| 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 |
13,927.54 |
13,880.62 |
-46.92 |
-0.3% |
13,981.76 |
| High |
13,927.54 |
14,001.19 |
73.65 |
0.5% |
14,058.27 |
| Low |
13,834.40 |
13,880.62 |
46.22 |
0.3% |
13,834.40 |
| Close |
13,880.62 |
14,000.57 |
119.95 |
0.9% |
14,000.57 |
| Range |
93.14 |
120.57 |
27.43 |
29.5% |
223.87 |
| ATR |
95.87 |
97.64 |
1.76 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,322.50 |
14,282.11 |
14,066.88 |
|
| R3 |
14,201.93 |
14,161.54 |
14,033.73 |
|
| R2 |
14,081.36 |
14,081.36 |
14,022.67 |
|
| R1 |
14,040.97 |
14,040.97 |
14,011.62 |
14,061.17 |
| PP |
13,960.79 |
13,960.79 |
13,960.79 |
13,970.89 |
| S1 |
13,920.40 |
13,920.40 |
13,989.52 |
13,940.60 |
| S2 |
13,840.22 |
13,840.22 |
13,978.47 |
|
| S3 |
13,719.65 |
13,799.83 |
13,967.41 |
|
| S4 |
13,599.08 |
13,679.26 |
13,934.26 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,636.02 |
14,542.17 |
14,123.70 |
|
| R3 |
14,412.15 |
14,318.30 |
14,062.13 |
|
| R2 |
14,188.28 |
14,188.28 |
14,041.61 |
|
| R1 |
14,094.43 |
14,094.43 |
14,021.09 |
14,141.36 |
| PP |
13,964.41 |
13,964.41 |
13,964.41 |
13,987.88 |
| S1 |
13,870.56 |
13,870.56 |
13,980.05 |
13,917.49 |
| S2 |
13,740.54 |
13,740.54 |
13,959.53 |
|
| S3 |
13,516.67 |
13,646.69 |
13,939.01 |
|
| S4 |
13,292.80 |
13,422.82 |
13,877.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,058.27 |
13,834.40 |
223.87 |
1.6% |
102.96 |
0.7% |
74% |
False |
False |
|
| 10 |
14,058.27 |
13,834.40 |
223.87 |
1.6% |
86.80 |
0.6% |
74% |
False |
False |
|
| 20 |
14,058.27 |
13,825.33 |
232.94 |
1.7% |
94.07 |
0.7% |
75% |
False |
False |
|
| 40 |
14,058.27 |
12,883.89 |
1,174.38 |
8.4% |
103.05 |
0.7% |
95% |
False |
False |
|
| 60 |
14,058.27 |
12,765.32 |
1,292.95 |
9.2% |
105.56 |
0.8% |
96% |
False |
False |
|
| 80 |
14,058.27 |
12,471.49 |
1,586.78 |
11.3% |
116.21 |
0.8% |
96% |
False |
False |
|
| 100 |
14,058.27 |
12,471.49 |
1,586.78 |
11.3% |
118.04 |
0.8% |
96% |
False |
False |
|
| 120 |
14,058.27 |
12,471.49 |
1,586.78 |
11.3% |
116.39 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,513.61 |
|
2.618 |
14,316.84 |
|
1.618 |
14,196.27 |
|
1.000 |
14,121.76 |
|
0.618 |
14,075.70 |
|
HIGH |
14,001.19 |
|
0.618 |
13,955.13 |
|
0.500 |
13,940.91 |
|
0.382 |
13,926.68 |
|
LOW |
13,880.62 |
|
0.618 |
13,806.11 |
|
1.000 |
13,760.05 |
|
1.618 |
13,685.54 |
|
2.618 |
13,564.97 |
|
4.250 |
13,368.20 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,980.68 |
13,982.49 |
| PP |
13,960.79 |
13,964.41 |
| S1 |
13,940.91 |
13,946.34 |
|