| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
6,240.5 |
6,263.5 |
23.0 |
0.4% |
6,301.0 |
| High |
6,276.5 |
6,356.0 |
79.5 |
1.3% |
6,397.0 |
| Low |
6,219.5 |
6,250.0 |
30.5 |
0.5% |
6,259.0 |
| Close |
6,254.0 |
6,317.5 |
63.5 |
1.0% |
6,320.5 |
| Range |
57.0 |
106.0 |
49.0 |
86.0% |
138.0 |
| ATR |
74.3 |
76.6 |
2.3 |
3.0% |
0.0 |
| Volume |
95,646 |
105,983 |
10,337 |
10.8% |
570,663 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,626.0 |
6,577.5 |
6,376.0 |
|
| R3 |
6,520.0 |
6,471.5 |
6,346.5 |
|
| R2 |
6,414.0 |
6,414.0 |
6,337.0 |
|
| R1 |
6,365.5 |
6,365.5 |
6,327.0 |
6,390.0 |
| PP |
6,308.0 |
6,308.0 |
6,308.0 |
6,320.0 |
| S1 |
6,259.5 |
6,259.5 |
6,308.0 |
6,284.0 |
| S2 |
6,202.0 |
6,202.0 |
6,298.0 |
|
| S3 |
6,096.0 |
6,153.5 |
6,288.5 |
|
| S4 |
5,990.0 |
6,047.5 |
6,259.0 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,739.5 |
6,668.0 |
6,396.5 |
|
| R3 |
6,601.5 |
6,530.0 |
6,358.5 |
|
| R2 |
6,463.5 |
6,463.5 |
6,346.0 |
|
| R1 |
6,392.0 |
6,392.0 |
6,333.0 |
6,428.0 |
| PP |
6,325.5 |
6,325.5 |
6,325.5 |
6,343.5 |
| S1 |
6,254.0 |
6,254.0 |
6,308.0 |
6,290.0 |
| S2 |
6,187.5 |
6,187.5 |
6,295.0 |
|
| S3 |
6,049.5 |
6,116.0 |
6,282.5 |
|
| S4 |
5,911.5 |
5,978.0 |
6,244.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,373.0 |
6,219.5 |
153.5 |
2.4% |
93.0 |
1.5% |
64% |
False |
False |
112,558 |
| 10 |
6,397.0 |
6,219.5 |
177.5 |
2.8% |
74.5 |
1.2% |
55% |
False |
False |
104,633 |
| 20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
72.0 |
1.1% |
64% |
False |
False |
107,988 |
| 40 |
6,397.0 |
5,973.5 |
423.5 |
6.7% |
60.0 |
0.9% |
81% |
False |
False |
100,026 |
| 60 |
6,397.0 |
5,813.0 |
584.0 |
9.2% |
56.0 |
0.9% |
86% |
False |
False |
89,162 |
| 80 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
54.5 |
0.9% |
90% |
False |
False |
66,911 |
| 100 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
51.0 |
0.8% |
90% |
False |
False |
53,535 |
| 120 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
46.0 |
0.7% |
90% |
False |
False |
44,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,806.5 |
|
2.618 |
6,633.5 |
|
1.618 |
6,527.5 |
|
1.000 |
6,462.0 |
|
0.618 |
6,421.5 |
|
HIGH |
6,356.0 |
|
0.618 |
6,315.5 |
|
0.500 |
6,303.0 |
|
0.382 |
6,290.5 |
|
LOW |
6,250.0 |
|
0.618 |
6,184.5 |
|
1.000 |
6,144.0 |
|
1.618 |
6,078.5 |
|
2.618 |
5,972.5 |
|
4.250 |
5,799.5 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,312.5 |
6,310.5 |
| PP |
6,308.0 |
6,303.5 |
| S1 |
6,303.0 |
6,296.0 |
|