| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,559.0 |
2,533.0 |
-26.0 |
-1.0% |
2,587.0 |
| High |
2,570.0 |
2,571.0 |
1.0 |
0.0% |
2,632.0 |
| Low |
2,522.0 |
2,526.0 |
4.0 |
0.2% |
2,491.0 |
| Close |
2,550.0 |
2,558.0 |
8.0 |
0.3% |
2,550.0 |
| Range |
48.0 |
45.0 |
-3.0 |
-6.3% |
141.0 |
| ATR |
49.2 |
48.9 |
-0.3 |
-0.6% |
0.0 |
| Volume |
32,604 |
40,467 |
7,863 |
24.1% |
73,588 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.7 |
2,667.3 |
2,582.8 |
|
| R3 |
2,641.7 |
2,622.3 |
2,570.4 |
|
| R2 |
2,596.7 |
2,596.7 |
2,566.3 |
|
| R1 |
2,577.3 |
2,577.3 |
2,562.1 |
2,587.0 |
| PP |
2,551.7 |
2,551.7 |
2,551.7 |
2,556.5 |
| S1 |
2,532.3 |
2,532.3 |
2,553.9 |
2,542.0 |
| S2 |
2,506.7 |
2,506.7 |
2,549.8 |
|
| S3 |
2,461.7 |
2,487.3 |
2,545.6 |
|
| S4 |
2,416.7 |
2,442.3 |
2,533.3 |
|
|
| 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 |
2,580.0 |
2,491.0 |
89.0 |
3.5% |
48.8 |
1.9% |
75% |
False |
False |
22,468 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
57.1 |
2.2% |
48% |
False |
False |
11,689 |
| 20 |
2,632.0 |
2,491.0 |
141.0 |
5.5% |
45.6 |
1.8% |
48% |
False |
False |
6,720 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
36.3 |
1.4% |
34% |
False |
False |
3,713 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
32.8 |
1.3% |
34% |
False |
False |
3,800 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
30.5 |
1.2% |
61% |
False |
False |
2,857 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
28.8 |
1.1% |
61% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.3 |
|
2.618 |
2,688.8 |
|
1.618 |
2,643.8 |
|
1.000 |
2,616.0 |
|
0.618 |
2,598.8 |
|
HIGH |
2,571.0 |
|
0.618 |
2,553.8 |
|
0.500 |
2,548.5 |
|
0.382 |
2,543.2 |
|
LOW |
2,526.0 |
|
0.618 |
2,498.2 |
|
1.000 |
2,481.0 |
|
1.618 |
2,453.2 |
|
2.618 |
2,408.2 |
|
4.250 |
2,334.8 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,554.8 |
2,555.7 |
| PP |
2,551.7 |
2,553.3 |
| S1 |
2,548.5 |
2,551.0 |
|