| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,616.9 |
1,601.1 |
-15.8 |
-1.0% |
1,613.0 |
| High |
1,616.9 |
1,604.3 |
-12.6 |
-0.8% |
1,621.7 |
| Low |
1,595.9 |
1,578.7 |
-17.2 |
-1.1% |
1,560.0 |
| Close |
1,599.0 |
1,581.3 |
-17.7 |
-1.1% |
1,576.1 |
| Range |
21.0 |
25.6 |
4.6 |
21.9% |
61.7 |
| ATR |
20.8 |
21.1 |
0.3 |
1.7% |
0.0 |
| Volume |
1,280 |
4,247 |
2,967 |
231.8% |
12,557 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.9 |
1,648.7 |
1,595.4 |
|
| R3 |
1,639.3 |
1,623.1 |
1,588.3 |
|
| R2 |
1,613.7 |
1,613.7 |
1,586.0 |
|
| R1 |
1,597.5 |
1,597.5 |
1,583.6 |
1,592.8 |
| PP |
1,588.1 |
1,588.1 |
1,588.1 |
1,585.8 |
| S1 |
1,571.9 |
1,571.9 |
1,579.0 |
1,567.2 |
| S2 |
1,562.5 |
1,562.5 |
1,576.6 |
|
| S3 |
1,536.9 |
1,546.3 |
1,574.3 |
|
| S4 |
1,511.3 |
1,520.7 |
1,567.2 |
|
|
| 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 |
1,574.9 |
47.1 |
3.0% |
22.8 |
1.4% |
14% |
False |
False |
2,736 |
| 10 |
1,653.3 |
1,560.0 |
93.3 |
5.9% |
25.9 |
1.6% |
23% |
False |
False |
3,243 |
| 20 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
20.4 |
1.3% |
17% |
False |
False |
3,020 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
18.0 |
1.1% |
15% |
False |
False |
2,409 |
| 60 |
1,729.0 |
1,560.0 |
169.0 |
10.7% |
16.7 |
1.1% |
13% |
False |
False |
1,914 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
15.8 |
1.0% |
11% |
False |
False |
1,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,713.1 |
|
2.618 |
1,671.3 |
|
1.618 |
1,645.7 |
|
1.000 |
1,629.9 |
|
0.618 |
1,620.1 |
|
HIGH |
1,604.3 |
|
0.618 |
1,594.5 |
|
0.500 |
1,591.5 |
|
0.382 |
1,588.5 |
|
LOW |
1,578.7 |
|
0.618 |
1,562.9 |
|
1.000 |
1,553.1 |
|
1.618 |
1,537.3 |
|
2.618 |
1,511.7 |
|
4.250 |
1,469.9 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.5 |
1,600.4 |
| PP |
1,588.1 |
1,594.0 |
| S1 |
1,584.7 |
1,587.7 |
|