| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,880.08 |
13,979.30 |
99.22 |
0.7% |
13,895.98 |
| High |
14,013.60 |
13,991.61 |
-21.99 |
-0.2% |
14,019.78 |
| Low |
13,880.08 |
13,913.18 |
33.10 |
0.2% |
13,860.58 |
| Close |
13,979.30 |
13,986.52 |
7.22 |
0.1% |
14,009.79 |
| Range |
133.52 |
78.43 |
-55.09 |
-41.3% |
159.20 |
| ATR |
105.04 |
103.14 |
-1.90 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,199.06 |
14,171.22 |
14,029.66 |
|
| R3 |
14,120.63 |
14,092.79 |
14,008.09 |
|
| R2 |
14,042.20 |
14,042.20 |
14,000.90 |
|
| R1 |
14,014.36 |
14,014.36 |
13,993.71 |
14,028.28 |
| PP |
13,963.77 |
13,963.77 |
13,963.77 |
13,970.73 |
| S1 |
13,935.93 |
13,935.93 |
13,979.33 |
13,949.85 |
| S2 |
13,885.34 |
13,885.34 |
13,972.14 |
|
| S3 |
13,806.91 |
13,857.50 |
13,964.95 |
|
| S4 |
13,728.48 |
13,779.07 |
13,943.38 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,440.98 |
14,384.59 |
14,097.35 |
|
| R3 |
14,281.78 |
14,225.39 |
14,053.57 |
|
| R2 |
14,122.58 |
14,122.58 |
14,038.98 |
|
| R1 |
14,066.19 |
14,066.19 |
14,024.38 |
14,094.39 |
| PP |
13,963.38 |
13,963.38 |
13,963.38 |
13,977.48 |
| S1 |
13,906.99 |
13,906.99 |
13,995.20 |
13,935.19 |
| S2 |
13,804.18 |
13,804.18 |
13,980.60 |
|
| S3 |
13,644.98 |
13,747.79 |
13,966.01 |
|
| S4 |
13,485.78 |
13,588.59 |
13,922.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,019.78 |
13,860.58 |
159.20 |
1.1% |
118.92 |
0.9% |
79% |
False |
False |
|
| 10 |
14,019.78 |
13,779.33 |
240.45 |
1.7% |
97.79 |
0.7% |
86% |
False |
False |
|
| 20 |
14,019.78 |
13,329.08 |
690.70 |
4.9% |
91.00 |
0.7% |
95% |
False |
False |
|
| 40 |
14,019.78 |
12,883.89 |
1,135.89 |
8.1% |
107.47 |
0.8% |
97% |
False |
False |
|
| 60 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
114.27 |
0.8% |
98% |
False |
False |
|
| 80 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
121.99 |
0.9% |
98% |
False |
False |
|
| 100 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
119.66 |
0.9% |
98% |
False |
False |
|
| 120 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
115.97 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,324.94 |
|
2.618 |
14,196.94 |
|
1.618 |
14,118.51 |
|
1.000 |
14,070.04 |
|
0.618 |
14,040.08 |
|
HIGH |
13,991.61 |
|
0.618 |
13,961.65 |
|
0.500 |
13,952.40 |
|
0.382 |
13,943.14 |
|
LOW |
13,913.18 |
|
0.618 |
13,864.71 |
|
1.000 |
13,834.75 |
|
1.618 |
13,786.28 |
|
2.618 |
13,707.85 |
|
4.250 |
13,579.85 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,975.15 |
13,971.09 |
| PP |
13,963.77 |
13,955.65 |
| S1 |
13,952.40 |
13,940.22 |
|