| 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 |
13,960 |
13,996 |
36 |
0.3% |
13,923 |
| High |
14,018 |
14,064 |
46 |
0.3% |
14,057 |
| Low |
13,858 |
13,937 |
79 |
0.6% |
13,681 |
| Close |
14,005 |
14,049 |
44 |
0.3% |
14,005 |
| Range |
160 |
127 |
-33 |
-20.6% |
376 |
| ATR |
117 |
118 |
1 |
0.6% |
0 |
| Volume |
1,759 |
1,237 |
-522 |
-29.7% |
6,033 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,398 |
14,350 |
14,119 |
|
| R3 |
14,271 |
14,223 |
14,084 |
|
| R2 |
14,144 |
14,144 |
14,072 |
|
| R1 |
14,096 |
14,096 |
14,061 |
14,120 |
| PP |
14,017 |
14,017 |
14,017 |
14,029 |
| S1 |
13,969 |
13,969 |
14,037 |
13,993 |
| S2 |
13,890 |
13,890 |
14,026 |
|
| S3 |
13,763 |
13,842 |
14,014 |
|
| S4 |
13,636 |
13,715 |
13,979 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,042 |
14,900 |
14,212 |
|
| R3 |
14,666 |
14,524 |
14,109 |
|
| R2 |
14,290 |
14,290 |
14,074 |
|
| R1 |
14,148 |
14,148 |
14,040 |
14,219 |
| PP |
13,914 |
13,914 |
13,914 |
13,950 |
| S1 |
13,772 |
13,772 |
13,971 |
13,843 |
| S2 |
13,538 |
13,538 |
13,936 |
|
| S3 |
13,162 |
13,396 |
13,902 |
|
| S4 |
12,786 |
13,020 |
13,798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,064 |
13,701 |
363 |
2.6% |
153 |
1.1% |
96% |
True |
False |
1,316 |
| 10 |
14,064 |
13,681 |
383 |
2.7% |
148 |
1.0% |
96% |
True |
False |
833 |
| 20 |
14,064 |
13,681 |
383 |
2.7% |
115 |
0.8% |
96% |
True |
False |
510 |
| 40 |
14,064 |
13,170 |
894 |
6.4% |
82 |
0.6% |
98% |
True |
False |
278 |
| 60 |
14,064 |
12,700 |
1,364 |
9.7% |
75 |
0.5% |
99% |
True |
False |
188 |
| 80 |
14,064 |
12,342 |
1,722 |
12.3% |
68 |
0.5% |
99% |
True |
False |
143 |
| 100 |
14,064 |
12,342 |
1,722 |
12.3% |
62 |
0.4% |
99% |
True |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,604 |
|
2.618 |
14,397 |
|
1.618 |
14,270 |
|
1.000 |
14,191 |
|
0.618 |
14,143 |
|
HIGH |
14,064 |
|
0.618 |
14,016 |
|
0.500 |
14,001 |
|
0.382 |
13,986 |
|
LOW |
13,937 |
|
0.618 |
13,859 |
|
1.000 |
13,810 |
|
1.618 |
13,732 |
|
2.618 |
13,605 |
|
4.250 |
13,397 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,033 |
14,020 |
| PP |
14,017 |
13,990 |
| S1 |
14,001 |
13,961 |
|