| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,255.0 |
6,272.5 |
17.5 |
0.3% |
6,262.5 |
| High |
6,301.5 |
6,278.0 |
-23.5 |
-0.4% |
6,301.5 |
| Low |
6,226.5 |
6,247.0 |
20.5 |
0.3% |
6,157.0 |
| Close |
6,295.5 |
6,259.5 |
-36.0 |
-0.6% |
6,295.5 |
| Range |
75.0 |
31.0 |
-44.0 |
-58.7% |
144.5 |
| ATR |
61.9 |
60.9 |
-1.0 |
-1.5% |
0.0 |
| Volume |
7,697 |
62,618 |
54,921 |
713.5% |
11,417 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,354.5 |
6,338.0 |
6,276.5 |
|
| R3 |
6,323.5 |
6,307.0 |
6,268.0 |
|
| R2 |
6,292.5 |
6,292.5 |
6,265.0 |
|
| R1 |
6,276.0 |
6,276.0 |
6,262.5 |
6,269.0 |
| PP |
6,261.5 |
6,261.5 |
6,261.5 |
6,258.0 |
| S1 |
6,245.0 |
6,245.0 |
6,256.5 |
6,238.0 |
| S2 |
6,230.5 |
6,230.5 |
6,254.0 |
|
| S3 |
6,199.5 |
6,214.0 |
6,251.0 |
|
| S4 |
6,168.5 |
6,183.0 |
6,242.5 |
|
|
| 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% |
57.5 |
0.9% |
71% |
False |
False |
14,804 |
| 10 |
6,327.0 |
6,157.0 |
170.0 |
2.7% |
59.0 |
0.9% |
60% |
False |
False |
7,861 |
| 20 |
6,327.0 |
6,128.0 |
199.0 |
3.2% |
51.0 |
0.8% |
66% |
False |
False |
4,254 |
| 40 |
6,327.0 |
5,944.0 |
383.0 |
6.1% |
41.0 |
0.7% |
82% |
False |
False |
2,212 |
| 60 |
6,327.0 |
5,784.5 |
542.5 |
8.7% |
31.5 |
0.5% |
88% |
False |
False |
1,483 |
| 80 |
6,327.0 |
5,492.5 |
834.5 |
13.3% |
24.0 |
0.4% |
92% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,410.0 |
|
2.618 |
6,359.0 |
|
1.618 |
6,328.0 |
|
1.000 |
6,309.0 |
|
0.618 |
6,297.0 |
|
HIGH |
6,278.0 |
|
0.618 |
6,266.0 |
|
0.500 |
6,262.5 |
|
0.382 |
6,259.0 |
|
LOW |
6,247.0 |
|
0.618 |
6,228.0 |
|
1.000 |
6,216.0 |
|
1.618 |
6,197.0 |
|
2.618 |
6,166.0 |
|
4.250 |
6,115.0 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,262.5 |
6,264.0 |
| PP |
6,261.5 |
6,262.5 |
| S1 |
6,260.5 |
6,261.0 |
|