| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,516.25 |
1,518.75 |
2.50 |
0.2% |
1,513.50 |
| High |
1,520.75 |
1,521.75 |
1.00 |
0.1% |
1,522.00 |
| Low |
1,510.00 |
1,511.25 |
1.25 |
0.1% |
1,508.50 |
| Close |
1,518.50 |
1,517.00 |
-1.50 |
-0.1% |
1,517.00 |
| Range |
10.75 |
10.50 |
-0.25 |
-2.3% |
13.50 |
| ATR |
13.22 |
13.03 |
-0.19 |
-1.5% |
0.00 |
| Volume |
1,369,303 |
1,732,853 |
363,550 |
26.6% |
6,859,849 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.25 |
1,543.00 |
1,522.75 |
|
| R3 |
1,537.75 |
1,532.50 |
1,520.00 |
|
| R2 |
1,527.25 |
1,527.25 |
1,519.00 |
|
| R1 |
1,522.00 |
1,522.00 |
1,518.00 |
1,519.50 |
| PP |
1,516.75 |
1,516.75 |
1,516.75 |
1,515.25 |
| S1 |
1,511.50 |
1,511.50 |
1,516.00 |
1,509.00 |
| S2 |
1,506.25 |
1,506.25 |
1,515.00 |
|
| S3 |
1,495.75 |
1,501.00 |
1,514.00 |
|
| S4 |
1,485.25 |
1,490.50 |
1,511.25 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.25 |
1,550.25 |
1,524.50 |
|
| R3 |
1,542.75 |
1,536.75 |
1,520.75 |
|
| R2 |
1,529.25 |
1,529.25 |
1,519.50 |
|
| R1 |
1,523.25 |
1,523.25 |
1,518.25 |
1,526.25 |
| PP |
1,515.75 |
1,515.75 |
1,515.75 |
1,517.50 |
| S1 |
1,509.75 |
1,509.75 |
1,515.75 |
1,512.75 |
| S2 |
1,502.25 |
1,502.25 |
1,514.50 |
|
| S3 |
1,488.75 |
1,496.25 |
1,513.25 |
|
| S4 |
1,475.25 |
1,482.75 |
1,509.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,522.00 |
1,508.50 |
13.50 |
0.9% |
9.50 |
0.6% |
63% |
False |
False |
1,371,969 |
| 10 |
1,522.00 |
1,490.25 |
31.75 |
2.1% |
12.50 |
0.8% |
84% |
False |
False |
1,550,981 |
| 20 |
1,522.00 |
1,470.50 |
51.50 |
3.4% |
12.25 |
0.8% |
90% |
False |
False |
1,550,427 |
| 40 |
1,522.00 |
1,382.25 |
139.75 |
9.2% |
15.00 |
1.0% |
96% |
False |
False |
1,466,643 |
| 60 |
1,522.00 |
1,367.75 |
154.25 |
10.2% |
14.75 |
1.0% |
97% |
False |
False |
1,109,402 |
| 80 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.25 |
1.1% |
97% |
False |
False |
832,716 |
| 100 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.25 |
1.1% |
97% |
False |
False |
666,555 |
| 120 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
15.25 |
1.0% |
97% |
False |
False |
555,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,566.50 |
|
2.618 |
1,549.25 |
|
1.618 |
1,538.75 |
|
1.000 |
1,532.25 |
|
0.618 |
1,528.25 |
|
HIGH |
1,521.75 |
|
0.618 |
1,517.75 |
|
0.500 |
1,516.50 |
|
0.382 |
1,515.25 |
|
LOW |
1,511.25 |
|
0.618 |
1,504.75 |
|
1.000 |
1,500.75 |
|
1.618 |
1,494.25 |
|
2.618 |
1,483.75 |
|
4.250 |
1,466.50 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,516.75 |
1,516.75 |
| PP |
1,516.75 |
1,516.25 |
| S1 |
1,516.50 |
1,516.00 |
|