| 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 |
6,343.5 |
6,354.5 |
11.0 |
0.2% |
6,262.5 |
| High |
6,382.5 |
6,383.5 |
1.0 |
0.0% |
6,301.5 |
| Low |
6,340.0 |
6,354.0 |
14.0 |
0.2% |
6,157.0 |
| Close |
6,341.5 |
6,370.0 |
28.5 |
0.4% |
6,295.5 |
| Range |
42.5 |
29.5 |
-13.0 |
-30.6% |
144.5 |
| ATR |
62.2 |
60.8 |
-1.4 |
-2.3% |
0.0 |
| Volume |
98,614 |
100,454 |
1,840 |
1.9% |
11,417 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,457.5 |
6,443.5 |
6,386.0 |
|
| R3 |
6,428.0 |
6,414.0 |
6,378.0 |
|
| R2 |
6,398.5 |
6,398.5 |
6,375.5 |
|
| R1 |
6,384.5 |
6,384.5 |
6,372.5 |
6,391.5 |
| PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,373.0 |
| S1 |
6,355.0 |
6,355.0 |
6,367.5 |
6,362.0 |
| S2 |
6,339.5 |
6,339.5 |
6,364.5 |
|
| S3 |
6,310.0 |
6,325.5 |
6,362.0 |
|
| S4 |
6,280.5 |
6,296.0 |
6,354.0 |
|
|
| 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 |
6,383.5 |
6,226.5 |
157.0 |
2.5% |
50.5 |
0.8% |
91% |
True |
False |
60,324 |
| 10 |
6,383.5 |
6,157.0 |
226.5 |
3.6% |
60.0 |
0.9% |
94% |
True |
False |
30,541 |
| 20 |
6,383.5 |
6,143.5 |
240.0 |
3.8% |
50.5 |
0.8% |
94% |
True |
False |
15,678 |
| 40 |
6,383.5 |
5,975.0 |
408.5 |
6.4% |
42.5 |
0.7% |
97% |
True |
False |
7,993 |
| 60 |
6,383.5 |
5,784.5 |
599.0 |
9.4% |
34.0 |
0.5% |
98% |
True |
False |
5,337 |
| 80 |
6,383.5 |
5,492.5 |
891.0 |
14.0% |
25.5 |
0.4% |
98% |
True |
False |
4,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,509.0 |
|
2.618 |
6,460.5 |
|
1.618 |
6,431.0 |
|
1.000 |
6,413.0 |
|
0.618 |
6,401.5 |
|
HIGH |
6,383.5 |
|
0.618 |
6,372.0 |
|
0.500 |
6,369.0 |
|
0.382 |
6,365.5 |
|
LOW |
6,354.0 |
|
0.618 |
6,336.0 |
|
1.000 |
6,324.5 |
|
1.618 |
6,306.5 |
|
2.618 |
6,277.0 |
|
4.250 |
6,228.5 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,369.5 |
6,358.0 |
| PP |
6,369.0 |
6,346.0 |
| S1 |
6,369.0 |
6,334.0 |
|