| 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 |
2,573.0 |
2,611.0 |
38.0 |
1.5% |
2,587.0 |
| High |
2,621.0 |
2,641.0 |
20.0 |
0.8% |
2,632.0 |
| Low |
2,569.0 |
2,609.0 |
40.0 |
1.6% |
2,491.0 |
| Close |
2,617.0 |
2,615.0 |
-2.0 |
-0.1% |
2,550.0 |
| Range |
52.0 |
32.0 |
-20.0 |
-38.5% |
141.0 |
| ATR |
49.9 |
48.6 |
-1.3 |
-2.6% |
0.0 |
| Volume |
133,331 |
231,963 |
98,632 |
74.0% |
73,588 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.7 |
2,698.3 |
2,632.6 |
|
| R3 |
2,685.7 |
2,666.3 |
2,623.8 |
|
| R2 |
2,653.7 |
2,653.7 |
2,620.9 |
|
| R1 |
2,634.3 |
2,634.3 |
2,617.9 |
2,644.0 |
| PP |
2,621.7 |
2,621.7 |
2,621.7 |
2,626.5 |
| S1 |
2,602.3 |
2,602.3 |
2,612.1 |
2,612.0 |
| S2 |
2,589.7 |
2,589.7 |
2,609.1 |
|
| S3 |
2,557.7 |
2,570.3 |
2,606.2 |
|
| S4 |
2,525.7 |
2,538.3 |
2,597.4 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.7 |
2,906.3 |
2,627.6 |
|
| R3 |
2,839.7 |
2,765.3 |
2,588.8 |
|
| R2 |
2,698.7 |
2,698.7 |
2,575.9 |
|
| R1 |
2,624.3 |
2,624.3 |
2,562.9 |
2,591.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,541.0 |
| S1 |
2,483.3 |
2,483.3 |
2,537.1 |
2,450.0 |
| S2 |
2,416.7 |
2,416.7 |
2,524.2 |
|
| S3 |
2,275.7 |
2,342.3 |
2,511.2 |
|
| S4 |
2,134.7 |
2,201.3 |
2,472.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,641.0 |
2,522.0 |
119.0 |
4.6% |
43.0 |
1.6% |
78% |
True |
False |
93,018 |
| 10 |
2,641.0 |
2,491.0 |
150.0 |
5.7% |
56.1 |
2.1% |
83% |
True |
False |
48,119 |
| 20 |
2,641.0 |
2,491.0 |
150.0 |
5.7% |
45.6 |
1.7% |
83% |
True |
False |
24,928 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
37.3 |
1.4% |
63% |
False |
False |
12,821 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
33.3 |
1.3% |
63% |
False |
False |
9,858 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
30.3 |
1.2% |
78% |
False |
False |
7,423 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
29.7 |
1.1% |
78% |
False |
False |
5,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,777.0 |
|
2.618 |
2,724.8 |
|
1.618 |
2,692.8 |
|
1.000 |
2,673.0 |
|
0.618 |
2,660.8 |
|
HIGH |
2,641.0 |
|
0.618 |
2,628.8 |
|
0.500 |
2,625.0 |
|
0.382 |
2,621.2 |
|
LOW |
2,609.0 |
|
0.618 |
2,589.2 |
|
1.000 |
2,577.0 |
|
1.618 |
2,557.2 |
|
2.618 |
2,525.2 |
|
4.250 |
2,473.0 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.0 |
2,604.5 |
| PP |
2,621.7 |
2,594.0 |
| S1 |
2,618.3 |
2,583.5 |
|