| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,286.0 |
6,343.5 |
57.5 |
0.9% |
6,262.5 |
| High |
6,360.0 |
6,382.5 |
22.5 |
0.4% |
6,301.5 |
| Low |
6,285.0 |
6,340.0 |
55.0 |
0.9% |
6,157.0 |
| Close |
6,349.0 |
6,341.5 |
-7.5 |
-0.1% |
6,295.5 |
| Range |
75.0 |
42.5 |
-32.5 |
-43.3% |
144.5 |
| ATR |
63.7 |
62.2 |
-1.5 |
-2.4% |
0.0 |
| Volume |
32,238 |
98,614 |
66,376 |
205.9% |
11,417 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,482.0 |
6,454.5 |
6,365.0 |
|
| R3 |
6,439.5 |
6,412.0 |
6,353.0 |
|
| R2 |
6,397.0 |
6,397.0 |
6,349.5 |
|
| R1 |
6,369.5 |
6,369.5 |
6,345.5 |
6,362.0 |
| PP |
6,354.5 |
6,354.5 |
6,354.5 |
6,351.0 |
| S1 |
6,327.0 |
6,327.0 |
6,337.5 |
6,319.5 |
| S2 |
6,312.0 |
6,312.0 |
6,333.5 |
|
| S3 |
6,269.5 |
6,284.5 |
6,330.0 |
|
| S4 |
6,227.0 |
6,242.0 |
6,318.0 |
|
|
| 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 |
6,382.5 |
6,226.5 |
156.0 |
2.5% |
54.0 |
0.8% |
74% |
True |
False |
40,805 |
| 10 |
6,382.5 |
6,157.0 |
225.5 |
3.6% |
61.5 |
1.0% |
82% |
True |
False |
20,499 |
| 20 |
6,382.5 |
6,128.0 |
254.5 |
4.0% |
52.5 |
0.8% |
84% |
True |
False |
10,790 |
| 40 |
6,382.5 |
5,975.0 |
407.5 |
6.4% |
42.0 |
0.7% |
90% |
True |
False |
5,483 |
| 60 |
6,382.5 |
5,784.5 |
598.0 |
9.4% |
33.5 |
0.5% |
93% |
True |
False |
3,663 |
| 80 |
6,382.5 |
5,492.5 |
890.0 |
14.0% |
25.5 |
0.4% |
95% |
True |
False |
2,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,563.0 |
|
2.618 |
6,494.0 |
|
1.618 |
6,451.5 |
|
1.000 |
6,425.0 |
|
0.618 |
6,409.0 |
|
HIGH |
6,382.5 |
|
0.618 |
6,366.5 |
|
0.500 |
6,361.0 |
|
0.382 |
6,356.0 |
|
LOW |
6,340.0 |
|
0.618 |
6,313.5 |
|
1.000 |
6,297.5 |
|
1.618 |
6,271.0 |
|
2.618 |
6,228.5 |
|
4.250 |
6,159.5 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,361.0 |
6,332.5 |
| PP |
6,354.5 |
6,323.5 |
| S1 |
6,348.0 |
6,315.0 |
|