| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,575.7 |
1,578.3 |
2.6 |
0.2% |
1,580.1 |
| High |
1,587.1 |
1,586.0 |
-1.1 |
-0.1% |
1,620.6 |
| Low |
1,573.1 |
1,568.4 |
-4.7 |
-0.3% |
1,565.7 |
| Close |
1,576.8 |
1,576.8 |
0.0 |
0.0% |
1,574.0 |
| Range |
14.0 |
17.6 |
3.6 |
25.7% |
54.9 |
| ATR |
21.5 |
21.3 |
-0.3 |
-1.3% |
0.0 |
| Volume |
9,763 |
14,388 |
4,625 |
47.4% |
57,693 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.9 |
1,620.9 |
1,586.5 |
|
| R3 |
1,612.3 |
1,603.3 |
1,581.6 |
|
| R2 |
1,594.7 |
1,594.7 |
1,580.0 |
|
| R1 |
1,585.7 |
1,585.7 |
1,578.4 |
1,581.4 |
| PP |
1,577.1 |
1,577.1 |
1,577.1 |
1,574.9 |
| S1 |
1,568.1 |
1,568.1 |
1,575.2 |
1,563.8 |
| S2 |
1,559.5 |
1,559.5 |
1,573.6 |
|
| S3 |
1,541.9 |
1,550.5 |
1,572.0 |
|
| S4 |
1,524.3 |
1,532.9 |
1,567.1 |
|
|
| 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 |
1,603.7 |
1,565.7 |
38.0 |
2.4% |
19.3 |
1.2% |
29% |
False |
False |
12,150 |
| 10 |
1,620.6 |
1,556.4 |
64.2 |
4.1% |
22.1 |
1.4% |
32% |
False |
False |
10,877 |
| 20 |
1,685.8 |
1,556.4 |
129.4 |
8.2% |
21.7 |
1.4% |
16% |
False |
False |
8,971 |
| 40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
19.2 |
1.2% |
14% |
False |
False |
6,838 |
| 60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.2 |
1.2% |
12% |
False |
False |
5,453 |
| 80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.4 |
1.2% |
10% |
False |
False |
4,602 |
| 100 |
1,780.7 |
1,556.4 |
224.3 |
14.2% |
17.9 |
1.1% |
9% |
False |
False |
3,969 |
| 120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.7 |
1.1% |
8% |
False |
False |
3,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.8 |
|
2.618 |
1,632.1 |
|
1.618 |
1,614.5 |
|
1.000 |
1,603.6 |
|
0.618 |
1,596.9 |
|
HIGH |
1,586.0 |
|
0.618 |
1,579.3 |
|
0.500 |
1,577.2 |
|
0.382 |
1,575.1 |
|
LOW |
1,568.4 |
|
0.618 |
1,557.5 |
|
1.000 |
1,550.8 |
|
1.618 |
1,539.9 |
|
2.618 |
1,522.3 |
|
4.250 |
1,493.6 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,577.2 |
1,577.8 |
| PP |
1,577.1 |
1,577.4 |
| S1 |
1,576.9 |
1,577.1 |
|