| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
5,014.0 |
5,042.0 |
28.0 |
0.6% |
4,931.0 |
| High |
5,045.0 |
5,064.0 |
19.0 |
0.4% |
5,005.0 |
| Low |
5,007.0 |
5,027.0 |
20.0 |
0.4% |
4,915.0 |
| Close |
5,042.0 |
5,060.0 |
18.0 |
0.4% |
4,995.0 |
| Range |
38.0 |
37.0 |
-1.0 |
-2.6% |
90.0 |
| ATR |
38.0 |
37.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
25,768 |
20,130 |
-5,638 |
-21.9% |
107,800 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,161.3 |
5,147.7 |
5,080.4 |
|
| R3 |
5,124.3 |
5,110.7 |
5,070.2 |
|
| R2 |
5,087.3 |
5,087.3 |
5,066.8 |
|
| R1 |
5,073.7 |
5,073.7 |
5,063.4 |
5,080.5 |
| PP |
5,050.3 |
5,050.3 |
5,050.3 |
5,053.8 |
| S1 |
5,036.7 |
5,036.7 |
5,056.6 |
5,043.5 |
| S2 |
5,013.3 |
5,013.3 |
5,053.2 |
|
| S3 |
4,976.3 |
4,999.7 |
5,049.8 |
|
| S4 |
4,939.3 |
4,962.7 |
5,039.7 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,241.7 |
5,208.3 |
5,044.5 |
|
| R3 |
5,151.7 |
5,118.3 |
5,019.8 |
|
| R2 |
5,061.7 |
5,061.7 |
5,011.5 |
|
| R1 |
5,028.3 |
5,028.3 |
5,003.3 |
5,045.0 |
| PP |
4,971.7 |
4,971.7 |
4,971.7 |
4,980.0 |
| S1 |
4,938.3 |
4,938.3 |
4,986.8 |
4,955.0 |
| S2 |
4,881.7 |
4,881.7 |
4,978.5 |
|
| S3 |
4,791.7 |
4,848.3 |
4,970.3 |
|
| S4 |
4,701.7 |
4,758.3 |
4,945.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,064.0 |
4,936.0 |
128.0 |
2.5% |
37.6 |
0.7% |
97% |
True |
False |
23,221 |
| 10 |
5,064.0 |
4,857.0 |
207.0 |
4.1% |
36.2 |
0.7% |
98% |
True |
False |
21,413 |
| 20 |
5,064.0 |
4,732.0 |
332.0 |
6.6% |
34.2 |
0.7% |
99% |
True |
False |
22,523 |
| 40 |
5,064.0 |
4,583.0 |
481.0 |
9.5% |
34.3 |
0.7% |
99% |
True |
False |
20,700 |
| 60 |
5,064.0 |
4,390.0 |
674.0 |
13.3% |
27.6 |
0.5% |
99% |
True |
False |
18,665 |
| 80 |
5,064.0 |
4,315.0 |
749.0 |
14.8% |
23.5 |
0.5% |
99% |
True |
False |
14,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,221.3 |
|
2.618 |
5,160.9 |
|
1.618 |
5,123.9 |
|
1.000 |
5,101.0 |
|
0.618 |
5,086.9 |
|
HIGH |
5,064.0 |
|
0.618 |
5,049.9 |
|
0.500 |
5,045.5 |
|
0.382 |
5,041.1 |
|
LOW |
5,027.0 |
|
0.618 |
5,004.1 |
|
1.000 |
4,990.0 |
|
1.618 |
4,967.1 |
|
2.618 |
4,930.1 |
|
4.250 |
4,869.8 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,055.2 |
5,047.2 |
| PP |
5,050.3 |
5,034.3 |
| S1 |
5,045.5 |
5,021.5 |
|