| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,739.50 |
2,755.75 |
16.25 |
0.6% |
2,731.50 |
| High |
2,757.50 |
2,797.75 |
40.25 |
1.5% |
2,758.50 |
| Low |
2,726.75 |
2,755.25 |
28.50 |
1.0% |
2,683.50 |
| Close |
2,753.75 |
2,793.00 |
39.25 |
1.4% |
2,742.25 |
| Range |
30.75 |
42.50 |
11.75 |
38.2% |
75.00 |
| ATR |
31.58 |
32.46 |
0.89 |
2.8% |
0.00 |
| Volume |
7,146 |
10,833 |
3,687 |
51.6% |
8,851 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.50 |
2,893.75 |
2,816.50 |
|
| R3 |
2,867.00 |
2,851.25 |
2,804.75 |
|
| R2 |
2,824.50 |
2,824.50 |
2,800.75 |
|
| R1 |
2,808.75 |
2,808.75 |
2,797.00 |
2,816.50 |
| PP |
2,782.00 |
2,782.00 |
2,782.00 |
2,786.00 |
| S1 |
2,766.25 |
2,766.25 |
2,789.00 |
2,774.00 |
| S2 |
2,739.50 |
2,739.50 |
2,785.25 |
|
| S3 |
2,697.00 |
2,723.75 |
2,781.25 |
|
| S4 |
2,654.50 |
2,681.25 |
2,769.50 |
|
|
| 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 |
2,797.75 |
2,698.50 |
99.25 |
3.6% |
37.75 |
1.4% |
95% |
True |
False |
4,707 |
| 10 |
2,797.75 |
2,683.50 |
114.25 |
4.1% |
40.50 |
1.4% |
96% |
True |
False |
2,841 |
| 20 |
2,797.75 |
2,683.50 |
114.25 |
4.1% |
31.50 |
1.1% |
96% |
True |
False |
1,561 |
| 40 |
2,797.75 |
2,683.50 |
114.25 |
4.1% |
24.75 |
0.9% |
96% |
True |
False |
788 |
| 60 |
2,797.75 |
2,569.50 |
228.25 |
8.2% |
22.25 |
0.8% |
98% |
True |
False |
536 |
| 80 |
2,797.75 |
2,502.00 |
295.75 |
10.6% |
17.00 |
0.6% |
98% |
True |
False |
402 |
| 100 |
2,797.75 |
2,502.00 |
295.75 |
10.6% |
14.00 |
0.5% |
98% |
True |
False |
322 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.2% |
12.00 |
0.4% |
85% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.50 |
|
2.618 |
2,909.00 |
|
1.618 |
2,866.50 |
|
1.000 |
2,840.25 |
|
0.618 |
2,824.00 |
|
HIGH |
2,797.75 |
|
0.618 |
2,781.50 |
|
0.500 |
2,776.50 |
|
0.382 |
2,771.50 |
|
LOW |
2,755.25 |
|
0.618 |
2,729.00 |
|
1.000 |
2,712.75 |
|
1.618 |
2,686.50 |
|
2.618 |
2,644.00 |
|
4.250 |
2,574.50 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.50 |
2,779.50 |
| PP |
2,782.00 |
2,766.00 |
| S1 |
2,776.50 |
2,752.50 |
|