| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
4,833.0 |
4,860.0 |
27.0 |
0.6% |
4,831.0 |
| High |
4,859.0 |
4,895.0 |
36.0 |
0.7% |
4,889.0 |
| Low |
4,828.0 |
4,857.0 |
29.0 |
0.6% |
4,828.0 |
| Close |
4,844.0 |
4,883.0 |
39.0 |
0.8% |
4,879.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
61.0 |
| ATR |
36.1 |
37.2 |
1.1 |
2.9% |
0.0 |
| Volume |
26,893 |
20,218 |
-6,675 |
-24.8% |
103,578 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,992.3 |
4,975.7 |
4,903.9 |
|
| R3 |
4,954.3 |
4,937.7 |
4,893.5 |
|
| R2 |
4,916.3 |
4,916.3 |
4,890.0 |
|
| R1 |
4,899.7 |
4,899.7 |
4,886.5 |
4,908.0 |
| PP |
4,878.3 |
4,878.3 |
4,878.3 |
4,882.5 |
| S1 |
4,861.7 |
4,861.7 |
4,879.5 |
4,870.0 |
| S2 |
4,840.3 |
4,840.3 |
4,876.0 |
|
| S3 |
4,802.3 |
4,823.7 |
4,872.6 |
|
| S4 |
4,764.3 |
4,785.7 |
4,862.1 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,048.3 |
5,024.7 |
4,912.6 |
|
| R3 |
4,987.3 |
4,963.7 |
4,895.8 |
|
| R2 |
4,926.3 |
4,926.3 |
4,890.2 |
|
| R1 |
4,902.7 |
4,902.7 |
4,884.6 |
4,914.5 |
| PP |
4,865.3 |
4,865.3 |
4,865.3 |
4,871.3 |
| S1 |
4,841.7 |
4,841.7 |
4,873.4 |
4,853.5 |
| S2 |
4,804.3 |
4,804.3 |
4,867.8 |
|
| S3 |
4,743.3 |
4,780.7 |
4,862.2 |
|
| S4 |
4,682.3 |
4,719.7 |
4,845.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,902.0 |
4,828.0 |
74.0 |
1.5% |
37.2 |
0.8% |
74% |
False |
False |
25,072 |
| 10 |
4,902.0 |
4,745.0 |
157.0 |
3.2% |
32.0 |
0.7% |
88% |
False |
False |
23,097 |
| 20 |
4,902.0 |
4,670.0 |
232.0 |
4.8% |
30.9 |
0.6% |
92% |
False |
False |
21,947 |
| 40 |
4,902.0 |
4,504.0 |
398.0 |
8.2% |
30.4 |
0.6% |
95% |
False |
False |
23,119 |
| 60 |
4,902.0 |
4,315.0 |
587.0 |
12.0% |
24.5 |
0.5% |
97% |
False |
False |
15,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,056.5 |
|
2.618 |
4,994.5 |
|
1.618 |
4,956.5 |
|
1.000 |
4,933.0 |
|
0.618 |
4,918.5 |
|
HIGH |
4,895.0 |
|
0.618 |
4,880.5 |
|
0.500 |
4,876.0 |
|
0.382 |
4,871.5 |
|
LOW |
4,857.0 |
|
0.618 |
4,833.5 |
|
1.000 |
4,819.0 |
|
1.618 |
4,795.5 |
|
2.618 |
4,757.5 |
|
4.250 |
4,695.5 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,880.7 |
4,877.0 |
| PP |
4,878.3 |
4,871.0 |
| S1 |
4,876.0 |
4,865.0 |
|