| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,516.00 |
1,528.75 |
12.75 |
0.8% |
1,513.50 |
| High |
1,529.00 |
1,530.00 |
1.00 |
0.1% |
1,522.00 |
| Low |
1,515.25 |
1,506.50 |
-8.75 |
-0.6% |
1,508.50 |
| Close |
1,528.00 |
1,507.00 |
-21.00 |
-1.4% |
1,517.00 |
| Range |
13.75 |
23.50 |
9.75 |
70.9% |
13.50 |
| ATR |
13.08 |
13.82 |
0.74 |
5.7% |
0.00 |
| Volume |
1,498,369 |
2,018,732 |
520,363 |
34.7% |
6,859,849 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.00 |
1,569.50 |
1,520.00 |
|
| R3 |
1,561.50 |
1,546.00 |
1,513.50 |
|
| R2 |
1,538.00 |
1,538.00 |
1,511.25 |
|
| R1 |
1,522.50 |
1,522.50 |
1,509.25 |
1,518.50 |
| PP |
1,514.50 |
1,514.50 |
1,514.50 |
1,512.50 |
| S1 |
1,499.00 |
1,499.00 |
1,504.75 |
1,495.00 |
| S2 |
1,491.00 |
1,491.00 |
1,502.75 |
|
| S3 |
1,467.50 |
1,475.50 |
1,500.50 |
|
| S4 |
1,444.00 |
1,452.00 |
1,494.00 |
|
|
| 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 |
1,530.00 |
1,506.50 |
23.50 |
1.6% |
13.50 |
0.9% |
2% |
True |
True |
1,577,694 |
| 10 |
1,530.00 |
1,494.50 |
35.50 |
2.4% |
12.50 |
0.8% |
35% |
True |
False |
1,551,937 |
| 20 |
1,530.00 |
1,482.75 |
47.25 |
3.1% |
12.75 |
0.8% |
51% |
True |
False |
1,578,179 |
| 40 |
1,530.00 |
1,382.25 |
147.75 |
9.8% |
15.00 |
1.0% |
84% |
True |
False |
1,463,047 |
| 60 |
1,530.00 |
1,376.50 |
153.50 |
10.2% |
15.00 |
1.0% |
85% |
True |
False |
1,167,780 |
| 80 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.25 |
1.1% |
88% |
True |
False |
876,647 |
| 100 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.25 |
1.1% |
88% |
True |
False |
701,710 |
| 120 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
15.50 |
1.0% |
88% |
True |
False |
584,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,630.00 |
|
2.618 |
1,591.50 |
|
1.618 |
1,568.00 |
|
1.000 |
1,553.50 |
|
0.618 |
1,544.50 |
|
HIGH |
1,530.00 |
|
0.618 |
1,521.00 |
|
0.500 |
1,518.25 |
|
0.382 |
1,515.50 |
|
LOW |
1,506.50 |
|
0.618 |
1,492.00 |
|
1.000 |
1,483.00 |
|
1.618 |
1,468.50 |
|
2.618 |
1,445.00 |
|
4.250 |
1,406.50 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,518.25 |
1,518.25 |
| PP |
1,514.50 |
1,514.50 |
| S1 |
1,510.75 |
1,510.75 |
|