| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,745.50 |
2,762.50 |
17.00 |
0.6% |
2,736.75 |
| High |
2,763.75 |
2,803.75 |
40.00 |
1.4% |
2,764.50 |
| Low |
2,732.75 |
2,761.00 |
28.25 |
1.0% |
2,689.00 |
| Close |
2,760.00 |
2,798.25 |
38.25 |
1.4% |
2,748.75 |
| Range |
31.00 |
42.75 |
11.75 |
37.9% |
75.50 |
| ATR |
35.49 |
36.08 |
0.59 |
1.7% |
0.00 |
| Volume |
243,022 |
249,527 |
6,505 |
2.7% |
1,513,389 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.00 |
2,899.75 |
2,821.75 |
|
| R3 |
2,873.25 |
2,857.00 |
2,810.00 |
|
| R2 |
2,830.50 |
2,830.50 |
2,806.00 |
|
| R1 |
2,814.25 |
2,814.25 |
2,802.25 |
2,822.50 |
| PP |
2,787.75 |
2,787.75 |
2,787.75 |
2,791.75 |
| S1 |
2,771.50 |
2,771.50 |
2,794.25 |
2,779.50 |
| S2 |
2,745.00 |
2,745.00 |
2,790.50 |
|
| S3 |
2,702.25 |
2,728.75 |
2,786.50 |
|
| S4 |
2,659.50 |
2,686.00 |
2,774.75 |
|
|
| 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 |
2,803.75 |
2,703.25 |
100.50 |
3.6% |
39.50 |
1.4% |
95% |
True |
False |
260,278 |
| 10 |
2,803.75 |
2,689.00 |
114.75 |
4.1% |
42.75 |
1.5% |
95% |
True |
False |
270,774 |
| 20 |
2,803.75 |
2,689.00 |
114.75 |
4.1% |
34.75 |
1.2% |
95% |
True |
False |
231,154 |
| 40 |
2,803.75 |
2,689.00 |
114.75 |
4.1% |
31.75 |
1.1% |
95% |
True |
False |
220,650 |
| 60 |
2,803.75 |
2,580.00 |
223.75 |
8.0% |
35.00 |
1.3% |
98% |
True |
False |
201,573 |
| 80 |
2,803.75 |
2,502.00 |
301.75 |
10.8% |
35.25 |
1.3% |
98% |
True |
False |
151,241 |
| 100 |
2,803.75 |
2,502.00 |
301.75 |
10.8% |
34.25 |
1.2% |
98% |
True |
False |
121,002 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.4% |
31.00 |
1.1% |
86% |
False |
False |
100,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.50 |
|
2.618 |
2,915.75 |
|
1.618 |
2,873.00 |
|
1.000 |
2,846.50 |
|
0.618 |
2,830.25 |
|
HIGH |
2,803.75 |
|
0.618 |
2,787.50 |
|
0.500 |
2,782.50 |
|
0.382 |
2,777.25 |
|
LOW |
2,761.00 |
|
0.618 |
2,734.50 |
|
1.000 |
2,718.25 |
|
1.618 |
2,691.75 |
|
2.618 |
2,649.00 |
|
4.250 |
2,579.25 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.00 |
2,784.75 |
| PP |
2,787.75 |
2,771.25 |
| S1 |
2,782.50 |
2,757.75 |
|