| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
14,054.49 |
14,089.66 |
35.17 |
0.3% |
14,004.95 |
| High |
14,107.09 |
14,128.21 |
21.12 |
0.1% |
14,149.15 |
| Low |
13,937.60 |
14,030.37 |
92.77 |
0.7% |
13,784.01 |
| Close |
14,089.66 |
14,127.82 |
38.16 |
0.3% |
14,089.66 |
| Range |
169.49 |
97.84 |
-71.65 |
-42.3% |
365.14 |
| ATR |
123.39 |
121.57 |
-1.83 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,388.99 |
14,356.24 |
14,181.63 |
|
| R3 |
14,291.15 |
14,258.40 |
14,154.73 |
|
| R2 |
14,193.31 |
14,193.31 |
14,145.76 |
|
| R1 |
14,160.56 |
14,160.56 |
14,136.79 |
14,176.94 |
| PP |
14,095.47 |
14,095.47 |
14,095.47 |
14,103.65 |
| S1 |
14,062.72 |
14,062.72 |
14,118.85 |
14,079.10 |
| S2 |
13,997.63 |
13,997.63 |
14,109.88 |
|
| S3 |
13,899.79 |
13,964.88 |
14,100.91 |
|
| S4 |
13,801.95 |
13,867.04 |
14,074.01 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,103.03 |
14,961.48 |
14,290.49 |
|
| R3 |
14,737.89 |
14,596.34 |
14,190.07 |
|
| R2 |
14,372.75 |
14,372.75 |
14,156.60 |
|
| R1 |
14,231.20 |
14,231.20 |
14,123.13 |
14,301.98 |
| PP |
14,007.61 |
14,007.61 |
14,007.61 |
14,042.99 |
| S1 |
13,866.06 |
13,866.06 |
14,056.19 |
13,936.84 |
| S2 |
13,642.47 |
13,642.47 |
14,022.72 |
|
| S3 |
13,277.33 |
13,500.92 |
13,989.25 |
|
| S4 |
12,912.19 |
13,135.78 |
13,888.83 |
|
|
| 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 |
13,784.17 |
364.98 |
2.6% |
145.05 |
1.0% |
94% |
False |
False |
|
| 10 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
144.24 |
1.0% |
94% |
False |
False |
|
| 20 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
119.08 |
0.8% |
94% |
False |
False |
|
| 40 |
14,149.15 |
13,293.13 |
856.02 |
6.1% |
102.36 |
0.7% |
98% |
False |
False |
|
| 60 |
14,149.15 |
12,883.89 |
1,265.26 |
9.0% |
110.74 |
0.8% |
98% |
False |
False |
|
| 80 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
119.77 |
0.8% |
99% |
False |
False |
|
| 100 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
121.14 |
0.9% |
99% |
False |
False |
|
| 120 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
118.52 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,544.03 |
|
2.618 |
14,384.36 |
|
1.618 |
14,286.52 |
|
1.000 |
14,226.05 |
|
0.618 |
14,188.68 |
|
HIGH |
14,128.21 |
|
0.618 |
14,090.84 |
|
0.500 |
14,079.29 |
|
0.382 |
14,067.74 |
|
LOW |
14,030.37 |
|
0.618 |
13,969.90 |
|
1.000 |
13,932.53 |
|
1.618 |
13,872.06 |
|
2.618 |
13,774.22 |
|
4.250 |
13,614.55 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,111.64 |
14,099.67 |
| PP |
14,095.47 |
14,071.52 |
| S1 |
14,079.29 |
14,043.38 |
|