| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
5,068.0 |
5,057.0 |
-11.0 |
-0.2% |
4,931.0 |
| High |
5,087.0 |
5,057.0 |
-30.0 |
-0.6% |
5,005.0 |
| Low |
5,065.0 |
4,956.0 |
-109.0 |
-2.2% |
4,915.0 |
| Close |
5,073.0 |
4,967.0 |
-106.0 |
-2.1% |
4,995.0 |
| Range |
22.0 |
101.0 |
79.0 |
359.1% |
90.0 |
| ATR |
37.1 |
42.8 |
5.7 |
15.4% |
0.0 |
| Volume |
27,845 |
44,293 |
16,448 |
59.1% |
107,800 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,296.3 |
5,232.7 |
5,022.6 |
|
| R3 |
5,195.3 |
5,131.7 |
4,994.8 |
|
| R2 |
5,094.3 |
5,094.3 |
4,985.5 |
|
| R1 |
5,030.7 |
5,030.7 |
4,976.3 |
5,012.0 |
| PP |
4,993.3 |
4,993.3 |
4,993.3 |
4,984.0 |
| S1 |
4,929.7 |
4,929.7 |
4,957.7 |
4,911.0 |
| S2 |
4,892.3 |
4,892.3 |
4,948.5 |
|
| S3 |
4,791.3 |
4,828.7 |
4,939.2 |
|
| S4 |
4,690.3 |
4,727.7 |
4,911.5 |
|
|
| 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 |
5,087.0 |
4,956.0 |
131.0 |
2.6% |
44.2 |
0.9% |
8% |
False |
True |
27,706 |
| 10 |
5,087.0 |
4,880.0 |
207.0 |
4.2% |
41.5 |
0.8% |
42% |
False |
False |
24,508 |
| 20 |
5,087.0 |
4,745.0 |
342.0 |
6.9% |
37.5 |
0.8% |
65% |
False |
False |
23,858 |
| 40 |
5,087.0 |
4,593.0 |
494.0 |
9.9% |
35.1 |
0.7% |
76% |
False |
False |
21,196 |
| 60 |
5,087.0 |
4,405.0 |
682.0 |
13.7% |
29.5 |
0.6% |
82% |
False |
False |
19,867 |
| 80 |
5,087.0 |
4,315.0 |
772.0 |
15.5% |
25.1 |
0.5% |
84% |
False |
False |
14,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,486.3 |
|
2.618 |
5,321.4 |
|
1.618 |
5,220.4 |
|
1.000 |
5,158.0 |
|
0.618 |
5,119.4 |
|
HIGH |
5,057.0 |
|
0.618 |
5,018.4 |
|
0.500 |
5,006.5 |
|
0.382 |
4,994.6 |
|
LOW |
4,956.0 |
|
0.618 |
4,893.6 |
|
1.000 |
4,855.0 |
|
1.618 |
4,792.6 |
|
2.618 |
4,691.6 |
|
4.250 |
4,526.8 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,006.5 |
5,021.5 |
| PP |
4,993.3 |
5,003.3 |
| S1 |
4,980.2 |
4,985.2 |
|