| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,732.00 |
2,739.50 |
7.50 |
0.3% |
2,731.50 |
| High |
2,744.00 |
2,757.50 |
13.50 |
0.5% |
2,758.50 |
| Low |
2,707.50 |
2,726.75 |
19.25 |
0.7% |
2,683.50 |
| Close |
2,742.25 |
2,753.75 |
11.50 |
0.4% |
2,742.25 |
| Range |
36.50 |
30.75 |
-5.75 |
-15.8% |
75.00 |
| ATR |
31.64 |
31.58 |
-0.06 |
-0.2% |
0.00 |
| Volume |
1,496 |
7,146 |
5,650 |
377.7% |
8,851 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.25 |
2,826.75 |
2,770.75 |
|
| R3 |
2,807.50 |
2,796.00 |
2,762.25 |
|
| R2 |
2,776.75 |
2,776.75 |
2,759.50 |
|
| R1 |
2,765.25 |
2,765.25 |
2,756.50 |
2,771.00 |
| PP |
2,746.00 |
2,746.00 |
2,746.00 |
2,749.00 |
| S1 |
2,734.50 |
2,734.50 |
2,751.00 |
2,740.25 |
| S2 |
2,715.25 |
2,715.25 |
2,748.00 |
|
| S3 |
2,684.50 |
2,703.75 |
2,745.25 |
|
| S4 |
2,653.75 |
2,673.00 |
2,736.75 |
|
|
| 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 |
2,757.50 |
2,683.50 |
74.00 |
2.7% |
35.50 |
1.3% |
95% |
True |
False |
2,967 |
| 10 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
38.25 |
1.4% |
73% |
False |
False |
1,770 |
| 20 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
31.75 |
1.2% |
73% |
False |
False |
1,021 |
| 40 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
24.25 |
0.9% |
73% |
False |
False |
518 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.6% |
21.75 |
0.8% |
88% |
False |
False |
356 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.1% |
16.50 |
0.6% |
91% |
False |
False |
267 |
| 100 |
2,780.00 |
2,502.00 |
278.00 |
10.1% |
13.50 |
0.5% |
91% |
False |
False |
214 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
11.75 |
0.4% |
74% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.25 |
|
2.618 |
2,838.00 |
|
1.618 |
2,807.25 |
|
1.000 |
2,788.25 |
|
0.618 |
2,776.50 |
|
HIGH |
2,757.50 |
|
0.618 |
2,745.75 |
|
0.500 |
2,742.00 |
|
0.382 |
2,738.50 |
|
LOW |
2,726.75 |
|
0.618 |
2,707.75 |
|
1.000 |
2,696.00 |
|
1.618 |
2,677.00 |
|
2.618 |
2,646.25 |
|
4.250 |
2,596.00 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,750.00 |
2,746.75 |
| PP |
2,746.00 |
2,739.50 |
| S1 |
2,742.00 |
2,732.50 |
|