| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
4,938.0 |
4,959.0 |
21.0 |
0.4% |
4,896.0 |
| High |
4,973.0 |
5,005.0 |
32.0 |
0.6% |
4,935.0 |
| Low |
4,936.0 |
4,952.0 |
16.0 |
0.3% |
4,828.0 |
| Close |
4,956.0 |
4,994.0 |
38.0 |
0.8% |
4,935.0 |
| Range |
37.0 |
53.0 |
16.0 |
43.2% |
107.0 |
| ATR |
37.0 |
38.2 |
1.1 |
3.1% |
0.0 |
| Volume |
23,939 |
25,774 |
1,835 |
7.7% |
110,071 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,142.7 |
5,121.3 |
5,023.2 |
|
| R3 |
5,089.7 |
5,068.3 |
5,008.6 |
|
| R2 |
5,036.7 |
5,036.7 |
5,003.7 |
|
| R1 |
5,015.3 |
5,015.3 |
4,998.9 |
5,026.0 |
| PP |
4,983.7 |
4,983.7 |
4,983.7 |
4,989.0 |
| S1 |
4,962.3 |
4,962.3 |
4,989.1 |
4,973.0 |
| S2 |
4,930.7 |
4,930.7 |
4,984.3 |
|
| S3 |
4,877.7 |
4,909.3 |
4,979.4 |
|
| S4 |
4,824.7 |
4,856.3 |
4,964.9 |
|
|
| 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 |
5,005.0 |
4,880.0 |
125.0 |
2.5% |
38.8 |
0.8% |
91% |
True |
False |
21,310 |
| 10 |
5,005.0 |
4,828.0 |
177.0 |
3.5% |
36.7 |
0.7% |
94% |
True |
False |
22,124 |
| 20 |
5,005.0 |
4,709.0 |
296.0 |
5.9% |
34.1 |
0.7% |
96% |
True |
False |
22,284 |
| 40 |
5,005.0 |
4,547.0 |
458.0 |
9.2% |
33.4 |
0.7% |
98% |
True |
False |
25,849 |
| 60 |
5,005.0 |
4,327.0 |
678.0 |
13.6% |
26.5 |
0.5% |
98% |
True |
False |
17,560 |
| 80 |
5,005.0 |
4,315.0 |
690.0 |
13.8% |
22.3 |
0.4% |
98% |
True |
False |
13,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,230.3 |
|
2.618 |
5,143.8 |
|
1.618 |
5,090.8 |
|
1.000 |
5,058.0 |
|
0.618 |
5,037.8 |
|
HIGH |
5,005.0 |
|
0.618 |
4,984.8 |
|
0.500 |
4,978.5 |
|
0.382 |
4,972.2 |
|
LOW |
4,952.0 |
|
0.618 |
4,919.2 |
|
1.000 |
4,899.0 |
|
1.618 |
4,866.2 |
|
2.618 |
4,813.2 |
|
4.250 |
4,726.8 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,988.8 |
4,983.0 |
| PP |
4,983.7 |
4,972.0 |
| S1 |
4,978.5 |
4,961.0 |
|