| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,671.8 |
1,667.9 |
-3.9 |
-0.2% |
1,669.1 |
| High |
1,674.3 |
1,670.3 |
-4.0 |
-0.2% |
1,687.0 |
| Low |
1,665.8 |
1,644.1 |
-21.7 |
-1.3% |
1,661.8 |
| Close |
1,666.9 |
1,649.1 |
-17.8 |
-1.1% |
1,666.9 |
| Range |
8.5 |
26.2 |
17.7 |
208.2% |
25.2 |
| ATR |
17.7 |
18.3 |
0.6 |
3.4% |
0.0 |
| Volume |
94,741 |
161,668 |
66,927 |
70.6% |
642,088 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,733.1 |
1,717.3 |
1,663.5 |
|
| R3 |
1,706.9 |
1,691.1 |
1,656.3 |
|
| R2 |
1,680.7 |
1,680.7 |
1,653.9 |
|
| R1 |
1,664.9 |
1,664.9 |
1,651.5 |
1,659.7 |
| PP |
1,654.5 |
1,654.5 |
1,654.5 |
1,651.9 |
| S1 |
1,638.7 |
1,638.7 |
1,646.7 |
1,633.5 |
| S2 |
1,628.3 |
1,628.3 |
1,644.3 |
|
| S3 |
1,602.1 |
1,612.5 |
1,641.9 |
|
| S4 |
1,575.9 |
1,586.3 |
1,634.7 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.5 |
1,732.4 |
1,680.8 |
|
| R3 |
1,722.3 |
1,707.2 |
1,673.8 |
|
| R2 |
1,697.1 |
1,697.1 |
1,671.5 |
|
| R1 |
1,682.0 |
1,682.0 |
1,669.2 |
1,677.0 |
| PP |
1,671.9 |
1,671.9 |
1,671.9 |
1,669.4 |
| S1 |
1,656.8 |
1,656.8 |
1,664.6 |
1,651.8 |
| S2 |
1,646.7 |
1,646.7 |
1,662.3 |
|
| S3 |
1,621.5 |
1,631.6 |
1,660.0 |
|
| S4 |
1,596.3 |
1,606.4 |
1,653.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,687.0 |
1,644.1 |
42.9 |
2.6% |
17.3 |
1.1% |
12% |
False |
True |
138,245 |
| 10 |
1,687.0 |
1,644.1 |
42.9 |
2.6% |
18.2 |
1.1% |
12% |
False |
True |
144,192 |
| 20 |
1,699.9 |
1,644.1 |
55.8 |
3.4% |
17.0 |
1.0% |
9% |
False |
True |
89,693 |
| 40 |
1,713.3 |
1,627.9 |
85.4 |
5.2% |
19.0 |
1.2% |
25% |
False |
False |
49,391 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.0 |
1.1% |
16% |
False |
False |
33,832 |
| 80 |
1,758.5 |
1,627.9 |
130.6 |
7.9% |
17.6 |
1.1% |
16% |
False |
False |
25,727 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
12% |
False |
False |
20,784 |
| 120 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
12% |
False |
False |
17,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,781.7 |
|
2.618 |
1,738.9 |
|
1.618 |
1,712.7 |
|
1.000 |
1,696.5 |
|
0.618 |
1,686.5 |
|
HIGH |
1,670.3 |
|
0.618 |
1,660.3 |
|
0.500 |
1,657.2 |
|
0.382 |
1,654.1 |
|
LOW |
1,644.1 |
|
0.618 |
1,627.9 |
|
1.000 |
1,617.9 |
|
1.618 |
1,601.7 |
|
2.618 |
1,575.5 |
|
4.250 |
1,532.8 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,657.2 |
1,664.0 |
| PP |
1,654.5 |
1,659.0 |
| S1 |
1,651.8 |
1,654.1 |
|