| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,575.0 |
2,628.0 |
53.0 |
2.1% |
2,618.0 |
| High |
2,631.0 |
2,647.0 |
16.0 |
0.6% |
2,671.0 |
| Low |
2,562.0 |
2,608.0 |
46.0 |
1.8% |
2,574.0 |
| Close |
2,612.0 |
2,635.0 |
23.0 |
0.9% |
2,630.0 |
| Range |
69.0 |
39.0 |
-30.0 |
-43.5% |
97.0 |
| ATR |
54.5 |
53.4 |
-1.1 |
-2.0% |
0.0 |
| Volume |
1,034,096 |
1,267,063 |
232,967 |
22.5% |
5,565,486 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.0 |
2,730.0 |
2,656.5 |
|
| R3 |
2,708.0 |
2,691.0 |
2,645.7 |
|
| R2 |
2,669.0 |
2,669.0 |
2,642.2 |
|
| R1 |
2,652.0 |
2,652.0 |
2,638.6 |
2,660.5 |
| PP |
2,630.0 |
2,630.0 |
2,630.0 |
2,634.3 |
| S1 |
2,613.0 |
2,613.0 |
2,631.4 |
2,621.5 |
| S2 |
2,591.0 |
2,591.0 |
2,627.9 |
|
| S3 |
2,552.0 |
2,574.0 |
2,624.3 |
|
| S4 |
2,513.0 |
2,535.0 |
2,613.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.0 |
2,870.0 |
2,683.4 |
|
| R3 |
2,819.0 |
2,773.0 |
2,656.7 |
|
| R2 |
2,722.0 |
2,722.0 |
2,647.8 |
|
| R1 |
2,676.0 |
2,676.0 |
2,638.9 |
2,699.0 |
| PP |
2,625.0 |
2,625.0 |
2,625.0 |
2,636.5 |
| S1 |
2,579.0 |
2,579.0 |
2,621.1 |
2,602.0 |
| S2 |
2,528.0 |
2,528.0 |
2,612.2 |
|
| S3 |
2,431.0 |
2,482.0 |
2,603.3 |
|
| S4 |
2,334.0 |
2,385.0 |
2,576.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.0 |
2,556.0 |
145.0 |
5.5% |
70.2 |
2.7% |
54% |
False |
False |
1,497,167 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.5% |
58.8 |
2.2% |
54% |
False |
False |
1,261,774 |
| 20 |
2,732.0 |
2,556.0 |
176.0 |
6.7% |
52.5 |
2.0% |
45% |
False |
False |
1,148,663 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
40.0 |
1.5% |
40% |
False |
False |
939,482 |
| 60 |
2,755.0 |
2,512.0 |
243.0 |
9.2% |
36.3 |
1.4% |
51% |
False |
False |
756,912 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
35.8 |
1.4% |
64% |
False |
False |
568,671 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.8% |
35.6 |
1.4% |
64% |
False |
False |
455,307 |
| 120 |
2,755.0 |
2,399.0 |
356.0 |
13.5% |
36.1 |
1.4% |
66% |
False |
False |
380,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.8 |
|
2.618 |
2,749.1 |
|
1.618 |
2,710.1 |
|
1.000 |
2,686.0 |
|
0.618 |
2,671.1 |
|
HIGH |
2,647.0 |
|
0.618 |
2,632.1 |
|
0.500 |
2,627.5 |
|
0.382 |
2,622.9 |
|
LOW |
2,608.0 |
|
0.618 |
2,583.9 |
|
1.000 |
2,569.0 |
|
1.618 |
2,544.9 |
|
2.618 |
2,505.9 |
|
4.250 |
2,442.3 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,632.5 |
2,623.8 |
| PP |
2,630.0 |
2,612.7 |
| S1 |
2,627.5 |
2,601.5 |
|