| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,533.0 |
2,573.0 |
40.0 |
1.6% |
2,587.0 |
| High |
2,571.0 |
2,621.0 |
50.0 |
1.9% |
2,632.0 |
| Low |
2,526.0 |
2,569.0 |
43.0 |
1.7% |
2,491.0 |
| Close |
2,558.0 |
2,617.0 |
59.0 |
2.3% |
2,550.0 |
| Range |
45.0 |
52.0 |
7.0 |
15.6% |
141.0 |
| ATR |
48.9 |
49.9 |
1.0 |
2.1% |
0.0 |
| Volume |
40,467 |
133,331 |
92,864 |
229.5% |
73,588 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.3 |
2,739.7 |
2,645.6 |
|
| R3 |
2,706.3 |
2,687.7 |
2,631.3 |
|
| R2 |
2,654.3 |
2,654.3 |
2,626.5 |
|
| R1 |
2,635.7 |
2,635.7 |
2,621.8 |
2,645.0 |
| PP |
2,602.3 |
2,602.3 |
2,602.3 |
2,607.0 |
| S1 |
2,583.7 |
2,583.7 |
2,612.2 |
2,593.0 |
| S2 |
2,550.3 |
2,550.3 |
2,607.5 |
|
| S3 |
2,498.3 |
2,531.7 |
2,602.7 |
|
| S4 |
2,446.3 |
2,479.7 |
2,588.4 |
|
|
| 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 |
2,621.0 |
2,498.0 |
123.0 |
4.7% |
49.8 |
1.9% |
97% |
True |
False |
48,814 |
| 10 |
2,632.0 |
2,491.0 |
141.0 |
5.4% |
56.9 |
2.2% |
89% |
False |
False |
24,967 |
| 20 |
2,632.0 |
2,491.0 |
141.0 |
5.4% |
46.5 |
1.8% |
89% |
False |
False |
13,381 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
36.9 |
1.4% |
64% |
False |
False |
7,031 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
33.2 |
1.3% |
64% |
False |
False |
6,017 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
30.9 |
1.2% |
78% |
False |
False |
4,524 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
29.4 |
1.1% |
78% |
False |
False |
3,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.0 |
|
2.618 |
2,757.1 |
|
1.618 |
2,705.1 |
|
1.000 |
2,673.0 |
|
0.618 |
2,653.1 |
|
HIGH |
2,621.0 |
|
0.618 |
2,601.1 |
|
0.500 |
2,595.0 |
|
0.382 |
2,588.9 |
|
LOW |
2,569.0 |
|
0.618 |
2,536.9 |
|
1.000 |
2,517.0 |
|
1.618 |
2,484.9 |
|
2.618 |
2,432.9 |
|
4.250 |
2,348.0 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,609.7 |
2,601.8 |
| PP |
2,602.3 |
2,586.7 |
| S1 |
2,595.0 |
2,571.5 |
|