| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,502.0 |
2,511.0 |
9.0 |
0.4% |
2,549.0 |
| High |
2,538.0 |
2,564.0 |
26.0 |
1.0% |
2,602.0 |
| Low |
2,491.0 |
2,498.0 |
7.0 |
0.3% |
2,509.0 |
| Close |
2,503.0 |
2,546.0 |
43.0 |
1.7% |
2,564.0 |
| Range |
47.0 |
66.0 |
19.0 |
40.4% |
93.0 |
| ATR |
48.9 |
50.1 |
1.2 |
2.5% |
0.0 |
| Volume |
1,601 |
10,941 |
9,340 |
583.4% |
2,942 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.0 |
2,706.0 |
2,582.3 |
|
| R3 |
2,668.0 |
2,640.0 |
2,564.2 |
|
| R2 |
2,602.0 |
2,602.0 |
2,558.1 |
|
| R1 |
2,574.0 |
2,574.0 |
2,552.1 |
2,588.0 |
| PP |
2,536.0 |
2,536.0 |
2,536.0 |
2,543.0 |
| S1 |
2,508.0 |
2,508.0 |
2,540.0 |
2,522.0 |
| S2 |
2,470.0 |
2,470.0 |
2,533.9 |
|
| S3 |
2,404.0 |
2,442.0 |
2,527.9 |
|
| S4 |
2,338.0 |
2,376.0 |
2,509.7 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.3 |
2,793.7 |
2,615.2 |
|
| R3 |
2,744.3 |
2,700.7 |
2,589.6 |
|
| R2 |
2,651.3 |
2,651.3 |
2,581.1 |
|
| R1 |
2,607.7 |
2,607.7 |
2,572.5 |
2,629.5 |
| PP |
2,558.3 |
2,558.3 |
2,558.3 |
2,569.3 |
| S1 |
2,514.7 |
2,514.7 |
2,555.5 |
2,536.5 |
| S2 |
2,465.3 |
2,465.3 |
2,547.0 |
|
| S3 |
2,372.3 |
2,421.7 |
2,538.4 |
|
| S4 |
2,279.3 |
2,328.7 |
2,512.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
69.2 |
2.7% |
39% |
False |
False |
3,219 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
53.2 |
2.1% |
39% |
False |
False |
1,740 |
| 20 |
2,660.0 |
2,491.0 |
169.0 |
6.6% |
46.6 |
1.8% |
33% |
False |
False |
1,896 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
34.5 |
1.4% |
28% |
False |
False |
1,304 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
31.5 |
1.2% |
28% |
False |
False |
2,141 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
29.8 |
1.2% |
57% |
False |
False |
1,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.5 |
|
2.618 |
2,736.8 |
|
1.618 |
2,670.8 |
|
1.000 |
2,630.0 |
|
0.618 |
2,604.8 |
|
HIGH |
2,564.0 |
|
0.618 |
2,538.8 |
|
0.500 |
2,531.0 |
|
0.382 |
2,523.2 |
|
LOW |
2,498.0 |
|
0.618 |
2,457.2 |
|
1.000 |
2,432.0 |
|
1.618 |
2,391.2 |
|
2.618 |
2,325.2 |
|
4.250 |
2,217.5 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.0 |
2,561.5 |
| PP |
2,536.0 |
2,556.3 |
| S1 |
2,531.0 |
2,551.2 |
|