| 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 |
1,578.5 |
1,578.0 |
-0.5 |
0.0% |
1,579.7 |
| High |
1,586.9 |
1,584.3 |
-2.6 |
-0.2% |
1,619.7 |
| Low |
1,564.0 |
1,568.7 |
4.7 |
0.3% |
1,564.0 |
| Close |
1,572.3 |
1,572.4 |
0.1 |
0.0% |
1,572.3 |
| Range |
22.9 |
15.6 |
-7.3 |
-31.9% |
55.7 |
| ATR |
23.4 |
22.8 |
-0.6 |
-2.4% |
0.0 |
| Volume |
193,691 |
122,907 |
-70,784 |
-36.5% |
974,983 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.9 |
1,612.8 |
1,581.0 |
|
| R3 |
1,606.3 |
1,597.2 |
1,576.7 |
|
| R2 |
1,590.7 |
1,590.7 |
1,575.3 |
|
| R1 |
1,581.6 |
1,581.6 |
1,573.8 |
1,578.4 |
| PP |
1,575.1 |
1,575.1 |
1,575.1 |
1,573.5 |
| S1 |
1,566.0 |
1,566.0 |
1,571.0 |
1,562.8 |
| S2 |
1,559.5 |
1,559.5 |
1,569.5 |
|
| S3 |
1,543.9 |
1,550.4 |
1,568.1 |
|
| S4 |
1,528.3 |
1,534.8 |
1,563.8 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,752.4 |
1,718.1 |
1,602.9 |
|
| R3 |
1,696.7 |
1,662.4 |
1,587.6 |
|
| R2 |
1,641.0 |
1,641.0 |
1,582.5 |
|
| R1 |
1,606.7 |
1,606.7 |
1,577.4 |
1,596.0 |
| PP |
1,585.3 |
1,585.3 |
1,585.3 |
1,580.0 |
| S1 |
1,551.0 |
1,551.0 |
1,567.2 |
1,540.3 |
| S2 |
1,529.6 |
1,529.6 |
1,562.1 |
|
| S3 |
1,473.9 |
1,495.3 |
1,557.0 |
|
| S4 |
1,418.2 |
1,439.6 |
1,541.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.7 |
1,564.0 |
55.7 |
3.5% |
25.1 |
1.6% |
15% |
False |
False |
186,755 |
| 10 |
1,619.7 |
1,554.3 |
65.4 |
4.2% |
26.5 |
1.7% |
28% |
False |
False |
194,426 |
| 20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
22.7 |
1.4% |
14% |
False |
False |
172,438 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.3% |
20.7 |
1.3% |
12% |
False |
False |
113,808 |
| 60 |
1,726.7 |
1,554.3 |
172.4 |
11.0% |
20.1 |
1.3% |
10% |
False |
False |
77,281 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.3 |
1.2% |
9% |
False |
False |
58,633 |
| 100 |
1,784.5 |
1,554.3 |
230.2 |
14.6% |
18.4 |
1.2% |
8% |
False |
False |
47,072 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.2 |
1.2% |
7% |
False |
False |
39,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.6 |
|
2.618 |
1,625.1 |
|
1.618 |
1,609.5 |
|
1.000 |
1,599.9 |
|
0.618 |
1,593.9 |
|
HIGH |
1,584.3 |
|
0.618 |
1,578.3 |
|
0.500 |
1,576.5 |
|
0.382 |
1,574.7 |
|
LOW |
1,568.7 |
|
0.618 |
1,559.1 |
|
1.000 |
1,553.1 |
|
1.618 |
1,543.5 |
|
2.618 |
1,527.9 |
|
4.250 |
1,502.4 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.5 |
1,583.3 |
| PP |
1,575.1 |
1,579.6 |
| S1 |
1,573.8 |
1,576.0 |
|