| 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 |
2,702.25 |
2,711.00 |
8.75 |
0.3% |
2,759.75 |
| High |
2,718.25 |
2,757.75 |
39.50 |
1.5% |
2,786.50 |
| Low |
2,689.00 |
2,703.25 |
14.25 |
0.5% |
2,699.50 |
| Close |
2,707.75 |
2,740.50 |
32.75 |
1.2% |
2,735.75 |
| Range |
29.25 |
54.50 |
25.25 |
86.3% |
87.00 |
| ATR |
34.62 |
36.04 |
1.42 |
4.1% |
0.00 |
| Volume |
321,127 |
281,226 |
-39,901 |
-12.4% |
864,837 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.25 |
2,873.50 |
2,770.50 |
|
| R3 |
2,842.75 |
2,819.00 |
2,755.50 |
|
| R2 |
2,788.25 |
2,788.25 |
2,750.50 |
|
| R1 |
2,764.50 |
2,764.50 |
2,745.50 |
2,776.50 |
| PP |
2,733.75 |
2,733.75 |
2,733.75 |
2,739.75 |
| S1 |
2,710.00 |
2,710.00 |
2,735.50 |
2,722.00 |
| S2 |
2,679.25 |
2,679.25 |
2,730.50 |
|
| S3 |
2,624.75 |
2,655.50 |
2,725.50 |
|
| S4 |
2,570.25 |
2,601.00 |
2,710.50 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.50 |
2,955.75 |
2,783.50 |
|
| R3 |
2,914.50 |
2,868.75 |
2,759.75 |
|
| R2 |
2,827.50 |
2,827.50 |
2,751.75 |
|
| R1 |
2,781.75 |
2,781.75 |
2,743.75 |
2,761.00 |
| PP |
2,740.50 |
2,740.50 |
2,740.50 |
2,730.25 |
| S1 |
2,694.75 |
2,694.75 |
2,727.75 |
2,674.00 |
| S2 |
2,653.50 |
2,653.50 |
2,719.75 |
|
| S3 |
2,566.50 |
2,607.75 |
2,711.75 |
|
| S4 |
2,479.50 |
2,520.75 |
2,688.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.50 |
2,689.00 |
75.50 |
2.8% |
44.50 |
1.6% |
68% |
False |
False |
291,428 |
| 10 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
37.25 |
1.4% |
53% |
False |
False |
233,979 |
| 20 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
34.25 |
1.2% |
53% |
False |
False |
228,529 |
| 40 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
33.00 |
1.2% |
78% |
False |
False |
218,001 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
34.75 |
1.3% |
78% |
False |
False |
184,619 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.4% |
35.50 |
1.3% |
84% |
False |
False |
138,491 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
34.00 |
1.2% |
73% |
False |
False |
110,801 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
30.00 |
1.1% |
69% |
False |
False |
92,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.50 |
|
2.618 |
2,900.50 |
|
1.618 |
2,846.00 |
|
1.000 |
2,812.25 |
|
0.618 |
2,791.50 |
|
HIGH |
2,757.75 |
|
0.618 |
2,737.00 |
|
0.500 |
2,730.50 |
|
0.382 |
2,724.00 |
|
LOW |
2,703.25 |
|
0.618 |
2,669.50 |
|
1.000 |
2,648.75 |
|
1.618 |
2,615.00 |
|
2.618 |
2,560.50 |
|
4.250 |
2,471.50 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.25 |
2,736.00 |
| PP |
2,733.75 |
2,731.25 |
| S1 |
2,730.50 |
2,726.75 |
|