| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,741.00 |
2,738.00 |
-3.00 |
-0.1% |
2,736.75 |
| High |
2,761.50 |
2,751.50 |
-10.00 |
-0.4% |
2,764.50 |
| Low |
2,732.50 |
2,711.75 |
-20.75 |
-0.8% |
2,689.00 |
| Close |
2,738.00 |
2,748.75 |
10.75 |
0.4% |
2,748.75 |
| Range |
29.00 |
39.75 |
10.75 |
37.1% |
75.50 |
| ATR |
35.54 |
35.84 |
0.30 |
0.8% |
0.00 |
| Volume |
248,960 |
278,656 |
29,696 |
11.9% |
1,513,389 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.50 |
2,842.50 |
2,770.50 |
|
| R3 |
2,816.75 |
2,802.75 |
2,759.75 |
|
| R2 |
2,777.00 |
2,777.00 |
2,756.00 |
|
| R1 |
2,763.00 |
2,763.00 |
2,752.50 |
2,770.00 |
| PP |
2,737.25 |
2,737.25 |
2,737.25 |
2,741.00 |
| S1 |
2,723.25 |
2,723.25 |
2,745.00 |
2,730.25 |
| S2 |
2,697.50 |
2,697.50 |
2,741.50 |
|
| S3 |
2,657.75 |
2,683.50 |
2,737.75 |
|
| S4 |
2,618.00 |
2,643.75 |
2,727.00 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.50 |
2,930.25 |
2,790.25 |
|
| R3 |
2,885.00 |
2,854.75 |
2,769.50 |
|
| R2 |
2,809.50 |
2,809.50 |
2,762.50 |
|
| R1 |
2,779.25 |
2,779.25 |
2,755.75 |
2,794.50 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,741.75 |
| S1 |
2,703.75 |
2,703.75 |
2,741.75 |
2,719.00 |
| S2 |
2,658.50 |
2,658.50 |
2,735.00 |
|
| S3 |
2,583.00 |
2,628.25 |
2,728.00 |
|
| S4 |
2,507.50 |
2,552.75 |
2,707.25 |
|
|
| 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 |
2.7% |
45.00 |
1.6% |
79% |
False |
False |
302,677 |
| 10 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
40.25 |
1.5% |
61% |
False |
False |
254,798 |
| 20 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
35.25 |
1.3% |
61% |
False |
False |
231,461 |
| 40 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
31.25 |
1.1% |
61% |
False |
False |
219,073 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
35.00 |
1.3% |
82% |
False |
False |
193,403 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.4% |
35.00 |
1.3% |
87% |
False |
False |
145,085 |
| 100 |
2,798.00 |
2,502.00 |
296.00 |
10.8% |
34.25 |
1.2% |
83% |
False |
False |
116,077 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
30.50 |
1.1% |
71% |
False |
False |
96,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.50 |
|
2.618 |
2,855.50 |
|
1.618 |
2,815.75 |
|
1.000 |
2,791.25 |
|
0.618 |
2,776.00 |
|
HIGH |
2,751.50 |
|
0.618 |
2,736.25 |
|
0.500 |
2,731.50 |
|
0.382 |
2,727.00 |
|
LOW |
2,711.75 |
|
0.618 |
2,687.25 |
|
1.000 |
2,672.00 |
|
1.618 |
2,647.50 |
|
2.618 |
2,607.75 |
|
4.250 |
2,542.75 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.00 |
2,743.25 |
| PP |
2,737.25 |
2,737.75 |
| S1 |
2,731.50 |
2,732.50 |
|