| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
14,127 |
14,247 |
120 |
0.8% |
13,985 |
| High |
14,270 |
14,309 |
39 |
0.3% |
14,133 |
| Low |
14,113 |
14,234 |
121 |
0.9% |
13,746 |
| Close |
14,233 |
14,265 |
32 |
0.2% |
14,074 |
| Range |
157 |
75 |
-82 |
-52.2% |
387 |
| ATR |
138 |
134 |
-4 |
-3.2% |
0 |
| Volume |
150,612 |
130,149 |
-20,463 |
-13.6% |
987,813 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,494 |
14,455 |
14,306 |
|
| R3 |
14,419 |
14,380 |
14,286 |
|
| R2 |
14,344 |
14,344 |
14,279 |
|
| R1 |
14,305 |
14,305 |
14,272 |
14,325 |
| PP |
14,269 |
14,269 |
14,269 |
14,279 |
| S1 |
14,230 |
14,230 |
14,258 |
14,250 |
| S2 |
14,194 |
14,194 |
14,251 |
|
| S3 |
14,119 |
14,155 |
14,245 |
|
| S4 |
14,044 |
14,080 |
14,224 |
|
|
| 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 |
14,309 |
13,919 |
390 |
2.7% |
132 |
0.9% |
89% |
True |
False |
154,076 |
| 10 |
14,309 |
13,746 |
563 |
3.9% |
157 |
1.1% |
92% |
True |
False |
172,845 |
| 20 |
14,309 |
13,746 |
563 |
3.9% |
131 |
0.9% |
92% |
True |
False |
139,339 |
| 40 |
14,309 |
13,232 |
1,077 |
7.5% |
118 |
0.8% |
96% |
True |
False |
120,583 |
| 60 |
14,309 |
12,742 |
1,567 |
11.0% |
126 |
0.9% |
97% |
True |
False |
108,596 |
| 80 |
14,309 |
12,380 |
1,929 |
13.5% |
127 |
0.9% |
98% |
True |
False |
81,507 |
| 100 |
14,309 |
12,380 |
1,929 |
13.5% |
121 |
0.8% |
98% |
True |
False |
65,207 |
| 120 |
14,309 |
12,380 |
1,929 |
13.5% |
111 |
0.8% |
98% |
True |
False |
54,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,628 |
|
2.618 |
14,505 |
|
1.618 |
14,430 |
|
1.000 |
14,384 |
|
0.618 |
14,355 |
|
HIGH |
14,309 |
|
0.618 |
14,280 |
|
0.500 |
14,272 |
|
0.382 |
14,263 |
|
LOW |
14,234 |
|
0.618 |
14,188 |
|
1.000 |
14,159 |
|
1.618 |
14,113 |
|
2.618 |
14,038 |
|
4.250 |
13,915 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,272 |
14,229 |
| PP |
14,269 |
14,192 |
| S1 |
14,267 |
14,156 |
|