| 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 |
1,583.3 |
1,578.0 |
-5.3 |
-0.3% |
1,583.8 |
| High |
1,585.0 |
1,589.0 |
4.0 |
0.3% |
1,622.0 |
| Low |
1,572.3 |
1,574.9 |
2.6 |
0.2% |
1,567.5 |
| Close |
1,575.7 |
1,578.3 |
2.6 |
0.2% |
1,575.5 |
| Range |
12.7 |
14.1 |
1.4 |
11.0% |
54.5 |
| ATR |
20.5 |
20.1 |
-0.5 |
-2.2% |
0.0 |
| Volume |
5,039 |
2,852 |
-2,187 |
-43.4% |
14,270 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,623.0 |
1,614.8 |
1,586.1 |
|
| R3 |
1,608.9 |
1,600.7 |
1,582.2 |
|
| R2 |
1,594.8 |
1,594.8 |
1,580.9 |
|
| R1 |
1,586.6 |
1,586.6 |
1,579.6 |
1,590.7 |
| PP |
1,580.7 |
1,580.7 |
1,580.7 |
1,582.8 |
| S1 |
1,572.5 |
1,572.5 |
1,577.0 |
1,576.6 |
| S2 |
1,566.6 |
1,566.6 |
1,575.7 |
|
| S3 |
1,552.5 |
1,558.4 |
1,574.4 |
|
| S4 |
1,538.4 |
1,544.3 |
1,570.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,751.8 |
1,718.2 |
1,605.5 |
|
| R3 |
1,697.3 |
1,663.7 |
1,590.5 |
|
| R2 |
1,642.8 |
1,642.8 |
1,585.5 |
|
| R1 |
1,609.2 |
1,609.2 |
1,580.5 |
1,598.8 |
| PP |
1,588.3 |
1,588.3 |
1,588.3 |
1,583.1 |
| S1 |
1,554.7 |
1,554.7 |
1,570.5 |
1,544.3 |
| S2 |
1,533.8 |
1,533.8 |
1,565.5 |
|
| S3 |
1,479.3 |
1,500.2 |
1,560.5 |
|
| S4 |
1,424.8 |
1,445.7 |
1,545.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,616.9 |
1,567.5 |
49.4 |
3.1% |
18.8 |
1.2% |
22% |
False |
False |
3,223 |
| 10 |
1,622.0 |
1,560.0 |
62.0 |
3.9% |
23.5 |
1.5% |
30% |
False |
False |
3,066 |
| 20 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
20.1 |
1.3% |
14% |
False |
False |
3,154 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
17.2 |
1.1% |
13% |
False |
False |
2,630 |
| 60 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
16.6 |
1.1% |
11% |
False |
False |
2,028 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.7% |
15.5 |
1.0% |
9% |
False |
False |
1,916 |
| 100 |
1,779.2 |
1,560.0 |
219.2 |
13.9% |
14.9 |
0.9% |
8% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,648.9 |
|
2.618 |
1,625.9 |
|
1.618 |
1,611.8 |
|
1.000 |
1,603.1 |
|
0.618 |
1,597.7 |
|
HIGH |
1,589.0 |
|
0.618 |
1,583.6 |
|
0.500 |
1,582.0 |
|
0.382 |
1,580.3 |
|
LOW |
1,574.9 |
|
0.618 |
1,566.2 |
|
1.000 |
1,560.8 |
|
1.618 |
1,552.1 |
|
2.618 |
1,538.0 |
|
4.250 |
1,515.0 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,582.0 |
1,578.3 |
| PP |
1,580.7 |
1,578.3 |
| S1 |
1,579.5 |
1,578.3 |
|