| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,667.9 |
1,648.6 |
-19.3 |
-1.2% |
1,669.1 |
| High |
1,670.3 |
1,653.8 |
-16.5 |
-1.0% |
1,687.0 |
| Low |
1,644.1 |
1,639.5 |
-4.6 |
-0.3% |
1,661.8 |
| Close |
1,649.1 |
1,649.6 |
0.5 |
0.0% |
1,666.9 |
| Range |
26.2 |
14.3 |
-11.9 |
-45.4% |
25.2 |
| ATR |
18.3 |
18.0 |
-0.3 |
-1.6% |
0.0 |
| Volume |
161,668 |
137,082 |
-24,586 |
-15.2% |
642,088 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,690.5 |
1,684.4 |
1,657.5 |
|
| R3 |
1,676.2 |
1,670.1 |
1,653.5 |
|
| R2 |
1,661.9 |
1,661.9 |
1,652.2 |
|
| R1 |
1,655.8 |
1,655.8 |
1,650.9 |
1,658.9 |
| PP |
1,647.6 |
1,647.6 |
1,647.6 |
1,649.2 |
| S1 |
1,641.5 |
1,641.5 |
1,648.3 |
1,644.6 |
| S2 |
1,633.3 |
1,633.3 |
1,647.0 |
|
| S3 |
1,619.0 |
1,627.2 |
1,645.7 |
|
| S4 |
1,604.7 |
1,612.9 |
1,641.7 |
|
|
| 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 |
1,683.9 |
1,639.5 |
44.4 |
2.7% |
16.2 |
1.0% |
23% |
False |
True |
134,831 |
| 10 |
1,687.0 |
1,639.5 |
47.5 |
2.9% |
18.5 |
1.1% |
21% |
False |
True |
146,073 |
| 20 |
1,699.9 |
1,639.5 |
60.4 |
3.7% |
17.0 |
1.0% |
17% |
False |
True |
95,300 |
| 40 |
1,706.1 |
1,627.9 |
78.2 |
4.7% |
18.8 |
1.1% |
28% |
False |
False |
52,781 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.1 |
1.1% |
17% |
False |
False |
36,044 |
| 80 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
17.6 |
1.1% |
17% |
False |
False |
27,434 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.2 |
1.0% |
12% |
False |
False |
22,149 |
| 120 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
12% |
False |
False |
18,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,714.6 |
|
2.618 |
1,691.2 |
|
1.618 |
1,676.9 |
|
1.000 |
1,668.1 |
|
0.618 |
1,662.6 |
|
HIGH |
1,653.8 |
|
0.618 |
1,648.3 |
|
0.500 |
1,646.7 |
|
0.382 |
1,645.0 |
|
LOW |
1,639.5 |
|
0.618 |
1,630.7 |
|
1.000 |
1,625.2 |
|
1.618 |
1,616.4 |
|
2.618 |
1,602.1 |
|
4.250 |
1,578.7 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,648.6 |
1,656.9 |
| PP |
1,647.6 |
1,654.5 |
| S1 |
1,646.7 |
1,652.0 |
|