| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,705.00 |
2,739.50 |
34.50 |
1.3% |
2,756.00 |
| High |
2,751.75 |
2,753.00 |
1.25 |
0.0% |
2,780.00 |
| Low |
2,698.50 |
2,727.00 |
28.50 |
1.1% |
2,693.00 |
| Close |
2,734.25 |
2,731.75 |
-2.50 |
-0.1% |
2,729.25 |
| Range |
53.25 |
26.00 |
-27.25 |
-51.2% |
87.00 |
| ATR |
31.67 |
31.27 |
-0.41 |
-1.3% |
0.00 |
| Volume |
2,476 |
1,588 |
-888 |
-35.9% |
1,708 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.25 |
2,799.50 |
2,746.00 |
|
| R3 |
2,789.25 |
2,773.50 |
2,739.00 |
|
| R2 |
2,763.25 |
2,763.25 |
2,736.50 |
|
| R1 |
2,747.50 |
2,747.50 |
2,734.25 |
2,742.50 |
| PP |
2,737.25 |
2,737.25 |
2,737.25 |
2,734.75 |
| S1 |
2,721.50 |
2,721.50 |
2,729.25 |
2,716.50 |
| S2 |
2,711.25 |
2,711.25 |
2,727.00 |
|
| S3 |
2,685.25 |
2,695.50 |
2,724.50 |
|
| S4 |
2,659.25 |
2,669.50 |
2,717.50 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.00 |
2,949.25 |
2,777.00 |
|
| R3 |
2,908.00 |
2,862.25 |
2,753.25 |
|
| R2 |
2,821.00 |
2,821.00 |
2,745.25 |
|
| R1 |
2,775.25 |
2,775.25 |
2,737.25 |
2,754.50 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,723.75 |
| S1 |
2,688.25 |
2,688.25 |
2,721.25 |
2,667.50 |
| S2 |
2,647.00 |
2,647.00 |
2,713.25 |
|
| S3 |
2,560.00 |
2,601.25 |
2,705.25 |
|
| S4 |
2,473.00 |
2,514.25 |
2,681.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.50 |
2,683.50 |
75.00 |
2.7% |
40.25 |
1.5% |
64% |
False |
False |
1,673 |
| 10 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
35.50 |
1.3% |
50% |
False |
False |
972 |
| 20 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
30.75 |
1.1% |
50% |
False |
False |
591 |
| 40 |
2,780.00 |
2,678.50 |
101.50 |
3.7% |
24.00 |
0.9% |
52% |
False |
False |
303 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
20.50 |
0.8% |
77% |
False |
False |
212 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.2% |
15.75 |
0.6% |
83% |
False |
False |
159 |
| 100 |
2,792.25 |
2,502.00 |
290.25 |
10.6% |
13.00 |
0.5% |
79% |
False |
False |
127 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
11.00 |
0.4% |
67% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.50 |
|
2.618 |
2,821.00 |
|
1.618 |
2,795.00 |
|
1.000 |
2,779.00 |
|
0.618 |
2,769.00 |
|
HIGH |
2,753.00 |
|
0.618 |
2,743.00 |
|
0.500 |
2,740.00 |
|
0.382 |
2,737.00 |
|
LOW |
2,727.00 |
|
0.618 |
2,711.00 |
|
1.000 |
2,701.00 |
|
1.618 |
2,685.00 |
|
2.618 |
2,659.00 |
|
4.250 |
2,616.50 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.00 |
2,727.25 |
| PP |
2,737.25 |
2,722.75 |
| S1 |
2,734.50 |
2,718.25 |
|