| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,674.0 |
2,684.0 |
10.0 |
0.4% |
2,647.0 |
| High |
2,705.0 |
2,703.0 |
-2.0 |
-0.1% |
2,701.0 |
| Low |
2,673.0 |
2,681.0 |
8.0 |
0.3% |
2,556.0 |
| Close |
2,679.0 |
2,687.0 |
8.0 |
0.3% |
2,617.0 |
| Range |
32.0 |
22.0 |
-10.0 |
-31.3% |
145.0 |
| ATR |
52.0 |
50.0 |
-2.0 |
-3.8% |
0.0 |
| Volume |
1,096,085 |
1,423,741 |
327,656 |
29.9% |
6,422,140 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.3 |
2,743.7 |
2,699.1 |
|
| R3 |
2,734.3 |
2,721.7 |
2,693.1 |
|
| R2 |
2,712.3 |
2,712.3 |
2,691.0 |
|
| R1 |
2,699.7 |
2,699.7 |
2,689.0 |
2,706.0 |
| PP |
2,690.3 |
2,690.3 |
2,690.3 |
2,693.5 |
| S1 |
2,677.7 |
2,677.7 |
2,685.0 |
2,684.0 |
| S2 |
2,668.3 |
2,668.3 |
2,683.0 |
|
| S3 |
2,646.3 |
2,655.7 |
2,681.0 |
|
| S4 |
2,624.3 |
2,633.7 |
2,674.9 |
|
|
| 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 |
2,705.0 |
2,588.0 |
117.0 |
4.4% |
41.0 |
1.5% |
85% |
False |
False |
1,188,881 |
| 10 |
2,705.0 |
2,556.0 |
149.0 |
5.5% |
55.6 |
2.1% |
88% |
False |
False |
1,343,024 |
| 20 |
2,705.0 |
2,556.0 |
149.0 |
5.5% |
49.3 |
1.8% |
88% |
False |
False |
1,138,696 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
41.6 |
1.5% |
66% |
False |
False |
1,008,282 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
37.5 |
1.4% |
66% |
False |
False |
851,758 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.4 |
1.4% |
80% |
False |
False |
642,141 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.1 |
1.3% |
80% |
False |
False |
514,747 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
35.8 |
1.3% |
80% |
False |
False |
430,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.5 |
|
2.618 |
2,760.6 |
|
1.618 |
2,738.6 |
|
1.000 |
2,725.0 |
|
0.618 |
2,716.6 |
|
HIGH |
2,703.0 |
|
0.618 |
2,694.6 |
|
0.500 |
2,692.0 |
|
0.382 |
2,689.4 |
|
LOW |
2,681.0 |
|
0.618 |
2,667.4 |
|
1.000 |
2,659.0 |
|
1.618 |
2,645.4 |
|
2.618 |
2,623.4 |
|
4.250 |
2,587.5 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,692.0 |
2,681.2 |
| PP |
2,690.3 |
2,675.3 |
| S1 |
2,688.7 |
2,669.5 |
|