| 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 |
6,277.5 |
6,255.0 |
-22.5 |
-0.4% |
6,262.5 |
| High |
6,295.5 |
6,301.5 |
6.0 |
0.1% |
6,301.5 |
| Low |
6,250.0 |
6,226.5 |
-23.5 |
-0.4% |
6,157.0 |
| Close |
6,291.0 |
6,295.5 |
4.5 |
0.1% |
6,295.5 |
| Range |
45.5 |
75.0 |
29.5 |
64.8% |
144.5 |
| ATR |
60.9 |
61.9 |
1.0 |
1.7% |
0.0 |
| Volume |
2,860 |
7,697 |
4,837 |
169.1% |
11,417 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,499.5 |
6,472.5 |
6,337.0 |
|
| R3 |
6,424.5 |
6,397.5 |
6,316.0 |
|
| R2 |
6,349.5 |
6,349.5 |
6,309.0 |
|
| R1 |
6,322.5 |
6,322.5 |
6,302.5 |
6,336.0 |
| PP |
6,274.5 |
6,274.5 |
6,274.5 |
6,281.0 |
| S1 |
6,247.5 |
6,247.5 |
6,288.5 |
6,261.0 |
| S2 |
6,199.5 |
6,199.5 |
6,282.0 |
|
| S3 |
6,124.5 |
6,172.5 |
6,275.0 |
|
| S4 |
6,049.5 |
6,097.5 |
6,254.0 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.0 |
6,634.5 |
6,375.0 |
|
| R3 |
6,540.5 |
6,490.0 |
6,335.0 |
|
| R2 |
6,396.0 |
6,396.0 |
6,322.0 |
|
| R1 |
6,345.5 |
6,345.5 |
6,308.5 |
6,371.0 |
| PP |
6,251.5 |
6,251.5 |
6,251.5 |
6,264.0 |
| S1 |
6,201.0 |
6,201.0 |
6,282.5 |
6,226.0 |
| S2 |
6,107.0 |
6,107.0 |
6,269.0 |
|
| S3 |
5,962.5 |
6,056.5 |
6,256.0 |
|
| S4 |
5,818.0 |
5,912.0 |
6,216.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,301.5 |
6,157.0 |
144.5 |
2.3% |
78.0 |
1.2% |
96% |
True |
False |
2,283 |
| 10 |
6,327.0 |
6,157.0 |
170.0 |
2.7% |
57.0 |
0.9% |
81% |
False |
False |
1,604 |
| 20 |
6,327.0 |
6,128.0 |
199.0 |
3.2% |
54.0 |
0.9% |
84% |
False |
False |
1,124 |
| 40 |
6,327.0 |
5,944.0 |
383.0 |
6.1% |
40.5 |
0.6% |
92% |
False |
False |
647 |
| 60 |
6,327.0 |
5,776.5 |
550.5 |
8.7% |
31.0 |
0.5% |
94% |
False |
False |
440 |
| 80 |
6,327.0 |
5,492.5 |
834.5 |
13.3% |
23.5 |
0.4% |
96% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,620.0 |
|
2.618 |
6,498.0 |
|
1.618 |
6,423.0 |
|
1.000 |
6,376.5 |
|
0.618 |
6,348.0 |
|
HIGH |
6,301.5 |
|
0.618 |
6,273.0 |
|
0.500 |
6,264.0 |
|
0.382 |
6,255.0 |
|
LOW |
6,226.5 |
|
0.618 |
6,180.0 |
|
1.000 |
6,151.5 |
|
1.618 |
6,105.0 |
|
2.618 |
6,030.0 |
|
4.250 |
5,908.0 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,285.0 |
6,279.5 |
| PP |
6,274.5 |
6,263.5 |
| S1 |
6,264.0 |
6,247.0 |
|