| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,711.00 |
2,741.00 |
30.00 |
1.1% |
2,759.75 |
| High |
2,757.75 |
2,761.50 |
3.75 |
0.1% |
2,786.50 |
| Low |
2,703.25 |
2,732.50 |
29.25 |
1.1% |
2,699.50 |
| Close |
2,740.50 |
2,738.00 |
-2.50 |
-0.1% |
2,735.75 |
| Range |
54.50 |
29.00 |
-25.50 |
-46.8% |
87.00 |
| ATR |
36.04 |
35.54 |
-0.50 |
-1.4% |
0.00 |
| Volume |
281,226 |
248,960 |
-32,266 |
-11.5% |
864,837 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.00 |
2,813.50 |
2,754.00 |
|
| R3 |
2,802.00 |
2,784.50 |
2,746.00 |
|
| R2 |
2,773.00 |
2,773.00 |
2,743.25 |
|
| R1 |
2,755.50 |
2,755.50 |
2,740.75 |
2,749.75 |
| PP |
2,744.00 |
2,744.00 |
2,744.00 |
2,741.00 |
| S1 |
2,726.50 |
2,726.50 |
2,735.25 |
2,720.75 |
| S2 |
2,715.00 |
2,715.00 |
2,732.75 |
|
| S3 |
2,686.00 |
2,697.50 |
2,730.00 |
|
| S4 |
2,657.00 |
2,668.50 |
2,722.00 |
|
|
| 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% |
42.00 |
1.5% |
65% |
False |
False |
284,451 |
| 10 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
38.25 |
1.4% |
50% |
False |
False |
242,428 |
| 20 |
2,786.50 |
2,689.00 |
97.50 |
3.6% |
34.50 |
1.3% |
50% |
False |
False |
228,374 |
| 40 |
2,786.50 |
2,686.25 |
100.25 |
3.7% |
31.50 |
1.2% |
52% |
False |
False |
219,256 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
35.00 |
1.3% |
77% |
False |
False |
188,762 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.4% |
35.25 |
1.3% |
83% |
False |
False |
141,602 |
| 100 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
34.25 |
1.2% |
72% |
False |
False |
113,291 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
30.25 |
1.1% |
68% |
False |
False |
94,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.75 |
|
2.618 |
2,837.50 |
|
1.618 |
2,808.50 |
|
1.000 |
2,790.50 |
|
0.618 |
2,779.50 |
|
HIGH |
2,761.50 |
|
0.618 |
2,750.50 |
|
0.500 |
2,747.00 |
|
0.382 |
2,743.50 |
|
LOW |
2,732.50 |
|
0.618 |
2,714.50 |
|
1.000 |
2,703.50 |
|
1.618 |
2,685.50 |
|
2.618 |
2,656.50 |
|
4.250 |
2,609.25 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.00 |
2,733.75 |
| PP |
2,744.00 |
2,729.50 |
| S1 |
2,741.00 |
2,725.25 |
|