| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,739.50 |
2,732.00 |
-7.50 |
-0.3% |
2,731.50 |
| High |
2,753.00 |
2,744.00 |
-9.00 |
-0.3% |
2,758.50 |
| Low |
2,727.00 |
2,707.50 |
-19.50 |
-0.7% |
2,683.50 |
| Close |
2,731.75 |
2,742.25 |
10.50 |
0.4% |
2,742.25 |
| Range |
26.00 |
36.50 |
10.50 |
40.4% |
75.00 |
| ATR |
31.27 |
31.64 |
0.37 |
1.2% |
0.00 |
| Volume |
1,588 |
1,496 |
-92 |
-5.8% |
8,851 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.75 |
2,828.00 |
2,762.25 |
|
| R3 |
2,804.25 |
2,791.50 |
2,752.25 |
|
| R2 |
2,767.75 |
2,767.75 |
2,749.00 |
|
| R1 |
2,755.00 |
2,755.00 |
2,745.50 |
2,761.50 |
| PP |
2,731.25 |
2,731.25 |
2,731.25 |
2,734.50 |
| S1 |
2,718.50 |
2,718.50 |
2,739.00 |
2,725.00 |
| S2 |
2,694.75 |
2,694.75 |
2,735.50 |
|
| S3 |
2,658.25 |
2,682.00 |
2,732.25 |
|
| S4 |
2,621.75 |
2,645.50 |
2,722.25 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.00 |
2,922.75 |
2,783.50 |
|
| R3 |
2,878.00 |
2,847.75 |
2,763.00 |
|
| R2 |
2,803.00 |
2,803.00 |
2,756.00 |
|
| R1 |
2,772.75 |
2,772.75 |
2,749.00 |
2,788.00 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,735.75 |
| S1 |
2,697.75 |
2,697.75 |
2,735.50 |
2,713.00 |
| S2 |
2,653.00 |
2,653.00 |
2,728.50 |
|
| S3 |
2,578.00 |
2,622.75 |
2,721.50 |
|
| S4 |
2,503.00 |
2,547.75 |
2,701.00 |
|
|
| 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% |
42.75 |
1.6% |
78% |
False |
False |
1,770 |
| 10 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
37.50 |
1.4% |
61% |
False |
False |
1,059 |
| 20 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
31.75 |
1.2% |
61% |
False |
False |
664 |
| 40 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
23.50 |
0.9% |
61% |
False |
False |
340 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
21.00 |
0.8% |
82% |
False |
False |
237 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.1% |
16.00 |
0.6% |
86% |
False |
False |
178 |
| 100 |
2,780.00 |
2,502.00 |
278.00 |
10.1% |
13.25 |
0.5% |
86% |
False |
False |
142 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
11.50 |
0.4% |
71% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.00 |
|
2.618 |
2,839.50 |
|
1.618 |
2,803.00 |
|
1.000 |
2,780.50 |
|
0.618 |
2,766.50 |
|
HIGH |
2,744.00 |
|
0.618 |
2,730.00 |
|
0.500 |
2,725.75 |
|
0.382 |
2,721.50 |
|
LOW |
2,707.50 |
|
0.618 |
2,685.00 |
|
1.000 |
2,671.00 |
|
1.618 |
2,648.50 |
|
2.618 |
2,612.00 |
|
4.250 |
2,552.50 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,736.75 |
2,736.75 |
| PP |
2,731.25 |
2,731.25 |
| S1 |
2,725.75 |
2,725.75 |
|