| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,738.00 |
2,745.50 |
7.50 |
0.3% |
2,736.75 |
| High |
2,751.50 |
2,763.75 |
12.25 |
0.4% |
2,764.50 |
| Low |
2,711.75 |
2,732.75 |
21.00 |
0.8% |
2,689.00 |
| Close |
2,748.75 |
2,760.00 |
11.25 |
0.4% |
2,748.75 |
| Range |
39.75 |
31.00 |
-8.75 |
-22.0% |
75.50 |
| ATR |
35.84 |
35.49 |
-0.35 |
-1.0% |
0.00 |
| Volume |
278,656 |
243,022 |
-35,634 |
-12.8% |
1,513,389 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.25 |
2,833.50 |
2,777.00 |
|
| R3 |
2,814.25 |
2,802.50 |
2,768.50 |
|
| R2 |
2,783.25 |
2,783.25 |
2,765.75 |
|
| R1 |
2,771.50 |
2,771.50 |
2,762.75 |
2,777.50 |
| PP |
2,752.25 |
2,752.25 |
2,752.25 |
2,755.00 |
| S1 |
2,740.50 |
2,740.50 |
2,757.25 |
2,746.50 |
| S2 |
2,721.25 |
2,721.25 |
2,754.25 |
|
| S3 |
2,690.25 |
2,709.50 |
2,751.50 |
|
| S4 |
2,659.25 |
2,678.50 |
2,743.00 |
|
|
| 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 |
2,763.75 |
2,689.00 |
74.75 |
2.7% |
36.75 |
1.3% |
95% |
True |
False |
274,598 |
| 10 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
41.25 |
1.5% |
73% |
False |
False |
262,124 |
| 20 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
35.25 |
1.3% |
73% |
False |
False |
232,474 |
| 40 |
2,786.50 |
2,689.00 |
97.50 |
3.5% |
31.25 |
1.1% |
73% |
False |
False |
219,733 |
| 60 |
2,786.50 |
2,580.00 |
206.50 |
7.5% |
35.25 |
1.3% |
87% |
False |
False |
197,438 |
| 80 |
2,786.50 |
2,502.00 |
284.50 |
10.3% |
35.00 |
1.3% |
91% |
False |
False |
148,122 |
| 100 |
2,786.50 |
2,502.00 |
284.50 |
10.3% |
34.25 |
1.2% |
91% |
False |
False |
118,507 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
30.75 |
1.1% |
75% |
False |
False |
98,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.50 |
|
2.618 |
2,845.00 |
|
1.618 |
2,814.00 |
|
1.000 |
2,794.75 |
|
0.618 |
2,783.00 |
|
HIGH |
2,763.75 |
|
0.618 |
2,752.00 |
|
0.500 |
2,748.25 |
|
0.382 |
2,744.50 |
|
LOW |
2,732.75 |
|
0.618 |
2,713.50 |
|
1.000 |
2,701.75 |
|
1.618 |
2,682.50 |
|
2.618 |
2,651.50 |
|
4.250 |
2,601.00 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.00 |
2,752.50 |
| PP |
2,752.25 |
2,745.25 |
| S1 |
2,748.25 |
2,737.75 |
|