| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,773 |
13,870 |
97 |
0.7% |
13,937 |
| High |
13,900 |
14,091 |
191 |
1.4% |
14,035 |
| Low |
13,770 |
13,846 |
76 |
0.6% |
13,811 |
| Close |
13,859 |
14,060 |
201 |
1.5% |
13,981 |
| Range |
130 |
245 |
115 |
88.5% |
224 |
| ATR |
127 |
135 |
8 |
6.7% |
0 |
| Volume |
233,528 |
183,260 |
-50,268 |
-21.5% |
555,860 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,734 |
14,642 |
14,195 |
|
| R3 |
14,489 |
14,397 |
14,128 |
|
| R2 |
14,244 |
14,244 |
14,105 |
|
| R1 |
14,152 |
14,152 |
14,083 |
14,198 |
| PP |
13,999 |
13,999 |
13,999 |
14,022 |
| S1 |
13,907 |
13,907 |
14,038 |
13,953 |
| S2 |
13,754 |
13,754 |
14,015 |
|
| S3 |
13,509 |
13,662 |
13,993 |
|
| S4 |
13,264 |
13,417 |
13,925 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,614 |
14,522 |
14,104 |
|
| R3 |
14,390 |
14,298 |
14,043 |
|
| R2 |
14,166 |
14,166 |
14,022 |
|
| R1 |
14,074 |
14,074 |
14,002 |
14,120 |
| PP |
13,942 |
13,942 |
13,942 |
13,966 |
| S1 |
13,850 |
13,850 |
13,961 |
13,896 |
| S2 |
13,718 |
13,718 |
13,940 |
|
| S3 |
13,494 |
13,626 |
13,920 |
|
| S4 |
13,270 |
13,402 |
13,858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,091 |
13,746 |
345 |
2.5% |
182 |
1.3% |
91% |
True |
False |
191,615 |
| 10 |
14,091 |
13,746 |
345 |
2.5% |
143 |
1.0% |
91% |
True |
False |
148,866 |
| 20 |
14,091 |
13,746 |
345 |
2.5% |
127 |
0.9% |
91% |
True |
False |
128,878 |
| 40 |
14,091 |
12,742 |
1,349 |
9.6% |
120 |
0.9% |
98% |
True |
False |
115,934 |
| 60 |
14,091 |
12,742 |
1,349 |
9.6% |
125 |
0.9% |
98% |
True |
False |
95,814 |
| 80 |
14,091 |
12,380 |
1,711 |
12.2% |
130 |
0.9% |
98% |
True |
False |
71,878 |
| 100 |
14,091 |
12,380 |
1,711 |
12.2% |
118 |
0.8% |
98% |
True |
False |
57,504 |
| 120 |
14,091 |
12,380 |
1,711 |
12.2% |
107 |
0.8% |
98% |
True |
False |
47,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,132 |
|
2.618 |
14,733 |
|
1.618 |
14,488 |
|
1.000 |
14,336 |
|
0.618 |
14,243 |
|
HIGH |
14,091 |
|
0.618 |
13,998 |
|
0.500 |
13,969 |
|
0.382 |
13,940 |
|
LOW |
13,846 |
|
0.618 |
13,695 |
|
1.000 |
13,601 |
|
1.618 |
13,450 |
|
2.618 |
13,205 |
|
4.250 |
12,805 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,030 |
14,013 |
| PP |
13,999 |
13,966 |
| S1 |
13,969 |
13,919 |
|