| 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 |
13,900.13 |
14,071.76 |
171.63 |
1.2% |
13,981.76 |
| High |
14,104.86 |
14,149.15 |
44.29 |
0.3% |
14,058.27 |
| Low |
13,880.19 |
14,050.18 |
169.99 |
1.2% |
13,834.40 |
| Close |
14,075.37 |
14,054.49 |
-20.88 |
-0.1% |
14,000.57 |
| Range |
224.67 |
98.97 |
-125.70 |
-55.9% |
223.87 |
| ATR |
121.45 |
119.85 |
-1.61 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,381.52 |
14,316.97 |
14,108.92 |
|
| R3 |
14,282.55 |
14,218.00 |
14,081.71 |
|
| R2 |
14,183.58 |
14,183.58 |
14,072.63 |
|
| R1 |
14,119.03 |
14,119.03 |
14,063.56 |
14,101.82 |
| PP |
14,084.61 |
14,084.61 |
14,084.61 |
14,076.00 |
| S1 |
14,020.06 |
14,020.06 |
14,045.42 |
14,002.85 |
| S2 |
13,985.64 |
13,985.64 |
14,036.35 |
|
| S3 |
13,886.67 |
13,921.09 |
14,027.27 |
|
| S4 |
13,787.70 |
13,822.12 |
14,000.06 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,636.02 |
14,542.17 |
14,123.70 |
|
| R3 |
14,412.15 |
14,318.30 |
14,062.13 |
|
| R2 |
14,188.28 |
14,188.28 |
14,041.61 |
|
| R1 |
14,094.43 |
14,094.43 |
14,021.09 |
14,141.36 |
| PP |
13,964.41 |
13,964.41 |
13,964.41 |
13,987.88 |
| S1 |
13,870.56 |
13,870.56 |
13,980.05 |
13,917.49 |
| S2 |
13,740.54 |
13,740.54 |
13,959.53 |
|
| S3 |
13,516.67 |
13,646.69 |
13,939.01 |
|
| S4 |
13,292.80 |
13,422.82 |
13,877.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
175.21 |
1.2% |
74% |
True |
False |
|
| 10 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
133.87 |
1.0% |
74% |
True |
False |
|
| 20 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
117.70 |
0.8% |
74% |
True |
False |
|
| 40 |
14,149.15 |
13,104.30 |
1,044.85 |
7.4% |
105.20 |
0.7% |
91% |
True |
False |
|
| 60 |
14,149.15 |
12,883.89 |
1,265.26 |
9.0% |
109.79 |
0.8% |
93% |
True |
False |
|
| 80 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
120.36 |
0.9% |
94% |
True |
False |
|
| 100 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
120.39 |
0.9% |
94% |
True |
False |
|
| 120 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
118.82 |
0.8% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,569.77 |
|
2.618 |
14,408.25 |
|
1.618 |
14,309.28 |
|
1.000 |
14,248.12 |
|
0.618 |
14,210.31 |
|
HIGH |
14,149.15 |
|
0.618 |
14,111.34 |
|
0.500 |
14,099.67 |
|
0.382 |
14,087.99 |
|
LOW |
14,050.18 |
|
0.618 |
13,989.02 |
|
1.000 |
13,951.21 |
|
1.618 |
13,890.05 |
|
2.618 |
13,791.08 |
|
4.250 |
13,629.56 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,099.67 |
14,025.21 |
| PP |
14,084.61 |
13,995.94 |
| S1 |
14,069.55 |
13,966.66 |
|