| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,628.0 |
2,623.0 |
-5.0 |
-0.2% |
2,647.0 |
| High |
2,647.0 |
2,638.0 |
-9.0 |
-0.3% |
2,701.0 |
| Low |
2,608.0 |
2,588.0 |
-20.0 |
-0.8% |
2,556.0 |
| Close |
2,635.0 |
2,617.0 |
-18.0 |
-0.7% |
2,617.0 |
| Range |
39.0 |
50.0 |
11.0 |
28.2% |
145.0 |
| ATR |
53.4 |
53.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,267,063 |
903,503 |
-363,560 |
-28.7% |
6,422,140 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.3 |
2,740.7 |
2,644.5 |
|
| R3 |
2,714.3 |
2,690.7 |
2,630.8 |
|
| R2 |
2,664.3 |
2,664.3 |
2,626.2 |
|
| R1 |
2,640.7 |
2,640.7 |
2,621.6 |
2,627.5 |
| PP |
2,614.3 |
2,614.3 |
2,614.3 |
2,607.8 |
| S1 |
2,590.7 |
2,590.7 |
2,612.4 |
2,577.5 |
| S2 |
2,564.3 |
2,564.3 |
2,607.8 |
|
| S3 |
2,514.3 |
2,540.7 |
2,603.3 |
|
| S4 |
2,464.3 |
2,490.7 |
2,589.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.7 |
2,983.3 |
2,696.8 |
|
| R3 |
2,914.7 |
2,838.3 |
2,656.9 |
|
| R2 |
2,769.7 |
2,769.7 |
2,643.6 |
|
| R1 |
2,693.3 |
2,693.3 |
2,630.3 |
2,659.0 |
| PP |
2,624.7 |
2,624.7 |
2,624.7 |
2,607.5 |
| S1 |
2,548.3 |
2,548.3 |
2,603.7 |
2,514.0 |
| S2 |
2,479.7 |
2,479.7 |
2,590.4 |
|
| S3 |
2,334.7 |
2,403.3 |
2,577.1 |
|
| S4 |
2,189.7 |
2,258.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,701.0 |
2,556.0 |
145.0 |
5.5% |
68.4 |
2.6% |
42% |
False |
False |
1,284,428 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.5% |
59.6 |
2.3% |
42% |
False |
False |
1,247,851 |
| 20 |
2,719.0 |
2,556.0 |
163.0 |
6.2% |
53.1 |
2.0% |
37% |
False |
False |
1,146,620 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.6% |
40.3 |
1.5% |
31% |
False |
False |
947,599 |
| 60 |
2,755.0 |
2,552.0 |
203.0 |
7.8% |
36.5 |
1.4% |
32% |
False |
False |
771,243 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
35.9 |
1.4% |
59% |
False |
False |
579,170 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
35.9 |
1.4% |
59% |
False |
False |
464,342 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.9% |
36.2 |
1.4% |
59% |
False |
False |
388,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.5 |
|
2.618 |
2,768.9 |
|
1.618 |
2,718.9 |
|
1.000 |
2,688.0 |
|
0.618 |
2,668.9 |
|
HIGH |
2,638.0 |
|
0.618 |
2,618.9 |
|
0.500 |
2,613.0 |
|
0.382 |
2,607.1 |
|
LOW |
2,588.0 |
|
0.618 |
2,557.1 |
|
1.000 |
2,538.0 |
|
1.618 |
2,507.1 |
|
2.618 |
2,457.1 |
|
4.250 |
2,375.5 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.7 |
2,612.8 |
| PP |
2,614.3 |
2,608.7 |
| S1 |
2,613.0 |
2,604.5 |
|