| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,618.0 |
2,664.0 |
46.0 |
1.8% |
2,637.0 |
| High |
2,666.0 |
2,671.0 |
5.0 |
0.2% |
2,668.0 |
| Low |
2,608.0 |
2,626.0 |
18.0 |
0.7% |
2,601.0 |
| Close |
2,665.0 |
2,640.0 |
-25.0 |
-0.9% |
2,615.0 |
| Range |
58.0 |
45.0 |
-13.0 |
-22.4% |
67.0 |
| ATR |
39.5 |
39.8 |
0.4 |
1.0% |
0.0 |
| Volume |
918,313 |
1,535,739 |
617,426 |
67.2% |
4,161,431 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.7 |
2,755.3 |
2,664.8 |
|
| R3 |
2,735.7 |
2,710.3 |
2,652.4 |
|
| R2 |
2,690.7 |
2,690.7 |
2,648.3 |
|
| R1 |
2,665.3 |
2,665.3 |
2,644.1 |
2,655.5 |
| PP |
2,645.7 |
2,645.7 |
2,645.7 |
2,640.8 |
| S1 |
2,620.3 |
2,620.3 |
2,635.9 |
2,610.5 |
| S2 |
2,600.7 |
2,600.7 |
2,631.8 |
|
| S3 |
2,555.7 |
2,575.3 |
2,627.6 |
|
| S4 |
2,510.7 |
2,530.3 |
2,615.3 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,789.0 |
2,651.9 |
|
| R3 |
2,762.0 |
2,722.0 |
2,633.4 |
|
| R2 |
2,695.0 |
2,695.0 |
2,627.3 |
|
| R1 |
2,655.0 |
2,655.0 |
2,621.1 |
2,641.5 |
| PP |
2,628.0 |
2,628.0 |
2,628.0 |
2,621.3 |
| S1 |
2,588.0 |
2,588.0 |
2,608.9 |
2,574.5 |
| S2 |
2,561.0 |
2,561.0 |
2,602.7 |
|
| S3 |
2,494.0 |
2,521.0 |
2,596.6 |
|
| S4 |
2,427.0 |
2,454.0 |
2,578.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,671.0 |
2,601.0 |
70.0 |
2.7% |
42.8 |
1.6% |
56% |
True |
False |
1,005,577 |
| 10 |
2,671.0 |
2,587.0 |
84.0 |
3.2% |
43.5 |
1.6% |
63% |
True |
False |
947,168 |
| 20 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
40.6 |
1.5% |
32% |
False |
False |
957,617 |
| 40 |
2,755.0 |
2,587.0 |
168.0 |
6.4% |
34.8 |
1.3% |
32% |
False |
False |
838,012 |
| 60 |
2,755.0 |
2,473.0 |
282.0 |
10.7% |
32.2 |
1.2% |
59% |
False |
False |
613,219 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
33.7 |
1.3% |
66% |
False |
False |
461,197 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
34.4 |
1.3% |
66% |
False |
False |
369,516 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
14.2% |
34.1 |
1.3% |
69% |
False |
False |
309,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.3 |
|
2.618 |
2,788.8 |
|
1.618 |
2,743.8 |
|
1.000 |
2,716.0 |
|
0.618 |
2,698.8 |
|
HIGH |
2,671.0 |
|
0.618 |
2,653.8 |
|
0.500 |
2,648.5 |
|
0.382 |
2,643.2 |
|
LOW |
2,626.0 |
|
0.618 |
2,598.2 |
|
1.000 |
2,581.0 |
|
1.618 |
2,553.2 |
|
2.618 |
2,508.2 |
|
4.250 |
2,434.8 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.5 |
2,638.7 |
| PP |
2,645.7 |
2,637.3 |
| S1 |
2,642.8 |
2,636.0 |
|