| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,611.0 |
2,619.0 |
8.0 |
0.3% |
2,587.0 |
| High |
2,641.0 |
2,638.0 |
-3.0 |
-0.1% |
2,632.0 |
| Low |
2,609.0 |
2,616.0 |
7.0 |
0.3% |
2,491.0 |
| Close |
2,615.0 |
2,624.0 |
9.0 |
0.3% |
2,550.0 |
| Range |
32.0 |
22.0 |
-10.0 |
-31.3% |
141.0 |
| ATR |
48.6 |
46.8 |
-1.8 |
-3.8% |
0.0 |
| Volume |
231,963 |
289,304 |
57,341 |
24.7% |
73,588 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.0 |
2,680.0 |
2,636.1 |
|
| R3 |
2,670.0 |
2,658.0 |
2,630.1 |
|
| R2 |
2,648.0 |
2,648.0 |
2,628.0 |
|
| R1 |
2,636.0 |
2,636.0 |
2,626.0 |
2,642.0 |
| PP |
2,626.0 |
2,626.0 |
2,626.0 |
2,629.0 |
| S1 |
2,614.0 |
2,614.0 |
2,622.0 |
2,620.0 |
| S2 |
2,604.0 |
2,604.0 |
2,620.0 |
|
| S3 |
2,582.0 |
2,592.0 |
2,618.0 |
|
| S4 |
2,560.0 |
2,570.0 |
2,611.9 |
|
|
| 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 |
2,641.0 |
2,522.0 |
119.0 |
4.5% |
39.8 |
1.5% |
86% |
False |
False |
145,533 |
| 10 |
2,641.0 |
2,491.0 |
150.0 |
5.7% |
53.4 |
2.0% |
89% |
False |
False |
76,926 |
| 20 |
2,641.0 |
2,491.0 |
150.0 |
5.7% |
44.2 |
1.7% |
89% |
False |
False |
38,885 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
37.1 |
1.4% |
67% |
False |
False |
20,045 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
33.3 |
1.3% |
67% |
False |
False |
14,635 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.7% |
30.3 |
1.2% |
81% |
False |
False |
11,040 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.7% |
29.7 |
1.1% |
81% |
False |
False |
8,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.5 |
|
2.618 |
2,695.6 |
|
1.618 |
2,673.6 |
|
1.000 |
2,660.0 |
|
0.618 |
2,651.6 |
|
HIGH |
2,638.0 |
|
0.618 |
2,629.6 |
|
0.500 |
2,627.0 |
|
0.382 |
2,624.4 |
|
LOW |
2,616.0 |
|
0.618 |
2,602.4 |
|
1.000 |
2,594.0 |
|
1.618 |
2,580.4 |
|
2.618 |
2,558.4 |
|
4.250 |
2,522.5 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.0 |
2,617.7 |
| PP |
2,626.0 |
2,611.3 |
| S1 |
2,625.0 |
2,605.0 |
|