| 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 |
14,058 |
14,127 |
69 |
0.5% |
13,985 |
| High |
14,133 |
14,270 |
137 |
1.0% |
14,133 |
| Low |
14,003 |
14,113 |
110 |
0.8% |
13,746 |
| Close |
14,116 |
14,233 |
117 |
0.8% |
14,074 |
| Range |
130 |
157 |
27 |
20.8% |
387 |
| ATR |
137 |
138 |
1 |
1.1% |
0 |
| Volume |
141,005 |
150,612 |
9,607 |
6.8% |
987,813 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,676 |
14,612 |
14,319 |
|
| R3 |
14,519 |
14,455 |
14,276 |
|
| R2 |
14,362 |
14,362 |
14,262 |
|
| R1 |
14,298 |
14,298 |
14,248 |
14,330 |
| PP |
14,205 |
14,205 |
14,205 |
14,222 |
| S1 |
14,141 |
14,141 |
14,219 |
14,173 |
| S2 |
14,048 |
14,048 |
14,204 |
|
| S3 |
13,891 |
13,984 |
14,190 |
|
| S4 |
13,734 |
13,827 |
14,147 |
|
|
| 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 |
14,270 |
13,846 |
424 |
3.0% |
166 |
1.2% |
91% |
True |
False |
164,698 |
| 10 |
14,270 |
13,746 |
524 |
3.7% |
165 |
1.2% |
93% |
True |
False |
173,327 |
| 20 |
14,270 |
13,746 |
524 |
3.7% |
133 |
0.9% |
93% |
True |
False |
138,520 |
| 40 |
14,270 |
13,232 |
1,038 |
7.3% |
118 |
0.8% |
96% |
True |
False |
119,489 |
| 60 |
14,270 |
12,742 |
1,528 |
10.7% |
126 |
0.9% |
98% |
True |
False |
106,454 |
| 80 |
14,270 |
12,380 |
1,890 |
13.3% |
131 |
0.9% |
98% |
True |
False |
79,881 |
| 100 |
14,270 |
12,380 |
1,890 |
13.3% |
121 |
0.9% |
98% |
True |
False |
63,906 |
| 120 |
14,270 |
12,380 |
1,890 |
13.3% |
110 |
0.8% |
98% |
True |
False |
53,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,937 |
|
2.618 |
14,681 |
|
1.618 |
14,524 |
|
1.000 |
14,427 |
|
0.618 |
14,367 |
|
HIGH |
14,270 |
|
0.618 |
14,210 |
|
0.500 |
14,192 |
|
0.382 |
14,173 |
|
LOW |
14,113 |
|
0.618 |
14,016 |
|
1.000 |
13,956 |
|
1.618 |
13,859 |
|
2.618 |
13,702 |
|
4.250 |
13,446 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,219 |
14,187 |
| PP |
14,205 |
14,141 |
| S1 |
14,192 |
14,095 |
|