| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,800.75 |
2,790.50 |
-10.25 |
-0.4% |
2,736.75 |
| High |
2,809.25 |
2,804.50 |
-4.75 |
-0.2% |
2,764.50 |
| Low |
2,788.25 |
2,788.50 |
0.25 |
0.0% |
2,689.00 |
| Close |
2,788.25 |
2,799.25 |
11.00 |
0.4% |
2,748.75 |
| Range |
21.00 |
16.00 |
-5.00 |
-23.8% |
75.50 |
| ATR |
35.01 |
33.67 |
-1.34 |
-3.8% |
0.00 |
| Volume |
224,481 |
194,930 |
-29,551 |
-13.2% |
1,513,389 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.50 |
2,838.25 |
2,808.00 |
|
| R3 |
2,829.50 |
2,822.25 |
2,803.75 |
|
| R2 |
2,813.50 |
2,813.50 |
2,802.25 |
|
| R1 |
2,806.25 |
2,806.25 |
2,800.75 |
2,810.00 |
| PP |
2,797.50 |
2,797.50 |
2,797.50 |
2,799.25 |
| S1 |
2,790.25 |
2,790.25 |
2,797.75 |
2,794.00 |
| S2 |
2,781.50 |
2,781.50 |
2,796.25 |
|
| S3 |
2,765.50 |
2,774.25 |
2,794.75 |
|
| S4 |
2,749.50 |
2,758.25 |
2,790.50 |
|
|
| 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% |
30.00 |
1.1% |
90% |
False |
False |
238,123 |
| 10 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
36.00 |
1.3% |
92% |
False |
False |
261,287 |
| 20 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
33.00 |
1.2% |
92% |
False |
False |
229,084 |
| 40 |
2,809.25 |
2,689.00 |
120.25 |
4.3% |
31.50 |
1.1% |
92% |
False |
False |
221,745 |
| 60 |
2,809.25 |
2,580.00 |
229.25 |
8.2% |
34.25 |
1.2% |
96% |
False |
False |
208,487 |
| 80 |
2,809.25 |
2,502.00 |
307.25 |
11.0% |
34.00 |
1.2% |
97% |
False |
False |
156,481 |
| 100 |
2,809.25 |
2,502.00 |
307.25 |
11.0% |
34.25 |
1.2% |
97% |
False |
False |
125,196 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.4% |
31.25 |
1.1% |
86% |
False |
False |
104,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.50 |
|
2.618 |
2,846.50 |
|
1.618 |
2,830.50 |
|
1.000 |
2,820.50 |
|
0.618 |
2,814.50 |
|
HIGH |
2,804.50 |
|
0.618 |
2,798.50 |
|
0.500 |
2,796.50 |
|
0.382 |
2,794.50 |
|
LOW |
2,788.50 |
|
0.618 |
2,778.50 |
|
1.000 |
2,772.50 |
|
1.618 |
2,762.50 |
|
2.618 |
2,746.50 |
|
4.250 |
2,720.50 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.25 |
2,794.50 |
| PP |
2,797.50 |
2,789.75 |
| S1 |
2,796.50 |
2,785.00 |
|