| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,733.00 |
2,759.25 |
26.25 |
1.0% |
2,729.50 |
| High |
2,764.00 |
2,759.25 |
-4.75 |
-0.2% |
2,764.00 |
| Low |
2,730.50 |
2,709.00 |
-21.50 |
-0.8% |
2,716.25 |
| Close |
2,756.50 |
2,711.50 |
-45.00 |
-1.6% |
2,756.50 |
| Range |
33.50 |
50.25 |
16.75 |
50.0% |
47.75 |
| ATR |
32.68 |
33.94 |
1.25 |
3.8% |
0.00 |
| Volume |
222,751 |
275,933 |
53,182 |
23.9% |
1,115,849 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.25 |
2,844.75 |
2,739.25 |
|
| R3 |
2,827.00 |
2,794.50 |
2,725.25 |
|
| R2 |
2,776.75 |
2,776.75 |
2,720.75 |
|
| R1 |
2,744.25 |
2,744.25 |
2,716.00 |
2,735.50 |
| PP |
2,726.50 |
2,726.50 |
2,726.50 |
2,722.25 |
| S1 |
2,694.00 |
2,694.00 |
2,707.00 |
2,685.00 |
| S2 |
2,676.25 |
2,676.25 |
2,702.25 |
|
| S3 |
2,626.00 |
2,643.75 |
2,697.75 |
|
| S4 |
2,575.75 |
2,593.50 |
2,683.75 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.75 |
2,870.50 |
2,782.75 |
|
| R3 |
2,841.00 |
2,822.75 |
2,769.75 |
|
| R2 |
2,793.25 |
2,793.25 |
2,765.25 |
|
| R1 |
2,775.00 |
2,775.00 |
2,761.00 |
2,784.00 |
| PP |
2,745.50 |
2,745.50 |
2,745.50 |
2,750.25 |
| S1 |
2,727.25 |
2,727.25 |
2,752.00 |
2,736.50 |
| S2 |
2,697.75 |
2,697.75 |
2,747.75 |
|
| S3 |
2,650.00 |
2,679.50 |
2,743.25 |
|
| S4 |
2,602.25 |
2,631.75 |
2,730.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.00 |
2,709.00 |
55.00 |
2.0% |
32.50 |
1.2% |
5% |
False |
True |
237,869 |
| 10 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
32.50 |
1.2% |
6% |
False |
False |
230,099 |
| 20 |
2,768.75 |
2,698.50 |
70.25 |
2.6% |
28.50 |
1.1% |
19% |
False |
False |
210,146 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
7.0% |
35.00 |
1.3% |
70% |
False |
False |
186,783 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.8% |
35.50 |
1.3% |
79% |
False |
False |
124,603 |
| 80 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
34.00 |
1.3% |
77% |
False |
False |
93,465 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
30.25 |
1.1% |
61% |
False |
False |
74,773 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
25.50 |
0.9% |
61% |
False |
False |
62,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.75 |
|
2.618 |
2,890.75 |
|
1.618 |
2,840.50 |
|
1.000 |
2,809.50 |
|
0.618 |
2,790.25 |
|
HIGH |
2,759.25 |
|
0.618 |
2,740.00 |
|
0.500 |
2,734.00 |
|
0.382 |
2,728.25 |
|
LOW |
2,709.00 |
|
0.618 |
2,678.00 |
|
1.000 |
2,658.75 |
|
1.618 |
2,627.75 |
|
2.618 |
2,577.50 |
|
4.250 |
2,495.50 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.00 |
2,736.50 |
| PP |
2,726.50 |
2,728.25 |
| S1 |
2,719.00 |
2,719.75 |
|