| 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 |
1,675.4 |
1,663.9 |
-11.5 |
-0.7% |
1,657.9 |
| High |
1,680.0 |
1,681.2 |
1.2 |
0.1% |
1,683.2 |
| Low |
1,657.4 |
1,659.9 |
2.5 |
0.2% |
1,651.0 |
| Close |
1,660.6 |
1,669.4 |
8.8 |
0.5% |
1,669.4 |
| Range |
22.6 |
21.3 |
-1.3 |
-5.8% |
32.2 |
| ATR |
18.9 |
19.0 |
0.2 |
0.9% |
0.0 |
| Volume |
6,044 |
3,250 |
-2,794 |
-46.2% |
384,428 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.1 |
1,723.0 |
1,681.1 |
|
| R3 |
1,712.8 |
1,701.7 |
1,675.3 |
|
| R2 |
1,691.5 |
1,691.5 |
1,673.3 |
|
| R1 |
1,680.4 |
1,680.4 |
1,671.4 |
1,686.0 |
| PP |
1,670.2 |
1,670.2 |
1,670.2 |
1,672.9 |
| S1 |
1,659.1 |
1,659.1 |
1,667.4 |
1,664.7 |
| S2 |
1,648.9 |
1,648.9 |
1,665.5 |
|
| S3 |
1,627.6 |
1,637.8 |
1,663.5 |
|
| S4 |
1,606.3 |
1,616.5 |
1,657.7 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.5 |
1,749.1 |
1,687.1 |
|
| R3 |
1,732.3 |
1,716.9 |
1,678.3 |
|
| R2 |
1,700.1 |
1,700.1 |
1,675.3 |
|
| R1 |
1,684.7 |
1,684.7 |
1,672.4 |
1,692.4 |
| PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,671.7 |
| S1 |
1,652.5 |
1,652.5 |
1,666.4 |
1,660.2 |
| S2 |
1,635.7 |
1,635.7 |
1,663.5 |
|
| S3 |
1,603.5 |
1,620.3 |
1,660.5 |
|
| S4 |
1,571.3 |
1,588.1 |
1,651.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,683.2 |
1,651.0 |
32.2 |
1.9% |
17.5 |
1.0% |
57% |
False |
False |
76,885 |
| 10 |
1,695.9 |
1,651.0 |
44.9 |
2.7% |
16.0 |
1.0% |
41% |
False |
False |
114,860 |
| 20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
18.8 |
1.1% |
60% |
False |
False |
138,659 |
| 40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.4 |
1.2% |
44% |
False |
False |
129,980 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.3 |
1.2% |
33% |
False |
False |
104,630 |
| 80 |
1,783.5 |
1,626.0 |
157.5 |
9.4% |
18.7 |
1.1% |
28% |
False |
False |
79,975 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.9 |
1.1% |
25% |
False |
False |
64,717 |
| 120 |
1,800.0 |
1,598.0 |
202.0 |
12.1% |
18.7 |
1.1% |
35% |
False |
False |
54,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,771.7 |
|
2.618 |
1,737.0 |
|
1.618 |
1,715.7 |
|
1.000 |
1,702.5 |
|
0.618 |
1,694.4 |
|
HIGH |
1,681.2 |
|
0.618 |
1,673.1 |
|
0.500 |
1,670.6 |
|
0.382 |
1,668.0 |
|
LOW |
1,659.9 |
|
0.618 |
1,646.7 |
|
1.000 |
1,638.6 |
|
1.618 |
1,625.4 |
|
2.618 |
1,604.1 |
|
4.250 |
1,569.4 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.6 |
1,670.3 |
| PP |
1,670.2 |
1,670.0 |
| S1 |
1,669.8 |
1,669.7 |
|