| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,701 |
13,807 |
106 |
0.8% |
13,876 |
| High |
13,833 |
14,017 |
184 |
1.3% |
13,953 |
| Low |
13,701 |
13,784 |
83 |
0.6% |
13,740 |
| Close |
13,791 |
13,991 |
200 |
1.5% |
13,910 |
| Range |
132 |
233 |
101 |
76.5% |
213 |
| ATR |
105 |
114 |
9 |
8.7% |
0 |
| Volume |
1,116 |
1,796 |
680 |
60.9% |
1,064 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,630 |
14,543 |
14,119 |
|
| R3 |
14,397 |
14,310 |
14,055 |
|
| R2 |
14,164 |
14,164 |
14,034 |
|
| R1 |
14,077 |
14,077 |
14,012 |
14,121 |
| PP |
13,931 |
13,931 |
13,931 |
13,952 |
| S1 |
13,844 |
13,844 |
13,970 |
13,888 |
| S2 |
13,698 |
13,698 |
13,948 |
|
| S3 |
13,465 |
13,611 |
13,927 |
|
| S4 |
13,232 |
13,378 |
13,863 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,507 |
14,421 |
14,027 |
|
| R3 |
14,294 |
14,208 |
13,969 |
|
| R2 |
14,081 |
14,081 |
13,949 |
|
| R1 |
13,995 |
13,995 |
13,930 |
14,038 |
| PP |
13,868 |
13,868 |
13,868 |
13,889 |
| S1 |
13,782 |
13,782 |
13,891 |
13,825 |
| S2 |
13,655 |
13,655 |
13,871 |
|
| S3 |
13,442 |
13,569 |
13,852 |
|
| S4 |
13,229 |
13,356 |
13,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,017 |
13,681 |
336 |
2.4% |
173 |
1.2% |
92% |
True |
False |
889 |
| 10 |
14,017 |
13,681 |
336 |
2.4% |
130 |
0.9% |
92% |
True |
False |
513 |
| 20 |
14,017 |
13,681 |
336 |
2.4% |
105 |
0.7% |
92% |
True |
False |
349 |
| 40 |
14,017 |
12,700 |
1,317 |
9.4% |
80 |
0.6% |
98% |
True |
False |
187 |
| 60 |
14,017 |
12,700 |
1,317 |
9.4% |
69 |
0.5% |
98% |
True |
False |
127 |
| 80 |
14,017 |
12,342 |
1,675 |
12.0% |
66 |
0.5% |
98% |
True |
False |
98 |
| 100 |
14,017 |
12,342 |
1,675 |
12.0% |
59 |
0.4% |
98% |
True |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,007 |
|
2.618 |
14,627 |
|
1.618 |
14,394 |
|
1.000 |
14,250 |
|
0.618 |
14,161 |
|
HIGH |
14,017 |
|
0.618 |
13,928 |
|
0.500 |
13,901 |
|
0.382 |
13,873 |
|
LOW |
13,784 |
|
0.618 |
13,640 |
|
1.000 |
13,551 |
|
1.618 |
13,407 |
|
2.618 |
13,174 |
|
4.250 |
12,794 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,961 |
13,944 |
| PP |
13,931 |
13,896 |
| S1 |
13,901 |
13,849 |
|