| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
4,931.0 |
4,936.0 |
5.0 |
0.1% |
4,896.0 |
| High |
4,939.0 |
4,942.0 |
3.0 |
0.1% |
4,935.0 |
| Low |
4,915.0 |
4,917.0 |
2.0 |
0.0% |
4,828.0 |
| Close |
4,919.0 |
4,926.0 |
7.0 |
0.1% |
4,935.0 |
| Range |
24.0 |
25.0 |
1.0 |
4.2% |
107.0 |
| ATR |
37.1 |
36.2 |
-0.9 |
-2.3% |
0.0 |
| Volume |
17,955 |
19,634 |
1,679 |
9.4% |
110,071 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,003.3 |
4,989.7 |
4,939.8 |
|
| R3 |
4,978.3 |
4,964.7 |
4,932.9 |
|
| R2 |
4,953.3 |
4,953.3 |
4,930.6 |
|
| R1 |
4,939.7 |
4,939.7 |
4,928.3 |
4,934.0 |
| PP |
4,928.3 |
4,928.3 |
4,928.3 |
4,925.5 |
| S1 |
4,914.7 |
4,914.7 |
4,923.7 |
4,909.0 |
| S2 |
4,903.3 |
4,903.3 |
4,921.4 |
|
| S3 |
4,878.3 |
4,889.7 |
4,919.1 |
|
| S4 |
4,853.3 |
4,864.7 |
4,912.3 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,220.3 |
5,184.7 |
4,993.9 |
|
| R3 |
5,113.3 |
5,077.7 |
4,964.4 |
|
| R2 |
5,006.3 |
5,006.3 |
4,954.6 |
|
| R1 |
4,970.7 |
4,970.7 |
4,944.8 |
4,988.5 |
| PP |
4,899.3 |
4,899.3 |
4,899.3 |
4,908.3 |
| S1 |
4,863.7 |
4,863.7 |
4,925.2 |
4,881.5 |
| S2 |
4,792.3 |
4,792.3 |
4,915.4 |
|
| S3 |
4,685.3 |
4,756.7 |
4,905.6 |
|
| S4 |
4,578.3 |
4,649.7 |
4,876.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,942.0 |
4,857.0 |
85.0 |
1.7% |
34.8 |
0.7% |
81% |
True |
False |
19,604 |
| 10 |
4,942.0 |
4,828.0 |
114.0 |
2.3% |
34.6 |
0.7% |
86% |
True |
False |
22,190 |
| 20 |
4,942.0 |
4,676.0 |
266.0 |
5.4% |
32.2 |
0.7% |
94% |
True |
False |
21,880 |
| 40 |
4,942.0 |
4,547.0 |
395.0 |
8.0% |
32.0 |
0.7% |
96% |
True |
False |
24,851 |
| 60 |
4,942.0 |
4,315.0 |
627.0 |
12.7% |
25.5 |
0.5% |
97% |
True |
False |
16,740 |
| 80 |
4,942.0 |
4,315.0 |
627.0 |
12.7% |
21.2 |
0.4% |
97% |
True |
False |
12,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,048.3 |
|
2.618 |
5,007.5 |
|
1.618 |
4,982.5 |
|
1.000 |
4,967.0 |
|
0.618 |
4,957.5 |
|
HIGH |
4,942.0 |
|
0.618 |
4,932.5 |
|
0.500 |
4,929.5 |
|
0.382 |
4,926.6 |
|
LOW |
4,917.0 |
|
0.618 |
4,901.6 |
|
1.000 |
4,892.0 |
|
1.618 |
4,876.6 |
|
2.618 |
4,851.6 |
|
4.250 |
4,810.8 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,929.5 |
4,921.0 |
| PP |
4,928.3 |
4,916.0 |
| S1 |
4,927.2 |
4,911.0 |
|