| 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 |
2,545.0 |
2,573.0 |
28.0 |
1.1% |
2,647.0 |
| High |
2,570.0 |
2,575.0 |
5.0 |
0.2% |
2,647.0 |
| Low |
2,538.0 |
2,550.0 |
12.0 |
0.5% |
2,523.0 |
| Close |
2,563.0 |
2,556.0 |
-7.0 |
-0.3% |
2,563.0 |
| Range |
32.0 |
25.0 |
-7.0 |
-21.9% |
124.0 |
| ATR |
34.6 |
33.9 |
-0.7 |
-2.0% |
0.0 |
| Volume |
597 |
5,112 |
4,515 |
756.3% |
15,059 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.3 |
2,620.7 |
2,569.8 |
|
| R3 |
2,610.3 |
2,595.7 |
2,562.9 |
|
| R2 |
2,585.3 |
2,585.3 |
2,560.6 |
|
| R1 |
2,570.7 |
2,570.7 |
2,558.3 |
2,565.5 |
| PP |
2,560.3 |
2,560.3 |
2,560.3 |
2,557.8 |
| S1 |
2,545.7 |
2,545.7 |
2,553.7 |
2,540.5 |
| S2 |
2,535.3 |
2,535.3 |
2,551.4 |
|
| S3 |
2,510.3 |
2,520.7 |
2,549.1 |
|
| S4 |
2,485.3 |
2,495.7 |
2,542.3 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.7 |
2,880.3 |
2,631.2 |
|
| R3 |
2,825.7 |
2,756.3 |
2,597.1 |
|
| R2 |
2,701.7 |
2,701.7 |
2,585.7 |
|
| R1 |
2,632.3 |
2,632.3 |
2,574.4 |
2,605.0 |
| PP |
2,577.7 |
2,577.7 |
2,577.7 |
2,564.0 |
| S1 |
2,508.3 |
2,508.3 |
2,551.6 |
2,481.0 |
| S2 |
2,453.7 |
2,453.7 |
2,540.3 |
|
| S3 |
2,329.7 |
2,384.3 |
2,528.9 |
|
| S4 |
2,205.7 |
2,260.3 |
2,494.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,595.0 |
2,523.0 |
72.0 |
2.8% |
38.2 |
1.5% |
46% |
False |
False |
3,402 |
| 10 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
38.6 |
1.5% |
20% |
False |
False |
2,038 |
| 20 |
2,689.0 |
2,523.0 |
166.0 |
6.5% |
30.8 |
1.2% |
20% |
False |
False |
1,436 |
| 40 |
2,689.0 |
2,520.0 |
169.0 |
6.6% |
27.7 |
1.1% |
21% |
False |
False |
2,572 |
| 60 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
25.8 |
1.0% |
60% |
False |
False |
1,852 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
26.4 |
1.0% |
60% |
False |
False |
1,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,681.3 |
|
2.618 |
2,640.5 |
|
1.618 |
2,615.5 |
|
1.000 |
2,600.0 |
|
0.618 |
2,590.5 |
|
HIGH |
2,575.0 |
|
0.618 |
2,565.5 |
|
0.500 |
2,562.5 |
|
0.382 |
2,559.6 |
|
LOW |
2,550.0 |
|
0.618 |
2,534.6 |
|
1.000 |
2,525.0 |
|
1.618 |
2,509.6 |
|
2.618 |
2,484.6 |
|
4.250 |
2,443.8 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,562.5 |
2,553.7 |
| PP |
2,560.3 |
2,551.3 |
| S1 |
2,558.2 |
2,549.0 |
|