| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,762.50 |
2,800.75 |
38.25 |
1.4% |
2,736.75 |
| High |
2,803.75 |
2,809.25 |
5.50 |
0.2% |
2,764.50 |
| Low |
2,761.00 |
2,788.25 |
27.25 |
1.0% |
2,689.00 |
| Close |
2,798.25 |
2,788.25 |
-10.00 |
-0.4% |
2,748.75 |
| Range |
42.75 |
21.00 |
-21.75 |
-50.9% |
75.50 |
| ATR |
36.08 |
35.01 |
-1.08 |
-3.0% |
0.00 |
| Volume |
249,527 |
224,481 |
-25,046 |
-10.0% |
1,513,389 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.25 |
2,844.25 |
2,799.75 |
|
| R3 |
2,837.25 |
2,823.25 |
2,794.00 |
|
| R2 |
2,816.25 |
2,816.25 |
2,792.00 |
|
| R1 |
2,802.25 |
2,802.25 |
2,790.25 |
2,798.75 |
| PP |
2,795.25 |
2,795.25 |
2,795.25 |
2,793.50 |
| S1 |
2,781.25 |
2,781.25 |
2,786.25 |
2,777.75 |
| S2 |
2,774.25 |
2,774.25 |
2,784.50 |
|
| S3 |
2,753.25 |
2,760.25 |
2,782.50 |
|
| S4 |
2,732.25 |
2,739.25 |
2,776.75 |
|
|
| 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 |
2,809.25 |
2,711.75 |
97.50 |
3.5% |
32.75 |
1.2% |
78% |
True |
False |
248,929 |
| 10 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
38.50 |
1.4% |
83% |
True |
False |
270,178 |
| 20 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
33.25 |
1.2% |
83% |
True |
False |
230,225 |
| 40 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
31.75 |
1.1% |
83% |
True |
False |
221,891 |
| 60 |
2,809.25 |
2,580.00 |
229.25 |
8.2% |
34.75 |
1.2% |
91% |
True |
False |
205,294 |
| 80 |
2,809.25 |
2,502.00 |
307.25 |
11.0% |
34.50 |
1.2% |
93% |
True |
False |
154,046 |
| 100 |
2,809.25 |
2,502.00 |
307.25 |
11.0% |
34.25 |
1.2% |
93% |
True |
False |
123,247 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.4% |
31.25 |
1.1% |
83% |
False |
False |
102,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.50 |
|
2.618 |
2,864.25 |
|
1.618 |
2,843.25 |
|
1.000 |
2,830.25 |
|
0.618 |
2,822.25 |
|
HIGH |
2,809.25 |
|
0.618 |
2,801.25 |
|
0.500 |
2,798.75 |
|
0.382 |
2,796.25 |
|
LOW |
2,788.25 |
|
0.618 |
2,775.25 |
|
1.000 |
2,767.25 |
|
1.618 |
2,754.25 |
|
2.618 |
2,733.25 |
|
4.250 |
2,699.00 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.75 |
2,782.50 |
| PP |
2,795.25 |
2,776.75 |
| S1 |
2,791.75 |
2,771.00 |
|