| 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 |
1,515.50 |
1,485.50 |
-30.00 |
-2.0% |
1,516.00 |
| High |
1,524.50 |
1,497.75 |
-26.75 |
-1.8% |
1,530.00 |
| Low |
1,481.75 |
1,482.75 |
1.00 |
0.1% |
1,495.00 |
| Close |
1,487.25 |
1,492.50 |
5.25 |
0.4% |
1,514.50 |
| Range |
42.75 |
15.00 |
-27.75 |
-64.9% |
35.00 |
| ATR |
15.96 |
15.89 |
-0.07 |
-0.4% |
0.00 |
| Volume |
3,093,507 |
2,933,833 |
-159,674 |
-5.2% |
7,791,781 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.00 |
1,529.25 |
1,500.75 |
|
| R3 |
1,521.00 |
1,514.25 |
1,496.50 |
|
| R2 |
1,506.00 |
1,506.00 |
1,495.25 |
|
| R1 |
1,499.25 |
1,499.25 |
1,494.00 |
1,502.50 |
| PP |
1,491.00 |
1,491.00 |
1,491.00 |
1,492.75 |
| S1 |
1,484.25 |
1,484.25 |
1,491.00 |
1,487.50 |
| S2 |
1,476.00 |
1,476.00 |
1,489.75 |
|
| S3 |
1,461.00 |
1,469.25 |
1,488.50 |
|
| S4 |
1,446.00 |
1,454.25 |
1,484.25 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.25 |
1,601.25 |
1,533.75 |
|
| R3 |
1,583.25 |
1,566.25 |
1,524.00 |
|
| R2 |
1,548.25 |
1,548.25 |
1,521.00 |
|
| R1 |
1,531.25 |
1,531.25 |
1,517.75 |
1,522.25 |
| PP |
1,513.25 |
1,513.25 |
1,513.25 |
1,508.50 |
| S1 |
1,496.25 |
1,496.25 |
1,511.25 |
1,487.25 |
| S2 |
1,478.25 |
1,478.25 |
1,508.00 |
|
| S3 |
1,443.25 |
1,461.25 |
1,505.00 |
|
| S4 |
1,408.25 |
1,426.25 |
1,495.25 |
|
|
| 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 |
1,481.75 |
48.25 |
3.2% |
21.75 |
1.5% |
22% |
False |
False |
2,464,150 |
| 10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
16.25 |
1.1% |
22% |
False |
False |
1,944,905 |
| 20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
15.00 |
1.0% |
22% |
False |
False |
1,802,311 |
| 40 |
1,530.00 |
1,382.25 |
147.75 |
9.9% |
14.75 |
1.0% |
75% |
False |
False |
1,608,611 |
| 60 |
1,530.00 |
1,382.25 |
147.75 |
9.9% |
15.25 |
1.0% |
75% |
False |
False |
1,339,154 |
| 80 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
16.50 |
1.1% |
81% |
False |
False |
1,005,379 |
| 100 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
16.25 |
1.1% |
81% |
False |
False |
804,575 |
| 120 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
15.75 |
1.1% |
81% |
False |
False |
670,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.50 |
|
2.618 |
1,537.00 |
|
1.618 |
1,522.00 |
|
1.000 |
1,512.75 |
|
0.618 |
1,507.00 |
|
HIGH |
1,497.75 |
|
0.618 |
1,492.00 |
|
0.500 |
1,490.25 |
|
0.382 |
1,488.50 |
|
LOW |
1,482.75 |
|
0.618 |
1,473.50 |
|
1.000 |
1,467.75 |
|
1.618 |
1,458.50 |
|
2.618 |
1,443.50 |
|
4.250 |
1,419.00 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,491.75 |
1,503.00 |
| PP |
1,491.00 |
1,499.50 |
| S1 |
1,490.25 |
1,496.00 |
|