| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
5,010.0 |
4,985.0 |
-25.0 |
-0.5% |
5,014.0 |
| High |
5,049.0 |
5,019.0 |
-30.0 |
-0.6% |
5,087.0 |
| Low |
4,995.0 |
4,960.0 |
-35.0 |
-0.7% |
4,956.0 |
| Close |
5,042.0 |
4,978.0 |
-64.0 |
-1.3% |
4,993.0 |
| Range |
54.0 |
59.0 |
5.0 |
9.3% |
131.0 |
| ATR |
45.9 |
48.4 |
2.6 |
5.6% |
0.0 |
| Volume |
21,596 |
30,651 |
9,055 |
41.9% |
150,782 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,162.7 |
5,129.3 |
5,010.5 |
|
| R3 |
5,103.7 |
5,070.3 |
4,994.2 |
|
| R2 |
5,044.7 |
5,044.7 |
4,988.8 |
|
| R1 |
5,011.3 |
5,011.3 |
4,983.4 |
4,998.5 |
| PP |
4,985.7 |
4,985.7 |
4,985.7 |
4,979.3 |
| S1 |
4,952.3 |
4,952.3 |
4,972.6 |
4,939.5 |
| S2 |
4,926.7 |
4,926.7 |
4,967.2 |
|
| S3 |
4,867.7 |
4,893.3 |
4,961.8 |
|
| S4 |
4,808.7 |
4,834.3 |
4,945.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,405.0 |
5,330.0 |
5,065.1 |
|
| R3 |
5,274.0 |
5,199.0 |
5,029.0 |
|
| R2 |
5,143.0 |
5,143.0 |
5,017.0 |
|
| R1 |
5,068.0 |
5,068.0 |
5,005.0 |
5,040.0 |
| PP |
5,012.0 |
5,012.0 |
5,012.0 |
4,998.0 |
| S1 |
4,937.0 |
4,937.0 |
4,981.0 |
4,909.0 |
| S2 |
4,881.0 |
4,881.0 |
4,969.0 |
|
| S3 |
4,750.0 |
4,806.0 |
4,957.0 |
|
| S4 |
4,619.0 |
4,675.0 |
4,921.0 |
|
|
| 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% |
62.0 |
1.2% |
17% |
False |
False |
31,426 |
| 10 |
5,087.0 |
4,936.0 |
151.0 |
3.0% |
49.8 |
1.0% |
28% |
False |
False |
27,324 |
| 20 |
5,087.0 |
4,828.0 |
259.0 |
5.2% |
42.2 |
0.8% |
58% |
False |
False |
24,757 |
| 40 |
5,087.0 |
4,608.0 |
479.0 |
9.6% |
37.4 |
0.8% |
77% |
False |
False |
22,575 |
| 60 |
5,087.0 |
4,444.0 |
643.0 |
12.9% |
32.2 |
0.6% |
83% |
False |
False |
21,283 |
| 80 |
5,087.0 |
4,315.0 |
772.0 |
15.5% |
27.3 |
0.5% |
86% |
False |
False |
15,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,269.8 |
|
2.618 |
5,173.5 |
|
1.618 |
5,114.5 |
|
1.000 |
5,078.0 |
|
0.618 |
5,055.5 |
|
HIGH |
5,019.0 |
|
0.618 |
4,996.5 |
|
0.500 |
4,989.5 |
|
0.382 |
4,982.5 |
|
LOW |
4,960.0 |
|
0.618 |
4,923.5 |
|
1.000 |
4,901.0 |
|
1.618 |
4,864.5 |
|
2.618 |
4,805.5 |
|
4.250 |
4,709.3 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,989.5 |
5,004.5 |
| PP |
4,985.7 |
4,995.7 |
| S1 |
4,981.8 |
4,986.8 |
|