| 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 |
14,062 |
14,043 |
-19 |
-0.1% |
13,985 |
| High |
14,133 |
14,093 |
-40 |
-0.3% |
14,133 |
| Low |
14,012 |
13,919 |
-93 |
-0.7% |
13,746 |
| Close |
14,038 |
14,074 |
36 |
0.3% |
14,074 |
| Range |
121 |
174 |
53 |
43.8% |
387 |
| ATR |
134 |
137 |
3 |
2.1% |
0 |
| Volume |
151,404 |
197,210 |
45,806 |
30.3% |
987,813 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,551 |
14,486 |
14,170 |
|
| R3 |
14,377 |
14,312 |
14,122 |
|
| R2 |
14,203 |
14,203 |
14,106 |
|
| R1 |
14,138 |
14,138 |
14,090 |
14,171 |
| PP |
14,029 |
14,029 |
14,029 |
14,045 |
| S1 |
13,964 |
13,964 |
14,058 |
13,997 |
| S2 |
13,855 |
13,855 |
14,042 |
|
| S3 |
13,681 |
13,790 |
14,026 |
|
| S4 |
13,507 |
13,616 |
13,978 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,145 |
14,997 |
14,287 |
|
| R3 |
14,758 |
14,610 |
14,181 |
|
| R2 |
14,371 |
14,371 |
14,145 |
|
| R1 |
14,223 |
14,223 |
14,110 |
14,297 |
| PP |
13,984 |
13,984 |
13,984 |
14,022 |
| S1 |
13,836 |
13,836 |
14,039 |
13,910 |
| S2 |
13,597 |
13,597 |
14,003 |
|
| S3 |
13,210 |
13,449 |
13,968 |
|
| S4 |
12,823 |
13,062 |
13,861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,133 |
13,746 |
387 |
2.7% |
198 |
1.4% |
85% |
False |
False |
197,562 |
| 10 |
14,133 |
13,746 |
387 |
2.7% |
155 |
1.1% |
85% |
False |
False |
165,245 |
| 20 |
14,133 |
13,746 |
387 |
2.7% |
132 |
0.9% |
85% |
False |
False |
135,685 |
| 40 |
14,133 |
13,232 |
901 |
6.4% |
115 |
0.8% |
93% |
False |
False |
117,613 |
| 60 |
14,133 |
12,742 |
1,391 |
9.9% |
126 |
0.9% |
96% |
False |
False |
101,618 |
| 80 |
14,133 |
12,380 |
1,753 |
12.5% |
130 |
0.9% |
97% |
False |
False |
76,235 |
| 100 |
14,133 |
12,380 |
1,753 |
12.5% |
120 |
0.9% |
97% |
False |
False |
60,990 |
| 120 |
14,133 |
12,380 |
1,753 |
12.5% |
108 |
0.8% |
97% |
False |
False |
50,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,833 |
|
2.618 |
14,549 |
|
1.618 |
14,375 |
|
1.000 |
14,267 |
|
0.618 |
14,201 |
|
HIGH |
14,093 |
|
0.618 |
14,027 |
|
0.500 |
14,006 |
|
0.382 |
13,986 |
|
LOW |
13,919 |
|
0.618 |
13,812 |
|
1.000 |
13,745 |
|
1.618 |
13,638 |
|
2.618 |
13,464 |
|
4.250 |
13,180 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,051 |
14,046 |
| PP |
14,029 |
14,018 |
| S1 |
14,006 |
13,990 |
|