| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,511.0 |
2,557.0 |
46.0 |
1.8% |
2,549.0 |
| High |
2,564.0 |
2,580.0 |
16.0 |
0.6% |
2,602.0 |
| Low |
2,498.0 |
2,542.0 |
44.0 |
1.8% |
2,509.0 |
| Close |
2,546.0 |
2,569.0 |
23.0 |
0.9% |
2,564.0 |
| Range |
66.0 |
38.0 |
-28.0 |
-42.4% |
93.0 |
| ATR |
50.1 |
49.3 |
-0.9 |
-1.7% |
0.0 |
| Volume |
10,941 |
26,727 |
15,786 |
144.3% |
2,942 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.7 |
2,661.3 |
2,589.9 |
|
| R3 |
2,639.7 |
2,623.3 |
2,579.5 |
|
| R2 |
2,601.7 |
2,601.7 |
2,576.0 |
|
| R1 |
2,585.3 |
2,585.3 |
2,572.5 |
2,593.5 |
| PP |
2,563.7 |
2,563.7 |
2,563.7 |
2,567.8 |
| S1 |
2,547.3 |
2,547.3 |
2,565.5 |
2,555.5 |
| S2 |
2,525.7 |
2,525.7 |
2,562.0 |
|
| S3 |
2,487.7 |
2,509.3 |
2,558.6 |
|
| S4 |
2,449.7 |
2,471.3 |
2,548.1 |
|
|
| 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% |
67.0 |
2.6% |
55% |
False |
False |
8,319 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
53.9 |
2.1% |
55% |
False |
False |
4,402 |
| 20 |
2,652.0 |
2,491.0 |
161.0 |
6.3% |
47.0 |
1.8% |
48% |
False |
False |
3,230 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
35.1 |
1.4% |
39% |
False |
False |
1,959 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
31.9 |
1.2% |
39% |
False |
False |
2,586 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
29.8 |
1.2% |
64% |
False |
False |
1,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.5 |
|
2.618 |
2,679.5 |
|
1.618 |
2,641.5 |
|
1.000 |
2,618.0 |
|
0.618 |
2,603.5 |
|
HIGH |
2,580.0 |
|
0.618 |
2,565.5 |
|
0.500 |
2,561.0 |
|
0.382 |
2,556.5 |
|
LOW |
2,542.0 |
|
0.618 |
2,518.5 |
|
1.000 |
2,504.0 |
|
1.618 |
2,480.5 |
|
2.618 |
2,442.5 |
|
4.250 |
2,380.5 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,566.3 |
2,557.8 |
| PP |
2,563.7 |
2,546.7 |
| S1 |
2,561.0 |
2,535.5 |
|