| 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 |
1,578.0 |
1,574.2 |
-3.8 |
-0.2% |
1,579.7 |
| High |
1,584.3 |
1,585.8 |
1.5 |
0.1% |
1,619.7 |
| Low |
1,568.7 |
1,571.1 |
2.4 |
0.2% |
1,564.0 |
| Close |
1,572.4 |
1,574.9 |
2.5 |
0.2% |
1,572.3 |
| Range |
15.6 |
14.7 |
-0.9 |
-5.8% |
55.7 |
| ATR |
22.8 |
22.2 |
-0.6 |
-2.5% |
0.0 |
| Volume |
122,907 |
146,718 |
23,811 |
19.4% |
974,983 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.4 |
1,612.8 |
1,583.0 |
|
| R3 |
1,606.7 |
1,598.1 |
1,578.9 |
|
| R2 |
1,592.0 |
1,592.0 |
1,577.6 |
|
| R1 |
1,583.4 |
1,583.4 |
1,576.2 |
1,587.7 |
| PP |
1,577.3 |
1,577.3 |
1,577.3 |
1,579.4 |
| S1 |
1,568.7 |
1,568.7 |
1,573.6 |
1,573.0 |
| S2 |
1,562.6 |
1,562.6 |
1,572.2 |
|
| S3 |
1,547.9 |
1,554.0 |
1,570.9 |
|
| S4 |
1,533.2 |
1,539.3 |
1,566.8 |
|
|
| 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 |
1,614.4 |
1,564.0 |
50.4 |
3.2% |
20.9 |
1.3% |
22% |
False |
False |
165,127 |
| 10 |
1,619.7 |
1,554.3 |
65.4 |
4.2% |
26.1 |
1.7% |
31% |
False |
False |
187,075 |
| 20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
22.6 |
1.4% |
16% |
False |
False |
174,147 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
20.1 |
1.3% |
14% |
False |
False |
116,981 |
| 60 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
20.0 |
1.3% |
12% |
False |
False |
79,644 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.1 |
1.2% |
10% |
False |
False |
60,454 |
| 100 |
1,779.3 |
1,554.3 |
225.0 |
14.3% |
18.4 |
1.2% |
9% |
False |
False |
48,534 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.2 |
1.2% |
8% |
False |
False |
40,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,648.3 |
|
2.618 |
1,624.3 |
|
1.618 |
1,609.6 |
|
1.000 |
1,600.5 |
|
0.618 |
1,594.9 |
|
HIGH |
1,585.8 |
|
0.618 |
1,580.2 |
|
0.500 |
1,578.5 |
|
0.382 |
1,576.7 |
|
LOW |
1,571.1 |
|
0.618 |
1,562.0 |
|
1.000 |
1,556.4 |
|
1.618 |
1,547.3 |
|
2.618 |
1,532.6 |
|
4.250 |
1,508.6 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,578.5 |
1,575.5 |
| PP |
1,577.3 |
1,575.3 |
| S1 |
1,576.1 |
1,575.1 |
|