| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,599.5 |
1,616.9 |
17.4 |
1.1% |
1,613.0 |
| High |
1,622.0 |
1,616.9 |
-5.1 |
-0.3% |
1,621.7 |
| Low |
1,590.4 |
1,595.9 |
5.5 |
0.3% |
1,560.0 |
| Close |
1,618.9 |
1,599.0 |
-19.9 |
-1.2% |
1,576.1 |
| Range |
31.6 |
21.0 |
-10.6 |
-33.5% |
61.7 |
| ATR |
20.6 |
20.8 |
0.2 |
0.8% |
0.0 |
| Volume |
3,348 |
1,280 |
-2,068 |
-61.8% |
12,557 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.9 |
1,654.0 |
1,610.6 |
|
| R3 |
1,645.9 |
1,633.0 |
1,604.8 |
|
| R2 |
1,624.9 |
1,624.9 |
1,602.9 |
|
| R1 |
1,612.0 |
1,612.0 |
1,600.9 |
1,608.0 |
| PP |
1,603.9 |
1,603.9 |
1,603.9 |
1,601.9 |
| S1 |
1,591.0 |
1,591.0 |
1,597.1 |
1,587.0 |
| S2 |
1,582.9 |
1,582.9 |
1,595.2 |
|
| S3 |
1,561.9 |
1,570.0 |
1,593.2 |
|
| S4 |
1,540.9 |
1,549.0 |
1,587.5 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,771.0 |
1,735.3 |
1,610.0 |
|
| R3 |
1,709.3 |
1,673.6 |
1,593.1 |
|
| R2 |
1,647.6 |
1,647.6 |
1,587.4 |
|
| R1 |
1,611.9 |
1,611.9 |
1,581.8 |
1,598.9 |
| PP |
1,585.9 |
1,585.9 |
1,585.9 |
1,579.5 |
| S1 |
1,550.2 |
1,550.2 |
1,570.4 |
1,537.2 |
| S2 |
1,524.2 |
1,524.2 |
1,564.8 |
|
| S3 |
1,462.5 |
1,488.5 |
1,559.1 |
|
| S4 |
1,400.8 |
1,426.8 |
1,542.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,622.0 |
1,560.0 |
62.0 |
3.9% |
23.1 |
1.4% |
63% |
False |
False |
2,201 |
| 10 |
1,656.7 |
1,560.0 |
96.7 |
6.0% |
24.5 |
1.5% |
40% |
False |
False |
3,123 |
| 20 |
1,687.6 |
1,560.0 |
127.6 |
8.0% |
20.1 |
1.3% |
31% |
False |
False |
2,956 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
17.8 |
1.1% |
27% |
False |
False |
2,314 |
| 60 |
1,738.1 |
1,560.0 |
178.1 |
11.1% |
16.6 |
1.0% |
22% |
False |
False |
1,848 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.6 |
1.0% |
20% |
False |
False |
1,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,706.2 |
|
2.618 |
1,671.9 |
|
1.618 |
1,650.9 |
|
1.000 |
1,637.9 |
|
0.618 |
1,629.9 |
|
HIGH |
1,616.9 |
|
0.618 |
1,608.9 |
|
0.500 |
1,606.4 |
|
0.382 |
1,603.9 |
|
LOW |
1,595.9 |
|
0.618 |
1,582.9 |
|
1.000 |
1,574.9 |
|
1.618 |
1,561.9 |
|
2.618 |
1,540.9 |
|
4.250 |
1,506.7 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,606.4 |
1,600.8 |
| PP |
1,603.9 |
1,600.2 |
| S1 |
1,601.5 |
1,599.6 |
|