| 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 |
6,272.5 |
6,286.0 |
13.5 |
0.2% |
6,262.5 |
| High |
6,278.0 |
6,360.0 |
82.0 |
1.3% |
6,301.5 |
| Low |
6,247.0 |
6,285.0 |
38.0 |
0.6% |
6,157.0 |
| Close |
6,259.5 |
6,349.0 |
89.5 |
1.4% |
6,295.5 |
| Range |
31.0 |
75.0 |
44.0 |
141.9% |
144.5 |
| ATR |
60.9 |
63.7 |
2.8 |
4.6% |
0.0 |
| Volume |
62,618 |
32,238 |
-30,380 |
-48.5% |
11,417 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,556.5 |
6,527.5 |
6,390.0 |
|
| R3 |
6,481.5 |
6,452.5 |
6,369.5 |
|
| R2 |
6,406.5 |
6,406.5 |
6,363.0 |
|
| R1 |
6,377.5 |
6,377.5 |
6,356.0 |
6,392.0 |
| PP |
6,331.5 |
6,331.5 |
6,331.5 |
6,338.5 |
| S1 |
6,302.5 |
6,302.5 |
6,342.0 |
6,317.0 |
| S2 |
6,256.5 |
6,256.5 |
6,335.0 |
|
| S3 |
6,181.5 |
6,227.5 |
6,328.5 |
|
| S4 |
6,106.5 |
6,152.5 |
6,308.0 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.0 |
6,634.5 |
6,375.0 |
|
| R3 |
6,540.5 |
6,490.0 |
6,335.0 |
|
| R2 |
6,396.0 |
6,396.0 |
6,322.0 |
|
| R1 |
6,345.5 |
6,345.5 |
6,308.5 |
6,371.0 |
| PP |
6,251.5 |
6,251.5 |
6,251.5 |
6,264.0 |
| S1 |
6,201.0 |
6,201.0 |
6,282.5 |
6,226.0 |
| S2 |
6,107.0 |
6,107.0 |
6,269.0 |
|
| S3 |
5,962.5 |
6,056.5 |
6,256.0 |
|
| S4 |
5,818.0 |
5,912.0 |
6,216.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,360.0 |
6,193.0 |
167.0 |
2.6% |
62.5 |
1.0% |
93% |
True |
False |
21,239 |
| 10 |
6,360.0 |
6,157.0 |
203.0 |
3.2% |
61.5 |
1.0% |
95% |
True |
False |
11,061 |
| 20 |
6,360.0 |
6,128.0 |
232.0 |
3.7% |
52.5 |
0.8% |
95% |
True |
False |
5,865 |
| 40 |
6,360.0 |
5,962.5 |
397.5 |
6.3% |
42.0 |
0.7% |
97% |
True |
False |
3,018 |
| 60 |
6,360.0 |
5,784.5 |
575.5 |
9.1% |
33.0 |
0.5% |
98% |
True |
False |
2,020 |
| 80 |
6,360.0 |
5,492.5 |
867.5 |
13.7% |
25.0 |
0.4% |
99% |
True |
False |
1,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,679.0 |
|
2.618 |
6,556.5 |
|
1.618 |
6,481.5 |
|
1.000 |
6,435.0 |
|
0.618 |
6,406.5 |
|
HIGH |
6,360.0 |
|
0.618 |
6,331.5 |
|
0.500 |
6,322.5 |
|
0.382 |
6,313.5 |
|
LOW |
6,285.0 |
|
0.618 |
6,238.5 |
|
1.000 |
6,210.0 |
|
1.618 |
6,163.5 |
|
2.618 |
6,088.5 |
|
4.250 |
5,966.0 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,340.0 |
6,330.5 |
| PP |
6,331.5 |
6,312.0 |
| S1 |
6,322.5 |
6,293.0 |
|