| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,583.8 |
1,599.5 |
15.7 |
1.0% |
1,613.0 |
| High |
1,600.0 |
1,622.0 |
22.0 |
1.4% |
1,621.7 |
| Low |
1,579.6 |
1,590.4 |
10.8 |
0.7% |
1,560.0 |
| Close |
1,590.0 |
1,618.9 |
28.9 |
1.8% |
1,576.1 |
| Range |
20.4 |
31.6 |
11.2 |
54.9% |
61.7 |
| ATR |
19.7 |
20.6 |
0.9 |
4.4% |
0.0 |
| Volume |
2,696 |
3,348 |
652 |
24.2% |
12,557 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,705.2 |
1,693.7 |
1,636.3 |
|
| R3 |
1,673.6 |
1,662.1 |
1,627.6 |
|
| R2 |
1,642.0 |
1,642.0 |
1,624.7 |
|
| R1 |
1,630.5 |
1,630.5 |
1,621.8 |
1,636.3 |
| PP |
1,610.4 |
1,610.4 |
1,610.4 |
1,613.3 |
| S1 |
1,598.9 |
1,598.9 |
1,616.0 |
1,604.7 |
| S2 |
1,578.8 |
1,578.8 |
1,613.1 |
|
| S3 |
1,547.2 |
1,567.3 |
1,610.2 |
|
| S4 |
1,515.6 |
1,535.7 |
1,601.5 |
|
|
| 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 |
1,622.0 |
1,560.0 |
62.0 |
3.8% |
28.2 |
1.7% |
95% |
True |
False |
2,908 |
| 10 |
1,657.1 |
1,560.0 |
97.1 |
6.0% |
23.7 |
1.5% |
61% |
False |
False |
3,912 |
| 20 |
1,687.6 |
1,560.0 |
127.6 |
7.9% |
19.4 |
1.2% |
46% |
False |
False |
2,988 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
8.8% |
17.5 |
1.1% |
41% |
False |
False |
2,327 |
| 60 |
1,738.1 |
1,560.0 |
178.1 |
11.0% |
16.3 |
1.0% |
33% |
False |
False |
1,841 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.3% |
15.5 |
1.0% |
29% |
False |
False |
1,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,756.3 |
|
2.618 |
1,704.7 |
|
1.618 |
1,673.1 |
|
1.000 |
1,653.6 |
|
0.618 |
1,641.5 |
|
HIGH |
1,622.0 |
|
0.618 |
1,609.9 |
|
0.500 |
1,606.2 |
|
0.382 |
1,602.5 |
|
LOW |
1,590.4 |
|
0.618 |
1,570.9 |
|
1.000 |
1,558.8 |
|
1.618 |
1,539.3 |
|
2.618 |
1,507.7 |
|
4.250 |
1,456.1 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.7 |
1,612.1 |
| PP |
1,610.4 |
1,605.3 |
| S1 |
1,606.2 |
1,598.5 |
|