| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
4,959.0 |
4,984.0 |
25.0 |
0.5% |
4,931.0 |
| High |
5,005.0 |
5,002.0 |
-3.0 |
-0.1% |
5,005.0 |
| Low |
4,952.0 |
4,979.0 |
27.0 |
0.5% |
4,915.0 |
| Close |
4,994.0 |
4,995.0 |
1.0 |
0.0% |
4,995.0 |
| Range |
53.0 |
23.0 |
-30.0 |
-56.6% |
90.0 |
| ATR |
38.2 |
37.1 |
-1.1 |
-2.8% |
0.0 |
| Volume |
25,774 |
20,498 |
-5,276 |
-20.5% |
107,800 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,061.0 |
5,051.0 |
5,007.7 |
|
| R3 |
5,038.0 |
5,028.0 |
5,001.3 |
|
| R2 |
5,015.0 |
5,015.0 |
4,999.2 |
|
| R1 |
5,005.0 |
5,005.0 |
4,997.1 |
5,010.0 |
| PP |
4,992.0 |
4,992.0 |
4,992.0 |
4,994.5 |
| S1 |
4,982.0 |
4,982.0 |
4,992.9 |
4,987.0 |
| S2 |
4,969.0 |
4,969.0 |
4,990.8 |
|
| S3 |
4,946.0 |
4,959.0 |
4,988.7 |
|
| S4 |
4,923.0 |
4,936.0 |
4,982.4 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,241.7 |
5,208.3 |
5,044.5 |
|
| R3 |
5,151.7 |
5,118.3 |
5,019.8 |
|
| R2 |
5,061.7 |
5,061.7 |
5,011.5 |
|
| R1 |
5,028.3 |
5,028.3 |
5,003.3 |
5,045.0 |
| PP |
4,971.7 |
4,971.7 |
4,971.7 |
4,980.0 |
| S1 |
4,938.3 |
4,938.3 |
4,986.8 |
4,955.0 |
| S2 |
4,881.7 |
4,881.7 |
4,978.5 |
|
| S3 |
4,791.7 |
4,848.3 |
4,970.3 |
|
| S4 |
4,701.7 |
4,758.3 |
4,945.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,005.0 |
4,915.0 |
90.0 |
1.8% |
32.4 |
0.6% |
89% |
False |
False |
21,560 |
| 10 |
5,005.0 |
4,828.0 |
177.0 |
3.5% |
35.6 |
0.7% |
94% |
False |
False |
21,787 |
| 20 |
5,005.0 |
4,728.0 |
277.0 |
5.5% |
32.9 |
0.7% |
96% |
False |
False |
21,896 |
| 40 |
5,005.0 |
4,571.0 |
434.0 |
8.7% |
33.6 |
0.7% |
98% |
False |
False |
24,568 |
| 60 |
5,005.0 |
4,348.0 |
657.0 |
13.2% |
26.6 |
0.5% |
98% |
False |
False |
17,901 |
| 80 |
5,005.0 |
4,315.0 |
690.0 |
13.8% |
22.6 |
0.5% |
99% |
False |
False |
13,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,099.8 |
|
2.618 |
5,062.2 |
|
1.618 |
5,039.2 |
|
1.000 |
5,025.0 |
|
0.618 |
5,016.2 |
|
HIGH |
5,002.0 |
|
0.618 |
4,993.2 |
|
0.500 |
4,990.5 |
|
0.382 |
4,987.8 |
|
LOW |
4,979.0 |
|
0.618 |
4,964.8 |
|
1.000 |
4,956.0 |
|
1.618 |
4,941.8 |
|
2.618 |
4,918.8 |
|
4.250 |
4,881.3 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,993.5 |
4,986.8 |
| PP |
4,992.0 |
4,978.7 |
| S1 |
4,990.5 |
4,970.5 |
|