| 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 |
1,669.1 |
1,673.4 |
4.3 |
0.3% |
1,664.2 |
| High |
1,684.8 |
1,682.3 |
-2.5 |
-0.1% |
1,687.6 |
| Low |
1,666.8 |
1,667.1 |
0.3 |
0.0% |
1,658.5 |
| Close |
1,674.7 |
1,680.4 |
5.7 |
0.3% |
1,674.7 |
| Range |
18.0 |
15.2 |
-2.8 |
-15.6% |
29.1 |
| ATR |
16.4 |
16.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
2,560 |
1,749 |
-811 |
-31.7% |
13,347 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,722.2 |
1,716.5 |
1,688.8 |
|
| R3 |
1,707.0 |
1,701.3 |
1,684.6 |
|
| R2 |
1,691.8 |
1,691.8 |
1,683.2 |
|
| R1 |
1,686.1 |
1,686.1 |
1,681.8 |
1,689.0 |
| PP |
1,676.6 |
1,676.6 |
1,676.6 |
1,678.0 |
| S1 |
1,670.9 |
1,670.9 |
1,679.0 |
1,673.8 |
| S2 |
1,661.4 |
1,661.4 |
1,677.6 |
|
| S3 |
1,646.2 |
1,655.7 |
1,676.2 |
|
| S4 |
1,631.0 |
1,640.5 |
1,672.0 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.9 |
1,746.9 |
1,690.7 |
|
| R3 |
1,731.8 |
1,717.8 |
1,682.7 |
|
| R2 |
1,702.7 |
1,702.7 |
1,680.0 |
|
| R1 |
1,688.7 |
1,688.7 |
1,677.4 |
1,695.7 |
| PP |
1,673.6 |
1,673.6 |
1,673.6 |
1,677.1 |
| S1 |
1,659.6 |
1,659.6 |
1,672.0 |
1,666.6 |
| S2 |
1,644.5 |
1,644.5 |
1,669.4 |
|
| S3 |
1,615.4 |
1,630.5 |
1,666.7 |
|
| S4 |
1,586.3 |
1,601.4 |
1,658.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,687.6 |
1,662.0 |
25.6 |
1.5% |
16.2 |
1.0% |
72% |
False |
False |
2,558 |
| 10 |
1,701.0 |
1,658.5 |
42.5 |
2.5% |
13.9 |
0.8% |
52% |
False |
False |
2,049 |
| 20 |
1,702.4 |
1,649.6 |
52.8 |
3.1% |
14.4 |
0.9% |
58% |
False |
False |
2,106 |
| 40 |
1,727.0 |
1,634.1 |
92.9 |
5.5% |
14.9 |
0.9% |
50% |
False |
False |
1,465 |
| 60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.0 |
0.8% |
37% |
False |
False |
1,503 |
| 80 |
1,779.2 |
1,634.1 |
145.1 |
8.6% |
13.6 |
0.8% |
32% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,746.9 |
|
2.618 |
1,722.1 |
|
1.618 |
1,706.9 |
|
1.000 |
1,697.5 |
|
0.618 |
1,691.7 |
|
HIGH |
1,682.3 |
|
0.618 |
1,676.5 |
|
0.500 |
1,674.7 |
|
0.382 |
1,672.9 |
|
LOW |
1,667.1 |
|
0.618 |
1,657.7 |
|
1.000 |
1,651.9 |
|
1.618 |
1,642.5 |
|
2.618 |
1,627.3 |
|
4.250 |
1,602.5 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.5 |
1,678.3 |
| PP |
1,676.6 |
1,676.2 |
| S1 |
1,674.7 |
1,674.2 |
|