| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,623.0 |
2,603.0 |
-20.0 |
-0.8% |
2,647.0 |
| High |
2,638.0 |
2,639.0 |
1.0 |
0.0% |
2,701.0 |
| Low |
2,588.0 |
2,591.0 |
3.0 |
0.1% |
2,556.0 |
| Close |
2,617.0 |
2,624.0 |
7.0 |
0.3% |
2,617.0 |
| Range |
50.0 |
48.0 |
-2.0 |
-4.0% |
145.0 |
| ATR |
53.2 |
52.8 |
-0.4 |
-0.7% |
0.0 |
| Volume |
903,503 |
1,276,738 |
373,235 |
41.3% |
6,422,140 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.0 |
2,741.0 |
2,650.4 |
|
| R3 |
2,714.0 |
2,693.0 |
2,637.2 |
|
| R2 |
2,666.0 |
2,666.0 |
2,632.8 |
|
| R1 |
2,645.0 |
2,645.0 |
2,628.4 |
2,655.5 |
| PP |
2,618.0 |
2,618.0 |
2,618.0 |
2,623.3 |
| S1 |
2,597.0 |
2,597.0 |
2,619.6 |
2,607.5 |
| S2 |
2,570.0 |
2,570.0 |
2,615.2 |
|
| S3 |
2,522.0 |
2,549.0 |
2,610.8 |
|
| S4 |
2,474.0 |
2,501.0 |
2,597.6 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.7 |
2,983.3 |
2,696.8 |
|
| R3 |
2,914.7 |
2,838.3 |
2,656.9 |
|
| R2 |
2,769.7 |
2,769.7 |
2,643.6 |
|
| R1 |
2,693.3 |
2,693.3 |
2,630.3 |
2,659.0 |
| PP |
2,624.7 |
2,624.7 |
2,624.7 |
2,607.5 |
| S1 |
2,548.3 |
2,548.3 |
2,603.7 |
2,514.0 |
| S2 |
2,479.7 |
2,479.7 |
2,590.4 |
|
| S3 |
2,334.7 |
2,403.3 |
2,577.1 |
|
| S4 |
2,189.7 |
2,258.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.0 |
2,556.0 |
91.0 |
3.5% |
51.0 |
1.9% |
75% |
False |
False |
1,177,993 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.5% |
60.2 |
2.3% |
47% |
False |
False |
1,326,436 |
| 20 |
2,716.0 |
2,556.0 |
160.0 |
6.1% |
54.3 |
2.1% |
43% |
False |
False |
1,135,424 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
41.0 |
1.6% |
34% |
False |
False |
963,506 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
36.9 |
1.4% |
34% |
False |
False |
792,045 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
36.0 |
1.4% |
61% |
False |
False |
595,090 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
36.0 |
1.4% |
61% |
False |
False |
477,109 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
35.8 |
1.4% |
61% |
False |
False |
398,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.0 |
|
2.618 |
2,764.7 |
|
1.618 |
2,716.7 |
|
1.000 |
2,687.0 |
|
0.618 |
2,668.7 |
|
HIGH |
2,639.0 |
|
0.618 |
2,620.7 |
|
0.500 |
2,615.0 |
|
0.382 |
2,609.3 |
|
LOW |
2,591.0 |
|
0.618 |
2,561.3 |
|
1.000 |
2,543.0 |
|
1.618 |
2,513.3 |
|
2.618 |
2,465.3 |
|
4.250 |
2,387.0 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.0 |
2,621.8 |
| PP |
2,618.0 |
2,619.7 |
| S1 |
2,615.0 |
2,617.5 |
|