| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
13,996 |
14,058 |
62 |
0.4% |
13,923 |
| High |
14,064 |
14,205 |
141 |
1.0% |
14,057 |
| Low |
13,937 |
14,047 |
110 |
0.8% |
13,681 |
| Close |
14,049 |
14,171 |
122 |
0.9% |
14,005 |
| Range |
127 |
158 |
31 |
24.4% |
376 |
| ATR |
118 |
121 |
3 |
2.4% |
0 |
| Volume |
1,237 |
4,047 |
2,810 |
227.2% |
6,033 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,615 |
14,551 |
14,258 |
|
| R3 |
14,457 |
14,393 |
14,215 |
|
| R2 |
14,299 |
14,299 |
14,200 |
|
| R1 |
14,235 |
14,235 |
14,186 |
14,267 |
| PP |
14,141 |
14,141 |
14,141 |
14,157 |
| S1 |
14,077 |
14,077 |
14,157 |
14,109 |
| S2 |
13,983 |
13,983 |
14,142 |
|
| S3 |
13,825 |
13,919 |
14,128 |
|
| S4 |
13,667 |
13,761 |
14,084 |
|
|
| 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 |
14,205 |
13,784 |
421 |
3.0% |
158 |
1.1% |
92% |
True |
False |
1,902 |
| 10 |
14,205 |
13,681 |
524 |
3.7% |
156 |
1.1% |
94% |
True |
False |
1,225 |
| 20 |
14,205 |
13,681 |
524 |
3.7% |
116 |
0.8% |
94% |
True |
False |
696 |
| 40 |
14,205 |
13,170 |
1,035 |
7.3% |
85 |
0.6% |
97% |
True |
False |
379 |
| 60 |
14,205 |
12,700 |
1,505 |
10.6% |
78 |
0.5% |
98% |
True |
False |
255 |
| 80 |
14,205 |
12,342 |
1,863 |
13.1% |
69 |
0.5% |
98% |
True |
False |
194 |
| 100 |
14,205 |
12,342 |
1,863 |
13.1% |
64 |
0.4% |
98% |
True |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,877 |
|
2.618 |
14,619 |
|
1.618 |
14,461 |
|
1.000 |
14,363 |
|
0.618 |
14,303 |
|
HIGH |
14,205 |
|
0.618 |
14,145 |
|
0.500 |
14,126 |
|
0.382 |
14,107 |
|
LOW |
14,047 |
|
0.618 |
13,949 |
|
1.000 |
13,889 |
|
1.618 |
13,791 |
|
2.618 |
13,633 |
|
4.250 |
13,376 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,156 |
14,125 |
| PP |
14,141 |
14,078 |
| S1 |
14,126 |
14,032 |
|