| 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 |
1,574.2 |
1,574.9 |
0.7 |
0.0% |
1,579.7 |
| High |
1,585.8 |
1,584.3 |
-1.5 |
-0.1% |
1,619.7 |
| Low |
1,571.1 |
1,566.4 |
-4.7 |
-0.3% |
1,564.0 |
| Close |
1,574.9 |
1,574.9 |
0.0 |
0.0% |
1,572.3 |
| Range |
14.7 |
17.9 |
3.2 |
21.8% |
55.7 |
| ATR |
22.2 |
21.9 |
-0.3 |
-1.4% |
0.0 |
| Volume |
146,718 |
169,868 |
23,150 |
15.8% |
974,983 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.9 |
1,619.8 |
1,584.7 |
|
| R3 |
1,611.0 |
1,601.9 |
1,579.8 |
|
| R2 |
1,593.1 |
1,593.1 |
1,578.2 |
|
| R1 |
1,584.0 |
1,584.0 |
1,576.5 |
1,583.9 |
| PP |
1,575.2 |
1,575.2 |
1,575.2 |
1,575.1 |
| S1 |
1,566.1 |
1,566.1 |
1,573.3 |
1,566.0 |
| S2 |
1,557.3 |
1,557.3 |
1,571.6 |
|
| S3 |
1,539.4 |
1,548.2 |
1,570.0 |
|
| S4 |
1,521.5 |
1,530.3 |
1,565.1 |
|
|
| 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 |
1,602.5 |
1,564.0 |
38.5 |
2.4% |
19.9 |
1.3% |
28% |
False |
False |
164,669 |
| 10 |
1,619.7 |
1,554.3 |
65.4 |
4.2% |
22.8 |
1.4% |
31% |
False |
False |
178,021 |
| 20 |
1,683.9 |
1,554.3 |
129.6 |
8.2% |
22.5 |
1.4% |
16% |
False |
False |
174,933 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
20.0 |
1.3% |
14% |
False |
False |
120,823 |
| 60 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
20.0 |
1.3% |
12% |
False |
False |
82,389 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.0 |
1.2% |
10% |
False |
False |
62,546 |
| 100 |
1,779.3 |
1,554.3 |
225.0 |
14.3% |
18.5 |
1.2% |
9% |
False |
False |
50,229 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.2 |
1.2% |
8% |
False |
False |
42,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.4 |
|
2.618 |
1,631.2 |
|
1.618 |
1,613.3 |
|
1.000 |
1,602.2 |
|
0.618 |
1,595.4 |
|
HIGH |
1,584.3 |
|
0.618 |
1,577.5 |
|
0.500 |
1,575.4 |
|
0.382 |
1,573.2 |
|
LOW |
1,566.4 |
|
0.618 |
1,555.3 |
|
1.000 |
1,548.5 |
|
1.618 |
1,537.4 |
|
2.618 |
1,519.5 |
|
4.250 |
1,490.3 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,575.4 |
1,576.1 |
| PP |
1,575.2 |
1,575.7 |
| S1 |
1,575.1 |
1,575.3 |
|