| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,349.0 |
6,362.0 |
13.0 |
0.2% |
6,322.0 |
| High |
6,354.5 |
6,429.0 |
74.5 |
1.2% |
6,377.0 |
| Low |
6,315.5 |
6,351.0 |
35.5 |
0.6% |
6,219.5 |
| Close |
6,328.5 |
6,416.5 |
88.0 |
1.4% |
6,364.0 |
| Range |
39.0 |
78.0 |
39.0 |
100.0% |
157.5 |
| ATR |
73.7 |
75.7 |
1.9 |
2.6% |
0.0 |
| Volume |
161,134 |
120,963 |
-40,171 |
-24.9% |
523,095 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,633.0 |
6,602.5 |
6,459.5 |
|
| R3 |
6,555.0 |
6,524.5 |
6,438.0 |
|
| R2 |
6,477.0 |
6,477.0 |
6,431.0 |
|
| R1 |
6,446.5 |
6,446.5 |
6,423.5 |
6,462.0 |
| PP |
6,399.0 |
6,399.0 |
6,399.0 |
6,406.5 |
| S1 |
6,368.5 |
6,368.5 |
6,409.5 |
6,384.0 |
| S2 |
6,321.0 |
6,321.0 |
6,402.0 |
|
| S3 |
6,243.0 |
6,290.5 |
6,395.0 |
|
| S4 |
6,165.0 |
6,212.5 |
6,373.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,792.5 |
6,736.0 |
6,450.5 |
|
| R3 |
6,635.0 |
6,578.5 |
6,407.5 |
|
| R2 |
6,477.5 |
6,477.5 |
6,393.0 |
|
| R1 |
6,421.0 |
6,421.0 |
6,378.5 |
6,449.0 |
| PP |
6,320.0 |
6,320.0 |
6,320.0 |
6,334.5 |
| S1 |
6,263.5 |
6,263.5 |
6,349.5 |
6,292.0 |
| S2 |
6,162.5 |
6,162.5 |
6,335.0 |
|
| S3 |
6,005.0 |
6,106.0 |
6,320.5 |
|
| S4 |
5,847.5 |
5,948.5 |
6,277.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,429.0 |
6,250.0 |
179.0 |
2.8% |
72.5 |
1.1% |
93% |
True |
False |
117,576 |
| 10 |
6,429.0 |
6,219.5 |
209.5 |
3.3% |
76.5 |
1.2% |
94% |
True |
False |
118,002 |
| 20 |
6,429.0 |
6,174.0 |
255.0 |
4.0% |
70.0 |
1.1% |
95% |
True |
False |
107,269 |
| 40 |
6,429.0 |
6,020.5 |
408.5 |
6.4% |
61.5 |
1.0% |
97% |
True |
False |
103,527 |
| 60 |
6,429.0 |
5,828.5 |
600.5 |
9.4% |
57.5 |
0.9% |
98% |
True |
False |
97,004 |
| 80 |
6,429.0 |
5,566.0 |
863.0 |
13.4% |
54.5 |
0.9% |
99% |
True |
False |
72,930 |
| 100 |
6,429.0 |
5,566.0 |
863.0 |
13.4% |
52.5 |
0.8% |
99% |
True |
False |
58,353 |
| 120 |
6,429.0 |
5,566.0 |
863.0 |
13.4% |
48.0 |
0.7% |
99% |
True |
False |
48,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,760.5 |
|
2.618 |
6,633.0 |
|
1.618 |
6,555.0 |
|
1.000 |
6,507.0 |
|
0.618 |
6,477.0 |
|
HIGH |
6,429.0 |
|
0.618 |
6,399.0 |
|
0.500 |
6,390.0 |
|
0.382 |
6,381.0 |
|
LOW |
6,351.0 |
|
0.618 |
6,303.0 |
|
1.000 |
6,273.0 |
|
1.618 |
6,225.0 |
|
2.618 |
6,147.0 |
|
4.250 |
6,019.5 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,407.5 |
6,397.5 |
| PP |
6,399.0 |
6,379.0 |
| S1 |
6,390.0 |
6,360.0 |
|