| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,578.3 |
1,585.5 |
7.2 |
0.5% |
1,580.1 |
| High |
1,586.0 |
1,586.4 |
0.4 |
0.0% |
1,620.6 |
| Low |
1,568.4 |
1,576.1 |
7.7 |
0.5% |
1,565.7 |
| Close |
1,576.8 |
1,577.1 |
0.3 |
0.0% |
1,574.0 |
| Range |
17.6 |
10.3 |
-7.3 |
-41.5% |
54.9 |
| ATR |
21.3 |
20.5 |
-0.8 |
-3.7% |
0.0 |
| Volume |
14,388 |
13,318 |
-1,070 |
-7.4% |
57,693 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,610.8 |
1,604.2 |
1,582.8 |
|
| R3 |
1,600.5 |
1,593.9 |
1,579.9 |
|
| R2 |
1,590.2 |
1,590.2 |
1,579.0 |
|
| R1 |
1,583.6 |
1,583.6 |
1,578.0 |
1,581.8 |
| PP |
1,579.9 |
1,579.9 |
1,579.9 |
1,578.9 |
| S1 |
1,573.3 |
1,573.3 |
1,576.2 |
1,571.5 |
| S2 |
1,569.6 |
1,569.6 |
1,575.2 |
|
| S3 |
1,559.3 |
1,563.0 |
1,574.3 |
|
| S4 |
1,549.0 |
1,552.7 |
1,571.4 |
|
|
| 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 |
1,588.1 |
1,565.7 |
22.4 |
1.4% |
15.8 |
1.0% |
51% |
False |
False |
11,369 |
| 10 |
1,620.6 |
1,565.7 |
54.9 |
3.5% |
20.2 |
1.3% |
21% |
False |
False |
11,036 |
| 20 |
1,685.8 |
1,556.4 |
129.4 |
8.2% |
21.7 |
1.4% |
16% |
False |
False |
9,369 |
| 40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
19.1 |
1.2% |
14% |
False |
False |
7,107 |
| 60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.1 |
1.2% |
12% |
False |
False |
5,656 |
| 80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.2 |
1.2% |
10% |
False |
False |
4,730 |
| 100 |
1,778.5 |
1,556.4 |
222.1 |
14.1% |
17.9 |
1.1% |
9% |
False |
False |
4,098 |
| 120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.5 |
1.1% |
8% |
False |
False |
3,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,630.2 |
|
2.618 |
1,613.4 |
|
1.618 |
1,603.1 |
|
1.000 |
1,596.7 |
|
0.618 |
1,592.8 |
|
HIGH |
1,586.4 |
|
0.618 |
1,582.5 |
|
0.500 |
1,581.3 |
|
0.382 |
1,580.0 |
|
LOW |
1,576.1 |
|
0.618 |
1,569.7 |
|
1.000 |
1,565.8 |
|
1.618 |
1,559.4 |
|
2.618 |
1,549.1 |
|
4.250 |
1,532.3 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.3 |
1,577.8 |
| PP |
1,579.9 |
1,577.5 |
| S1 |
1,578.5 |
1,577.3 |
|