| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
149.89 |
150.65 |
0.76 |
0.5% |
150.29 |
| High |
150.38 |
151.42 |
1.04 |
0.7% |
151.42 |
| Low |
149.60 |
150.39 |
0.79 |
0.5% |
149.51 |
| Close |
149.70 |
151.24 |
1.54 |
1.0% |
151.24 |
| Range |
0.78 |
1.03 |
0.25 |
32.1% |
1.91 |
| ATR |
1.13 |
1.18 |
0.04 |
3.7% |
0.00 |
| Volume |
108,975,797 |
131,173,000 |
22,197,203 |
20.4% |
596,648,290 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.11 |
153.70 |
151.81 |
|
| R3 |
153.08 |
152.67 |
151.52 |
|
| R2 |
152.05 |
152.05 |
151.43 |
|
| R1 |
151.64 |
151.64 |
151.33 |
151.85 |
| PP |
151.02 |
151.02 |
151.02 |
151.12 |
| S1 |
150.61 |
150.61 |
151.15 |
150.82 |
| S2 |
149.99 |
149.99 |
151.05 |
|
| S3 |
148.96 |
149.58 |
150.96 |
|
| S4 |
147.93 |
148.55 |
150.67 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.45 |
155.76 |
152.29 |
|
| R3 |
154.54 |
153.85 |
151.77 |
|
| R2 |
152.63 |
152.63 |
151.59 |
|
| R1 |
151.94 |
151.94 |
151.42 |
152.29 |
| PP |
150.72 |
150.72 |
150.72 |
150.90 |
| S1 |
150.03 |
150.03 |
151.06 |
150.38 |
| S2 |
148.81 |
148.81 |
150.89 |
|
| S3 |
146.90 |
148.12 |
150.71 |
|
| S4 |
144.99 |
146.21 |
150.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151.42 |
149.51 |
1.91 |
1.3% |
0.96 |
0.6% |
91% |
True |
False |
119,329,658 |
| 10 |
151.42 |
147.43 |
3.99 |
2.6% |
0.97 |
0.6% |
95% |
True |
False |
127,658,970 |
| 20 |
151.42 |
144.98 |
6.44 |
4.3% |
0.93 |
0.6% |
97% |
True |
False |
119,074,760 |
| 40 |
151.42 |
139.54 |
11.88 |
7.9% |
1.15 |
0.8% |
98% |
True |
False |
133,913,405 |
| 60 |
151.42 |
134.70 |
16.72 |
11.1% |
1.31 |
0.9% |
99% |
True |
False |
138,408,433 |
| 80 |
151.42 |
134.70 |
16.72 |
11.1% |
1.33 |
0.9% |
99% |
True |
False |
135,832,101 |
| 100 |
151.42 |
134.70 |
16.72 |
11.1% |
1.30 |
0.9% |
99% |
True |
False |
133,735,689 |
| 120 |
151.42 |
134.70 |
16.72 |
11.1% |
1.26 |
0.8% |
99% |
True |
False |
128,200,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.80 |
|
2.618 |
154.12 |
|
1.618 |
153.09 |
|
1.000 |
152.45 |
|
0.618 |
152.06 |
|
HIGH |
151.42 |
|
0.618 |
151.03 |
|
0.500 |
150.91 |
|
0.382 |
150.78 |
|
LOW |
150.39 |
|
0.618 |
149.75 |
|
1.000 |
149.36 |
|
1.618 |
148.72 |
|
2.618 |
147.69 |
|
4.250 |
146.01 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
151.13 |
151.00 |
| PP |
151.02 |
150.75 |
| S1 |
150.91 |
150.51 |
|