| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,557.0 |
2,559.0 |
2.0 |
0.1% |
2,587.0 |
| High |
2,580.0 |
2,570.0 |
-10.0 |
-0.4% |
2,632.0 |
| Low |
2,542.0 |
2,522.0 |
-20.0 |
-0.8% |
2,491.0 |
| Close |
2,569.0 |
2,550.0 |
-19.0 |
-0.7% |
2,550.0 |
| Range |
38.0 |
48.0 |
10.0 |
26.3% |
141.0 |
| ATR |
49.3 |
49.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
26,727 |
32,604 |
5,877 |
22.0% |
73,588 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.3 |
2,668.7 |
2,576.4 |
|
| R3 |
2,643.3 |
2,620.7 |
2,563.2 |
|
| R2 |
2,595.3 |
2,595.3 |
2,558.8 |
|
| R1 |
2,572.7 |
2,572.7 |
2,554.4 |
2,560.0 |
| PP |
2,547.3 |
2,547.3 |
2,547.3 |
2,541.0 |
| S1 |
2,524.7 |
2,524.7 |
2,545.6 |
2,512.0 |
| S2 |
2,499.3 |
2,499.3 |
2,541.2 |
|
| S3 |
2,451.3 |
2,476.7 |
2,536.8 |
|
| S4 |
2,403.3 |
2,428.7 |
2,523.6 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.7 |
2,906.3 |
2,627.6 |
|
| R3 |
2,839.7 |
2,765.3 |
2,588.8 |
|
| R2 |
2,698.7 |
2,698.7 |
2,575.9 |
|
| R1 |
2,624.3 |
2,624.3 |
2,562.9 |
2,591.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,541.0 |
| S1 |
2,483.3 |
2,483.3 |
2,537.1 |
2,450.0 |
| S2 |
2,416.7 |
2,416.7 |
2,524.2 |
|
| S3 |
2,275.7 |
2,342.3 |
2,511.2 |
|
| S4 |
2,134.7 |
2,201.3 |
2,472.5 |
|
|
| 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% |
65.6 |
2.6% |
42% |
False |
False |
14,717 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
54.9 |
2.2% |
42% |
False |
False |
7,653 |
| 20 |
2,647.0 |
2,491.0 |
156.0 |
6.1% |
48.2 |
1.9% |
38% |
False |
False |
4,855 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
35.6 |
1.4% |
30% |
False |
False |
2,732 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
32.5 |
1.3% |
30% |
False |
False |
3,129 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
30.1 |
1.2% |
58% |
False |
False |
2,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.0 |
|
2.618 |
2,695.7 |
|
1.618 |
2,647.7 |
|
1.000 |
2,618.0 |
|
0.618 |
2,599.7 |
|
HIGH |
2,570.0 |
|
0.618 |
2,551.7 |
|
0.500 |
2,546.0 |
|
0.382 |
2,540.3 |
|
LOW |
2,522.0 |
|
0.618 |
2,492.3 |
|
1.000 |
2,474.0 |
|
1.618 |
2,444.3 |
|
2.618 |
2,396.3 |
|
4.250 |
2,318.0 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,548.7 |
2,546.3 |
| PP |
2,547.3 |
2,542.7 |
| S1 |
2,546.0 |
2,539.0 |
|