| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,581.5 |
1,583.8 |
2.3 |
0.1% |
1,613.0 |
| High |
1,590.2 |
1,600.0 |
9.8 |
0.6% |
1,621.7 |
| Low |
1,574.9 |
1,579.6 |
4.7 |
0.3% |
1,560.0 |
| Close |
1,576.1 |
1,590.0 |
13.9 |
0.9% |
1,576.1 |
| Range |
15.3 |
20.4 |
5.1 |
33.3% |
61.7 |
| ATR |
19.4 |
19.7 |
0.3 |
1.6% |
0.0 |
| Volume |
2,110 |
2,696 |
586 |
27.8% |
12,557 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.1 |
1,640.9 |
1,601.2 |
|
| R3 |
1,630.7 |
1,620.5 |
1,595.6 |
|
| R2 |
1,610.3 |
1,610.3 |
1,593.7 |
|
| R1 |
1,600.1 |
1,600.1 |
1,591.9 |
1,605.2 |
| PP |
1,589.9 |
1,589.9 |
1,589.9 |
1,592.4 |
| S1 |
1,579.7 |
1,579.7 |
1,588.1 |
1,584.8 |
| S2 |
1,569.5 |
1,569.5 |
1,586.3 |
|
| S3 |
1,549.1 |
1,559.3 |
1,584.4 |
|
| S4 |
1,528.7 |
1,538.9 |
1,578.8 |
|
|
| 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 |
1,621.7 |
1,560.0 |
61.7 |
3.9% |
25.4 |
1.6% |
49% |
False |
False |
3,050 |
| 10 |
1,673.0 |
1,560.0 |
113.0 |
7.1% |
22.9 |
1.4% |
27% |
False |
False |
3,709 |
| 20 |
1,687.6 |
1,560.0 |
127.6 |
8.0% |
18.2 |
1.1% |
24% |
False |
False |
2,936 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
16.9 |
1.1% |
21% |
False |
False |
2,248 |
| 60 |
1,749.3 |
1,560.0 |
189.3 |
11.9% |
16.3 |
1.0% |
16% |
False |
False |
1,801 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
15.1 |
0.9% |
15% |
False |
False |
1,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,686.7 |
|
2.618 |
1,653.4 |
|
1.618 |
1,633.0 |
|
1.000 |
1,620.4 |
|
0.618 |
1,612.6 |
|
HIGH |
1,600.0 |
|
0.618 |
1,592.2 |
|
0.500 |
1,589.8 |
|
0.382 |
1,587.4 |
|
LOW |
1,579.6 |
|
0.618 |
1,567.0 |
|
1.000 |
1,559.2 |
|
1.618 |
1,546.6 |
|
2.618 |
1,526.2 |
|
4.250 |
1,492.9 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,589.9 |
1,586.7 |
| PP |
1,589.9 |
1,583.3 |
| S1 |
1,589.8 |
1,580.0 |
|