| 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 |
14,004.95 |
13,784.17 |
-220.78 |
-1.6% |
13,981.76 |
| High |
14,081.58 |
13,918.44 |
-163.14 |
-1.2% |
14,058.27 |
| Low |
13,784.01 |
13,784.17 |
0.16 |
0.0% |
13,834.40 |
| Close |
13,784.17 |
13,900.13 |
115.96 |
0.8% |
14,000.57 |
| Range |
297.57 |
134.27 |
-163.30 |
-54.9% |
223.87 |
| ATR |
111.92 |
113.52 |
1.60 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,270.39 |
14,219.53 |
13,973.98 |
|
| R3 |
14,136.12 |
14,085.26 |
13,937.05 |
|
| R2 |
14,001.85 |
14,001.85 |
13,924.75 |
|
| R1 |
13,950.99 |
13,950.99 |
13,912.44 |
13,976.42 |
| PP |
13,867.58 |
13,867.58 |
13,867.58 |
13,880.30 |
| S1 |
13,816.72 |
13,816.72 |
13,887.82 |
13,842.15 |
| S2 |
13,733.31 |
13,733.31 |
13,875.51 |
|
| S3 |
13,599.04 |
13,682.45 |
13,863.21 |
|
| S4 |
13,464.77 |
13,548.18 |
13,826.28 |
|
|
| 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 |
14,081.58 |
13,784.01 |
297.57 |
2.1% |
156.91 |
1.1% |
39% |
False |
False |
|
| 10 |
14,081.58 |
13,784.01 |
297.57 |
2.1% |
116.87 |
0.8% |
39% |
False |
False |
|
| 20 |
14,081.58 |
13,784.01 |
297.57 |
2.1% |
109.47 |
0.8% |
39% |
False |
False |
|
| 40 |
14,081.58 |
12,883.89 |
1,197.69 |
8.6% |
106.95 |
0.8% |
85% |
False |
False |
|
| 60 |
14,081.58 |
12,883.89 |
1,197.69 |
8.6% |
107.16 |
0.8% |
85% |
False |
False |
|
| 80 |
14,081.58 |
12,471.49 |
1,610.09 |
11.6% |
120.21 |
0.9% |
89% |
False |
False |
|
| 100 |
14,081.58 |
12,471.49 |
1,610.09 |
11.6% |
119.55 |
0.9% |
89% |
False |
False |
|
| 120 |
14,081.58 |
12,471.49 |
1,610.09 |
11.6% |
117.73 |
0.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,489.09 |
|
2.618 |
14,269.96 |
|
1.618 |
14,135.69 |
|
1.000 |
14,052.71 |
|
0.618 |
14,001.42 |
|
HIGH |
13,918.44 |
|
0.618 |
13,867.15 |
|
0.500 |
13,851.31 |
|
0.382 |
13,835.46 |
|
LOW |
13,784.17 |
|
0.618 |
13,701.19 |
|
1.000 |
13,649.90 |
|
1.618 |
13,566.92 |
|
2.618 |
13,432.65 |
|
4.250 |
13,213.52 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,883.86 |
13,932.80 |
| PP |
13,867.58 |
13,921.91 |
| S1 |
13,851.31 |
13,911.02 |
|