| 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 |
1,580.8 |
1,575.7 |
-5.1 |
-0.3% |
1,580.1 |
| High |
1,585.3 |
1,587.1 |
1.8 |
0.1% |
1,620.6 |
| Low |
1,570.7 |
1,573.1 |
2.4 |
0.2% |
1,565.7 |
| Close |
1,574.2 |
1,576.8 |
2.6 |
0.2% |
1,574.0 |
| Range |
14.6 |
14.0 |
-0.6 |
-4.1% |
54.9 |
| ATR |
22.1 |
21.5 |
-0.6 |
-2.6% |
0.0 |
| Volume |
10,440 |
9,763 |
-677 |
-6.5% |
57,693 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,621.0 |
1,612.9 |
1,584.5 |
|
| R3 |
1,607.0 |
1,598.9 |
1,580.7 |
|
| R2 |
1,593.0 |
1,593.0 |
1,579.4 |
|
| R1 |
1,584.9 |
1,584.9 |
1,578.1 |
1,589.0 |
| PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,581.0 |
| S1 |
1,570.9 |
1,570.9 |
1,575.5 |
1,575.0 |
| S2 |
1,565.0 |
1,565.0 |
1,574.2 |
|
| S3 |
1,551.0 |
1,556.9 |
1,573.0 |
|
| S4 |
1,537.0 |
1,542.9 |
1,569.1 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,751.5 |
1,717.6 |
1,604.2 |
|
| R3 |
1,696.6 |
1,662.7 |
1,589.1 |
|
| R2 |
1,641.7 |
1,641.7 |
1,584.1 |
|
| R1 |
1,607.8 |
1,607.8 |
1,579.0 |
1,597.3 |
| PP |
1,586.8 |
1,586.8 |
1,586.8 |
1,581.5 |
| S1 |
1,552.9 |
1,552.9 |
1,569.0 |
1,542.4 |
| S2 |
1,531.9 |
1,531.9 |
1,563.9 |
|
| S3 |
1,477.0 |
1,498.0 |
1,558.9 |
|
| S4 |
1,422.1 |
1,443.1 |
1,543.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,616.1 |
1,565.7 |
50.4 |
3.2% |
20.3 |
1.3% |
22% |
False |
False |
11,172 |
| 10 |
1,620.6 |
1,556.4 |
64.2 |
4.1% |
25.5 |
1.6% |
32% |
False |
False |
10,091 |
| 20 |
1,689.1 |
1,556.4 |
132.7 |
8.4% |
21.9 |
1.4% |
15% |
False |
False |
8,359 |
| 40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
19.2 |
1.2% |
14% |
False |
False |
6,589 |
| 60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.2 |
1.2% |
12% |
False |
False |
5,247 |
| 80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.5 |
1.2% |
10% |
False |
False |
4,451 |
| 100 |
1,780.7 |
1,556.4 |
224.3 |
14.2% |
17.8 |
1.1% |
9% |
False |
False |
3,830 |
| 120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.7 |
1.1% |
8% |
False |
False |
3,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,646.6 |
|
2.618 |
1,623.8 |
|
1.618 |
1,609.8 |
|
1.000 |
1,601.1 |
|
0.618 |
1,595.8 |
|
HIGH |
1,587.1 |
|
0.618 |
1,581.8 |
|
0.500 |
1,580.1 |
|
0.382 |
1,578.4 |
|
LOW |
1,573.1 |
|
0.618 |
1,564.4 |
|
1.000 |
1,559.1 |
|
1.618 |
1,550.4 |
|
2.618 |
1,536.4 |
|
4.250 |
1,513.6 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,580.1 |
1,576.9 |
| PP |
1,579.0 |
1,576.9 |
| S1 |
1,577.9 |
1,576.8 |
|