| 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 |
2,603.0 |
2,642.0 |
39.0 |
1.5% |
2,647.0 |
| High |
2,639.0 |
2,687.0 |
48.0 |
1.8% |
2,701.0 |
| Low |
2,591.0 |
2,634.0 |
43.0 |
1.7% |
2,556.0 |
| Close |
2,624.0 |
2,683.0 |
59.0 |
2.2% |
2,617.0 |
| Range |
48.0 |
53.0 |
5.0 |
10.4% |
145.0 |
| ATR |
52.8 |
53.5 |
0.7 |
1.4% |
0.0 |
| Volume |
1,276,738 |
1,244,339 |
-32,399 |
-2.5% |
6,422,140 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.0 |
2,808.0 |
2,712.2 |
|
| R3 |
2,774.0 |
2,755.0 |
2,697.6 |
|
| R2 |
2,721.0 |
2,721.0 |
2,692.7 |
|
| R1 |
2,702.0 |
2,702.0 |
2,687.9 |
2,711.5 |
| PP |
2,668.0 |
2,668.0 |
2,668.0 |
2,672.8 |
| S1 |
2,649.0 |
2,649.0 |
2,678.1 |
2,658.5 |
| S2 |
2,615.0 |
2,615.0 |
2,673.3 |
|
| S3 |
2,562.0 |
2,596.0 |
2,668.4 |
|
| S4 |
2,509.0 |
2,543.0 |
2,653.9 |
|
|
| 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 |
2,687.0 |
2,562.0 |
125.0 |
4.7% |
51.8 |
1.9% |
97% |
True |
False |
1,145,147 |
| 10 |
2,701.0 |
2,556.0 |
145.0 |
5.4% |
59.7 |
2.2% |
88% |
False |
False |
1,359,039 |
| 20 |
2,701.0 |
2,556.0 |
145.0 |
5.4% |
51.7 |
1.9% |
88% |
False |
False |
1,143,507 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
41.6 |
1.5% |
64% |
False |
False |
980,599 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
37.5 |
1.4% |
64% |
False |
False |
812,709 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.3 |
1.4% |
79% |
False |
False |
610,644 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.2 |
1.3% |
79% |
False |
False |
489,550 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.0 |
1.3% |
79% |
False |
False |
409,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.3 |
|
2.618 |
2,825.8 |
|
1.618 |
2,772.8 |
|
1.000 |
2,740.0 |
|
0.618 |
2,719.8 |
|
HIGH |
2,687.0 |
|
0.618 |
2,666.8 |
|
0.500 |
2,660.5 |
|
0.382 |
2,654.2 |
|
LOW |
2,634.0 |
|
0.618 |
2,601.2 |
|
1.000 |
2,581.0 |
|
1.618 |
2,548.2 |
|
2.618 |
2,495.2 |
|
4.250 |
2,408.8 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.5 |
2,667.8 |
| PP |
2,668.0 |
2,652.7 |
| S1 |
2,660.5 |
2,637.5 |
|