| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,663.9 |
1,668.0 |
4.1 |
0.2% |
1,657.9 |
| High |
1,681.2 |
1,676.5 |
-4.7 |
-0.3% |
1,683.2 |
| Low |
1,659.9 |
1,661.6 |
1.7 |
0.1% |
1,651.0 |
| Close |
1,669.4 |
1,675.3 |
5.9 |
0.4% |
1,669.4 |
| Range |
21.3 |
14.9 |
-6.4 |
-30.0% |
32.2 |
| ATR |
19.0 |
18.7 |
-0.3 |
-1.6% |
0.0 |
| Volume |
3,250 |
450 |
-2,800 |
-86.2% |
384,428 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.8 |
1,710.5 |
1,683.5 |
|
| R3 |
1,700.9 |
1,695.6 |
1,679.4 |
|
| R2 |
1,686.0 |
1,686.0 |
1,678.0 |
|
| R1 |
1,680.7 |
1,680.7 |
1,676.7 |
1,683.4 |
| PP |
1,671.1 |
1,671.1 |
1,671.1 |
1,672.5 |
| S1 |
1,665.8 |
1,665.8 |
1,673.9 |
1,668.5 |
| S2 |
1,656.2 |
1,656.2 |
1,672.6 |
|
| S3 |
1,641.3 |
1,650.9 |
1,671.2 |
|
| S4 |
1,626.4 |
1,636.0 |
1,667.1 |
|
|
| 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 |
1,653.5 |
29.7 |
1.8% |
18.3 |
1.1% |
73% |
False |
False |
40,100 |
| 10 |
1,695.9 |
1,651.0 |
44.9 |
2.7% |
16.3 |
1.0% |
54% |
False |
False |
103,351 |
| 20 |
1,697.8 |
1,642.6 |
55.2 |
3.3% |
17.6 |
1.1% |
59% |
False |
False |
126,045 |
| 40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.3 |
1.1% |
50% |
False |
False |
126,047 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
18.9 |
1.1% |
38% |
False |
False |
104,554 |
| 80 |
1,776.9 |
1,626.0 |
150.9 |
9.0% |
18.7 |
1.1% |
33% |
False |
False |
79,971 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.0 |
1.1% |
28% |
False |
False |
64,697 |
| 120 |
1,800.0 |
1,598.0 |
202.0 |
12.1% |
18.7 |
1.1% |
38% |
False |
False |
54,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,739.8 |
|
2.618 |
1,715.5 |
|
1.618 |
1,700.6 |
|
1.000 |
1,691.4 |
|
0.618 |
1,685.7 |
|
HIGH |
1,676.5 |
|
0.618 |
1,670.8 |
|
0.500 |
1,669.1 |
|
0.382 |
1,667.3 |
|
LOW |
1,661.6 |
|
0.618 |
1,652.4 |
|
1.000 |
1,646.7 |
|
1.618 |
1,637.5 |
|
2.618 |
1,622.6 |
|
4.250 |
1,598.3 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,673.2 |
1,673.3 |
| PP |
1,671.1 |
1,671.3 |
| S1 |
1,669.1 |
1,669.3 |
|