 |
1,560.0 |
117.8 |
7.5% |
21.5 |
1.4% |
14% |
False |
False |
3,542 |
| 20 |
1,687.6 |
1,560.0 |
127.6 |
8.1% |
17.9 |
1.1% |
13% |
False |
False |
2,866 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
16.7 |
1.1% |
11% |
False |
False |
2,211 |
| 60 |
1,757.0 |
1,560.0 |
197.0 |
12.5% |
16.1 |
1.0% |
8% |
False |
False |
1,766 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.7% |
14.8 |
0.9% |
8% |
False |
False |
1,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,655.2 |
|
2.618 |
1,630.3 |
|
1.618 |
1,615.0 |
|
1.000 |
1,605.5 |
|
0.618 |
1,599.7 |
|
HIGH |
1,590.2 |
|
0.618 |
1,584.4 |
|
0.500 |
1,582.6 |
|
0.382 |
1,580.7 |
|
LOW |
1,574.9 |
|
0.618 |
1,565.4 |
|
1.000 |
1,559.6 |
|
1.618 |
1,550.1 |
|
2.618 |
1,534.8 |
|
4.250 |
1,509.9 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,582.6 |
1,585.6 |
| PP |
1,580.4 |
1,582.4 |
| S1 |
1,578.3 |
1,579.3 |
|