| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,362.0 |
6,412.5 |
50.5 |
0.8% |
6,322.0 |
| High |
6,429.0 |
6,452.5 |
23.5 |
0.4% |
6,377.0 |
| Low |
6,351.0 |
6,406.5 |
55.5 |
0.9% |
6,219.5 |
| Close |
6,416.5 |
6,408.0 |
-8.5 |
-0.1% |
6,364.0 |
| Range |
78.0 |
46.0 |
-32.0 |
-41.0% |
157.5 |
| ATR |
75.7 |
73.5 |
-2.1 |
-2.8% |
0.0 |
| Volume |
120,963 |
177,192 |
56,229 |
46.5% |
523,095 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,560.5 |
6,530.0 |
6,433.5 |
|
| R3 |
6,514.5 |
6,484.0 |
6,420.5 |
|
| R2 |
6,468.5 |
6,468.5 |
6,416.5 |
|
| R1 |
6,438.0 |
6,438.0 |
6,412.0 |
6,430.0 |
| PP |
6,422.5 |
6,422.5 |
6,422.5 |
6,418.5 |
| S1 |
6,392.0 |
6,392.0 |
6,404.0 |
6,384.0 |
| S2 |
6,376.5 |
6,376.5 |
6,399.5 |
|
| S3 |
6,330.5 |
6,346.0 |
6,395.5 |
|
| S4 |
6,284.5 |
6,300.0 |
6,382.5 |
|
|
| 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 |
6,452.5 |
6,291.0 |
161.5 |
2.5% |
60.5 |
0.9% |
72% |
True |
False |
131,817 |
| 10 |
6,452.5 |
6,219.5 |
233.0 |
3.6% |
76.5 |
1.2% |
81% |
True |
False |
122,187 |
| 20 |
6,452.5 |
6,174.0 |
278.5 |
4.3% |
69.5 |
1.1% |
84% |
True |
False |
109,336 |
| 40 |
6,452.5 |
6,035.0 |
417.5 |
6.5% |
61.5 |
1.0% |
89% |
True |
False |
105,935 |
| 60 |
6,452.5 |
5,828.5 |
624.0 |
9.7% |
58.0 |
0.9% |
93% |
True |
False |
99,831 |
| 80 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
54.5 |
0.9% |
95% |
True |
False |
75,143 |
| 100 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
52.5 |
0.8% |
95% |
True |
False |
60,125 |
| 120 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
48.5 |
0.8% |
95% |
True |
False |
50,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,648.0 |
|
2.618 |
6,573.0 |
|
1.618 |
6,527.0 |
|
1.000 |
6,498.5 |
|
0.618 |
6,481.0 |
|
HIGH |
6,452.5 |
|
0.618 |
6,435.0 |
|
0.500 |
6,429.5 |
|
0.382 |
6,424.0 |
|
LOW |
6,406.5 |
|
0.618 |
6,378.0 |
|
1.000 |
6,360.5 |
|
1.618 |
6,332.0 |
|
2.618 |
6,286.0 |
|
4.250 |
6,211.0 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,429.5 |
6,400.0 |
| PP |
6,422.5 |
6,392.0 |
| S1 |
6,415.0 |
6,384.0 |
|