| 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 |
2,696.50 |
2,705.00 |
8.50 |
0.3% |
2,756.00 |
| High |
2,714.25 |
2,751.75 |
37.50 |
1.4% |
2,780.00 |
| Low |
2,683.50 |
2,698.50 |
15.00 |
0.6% |
2,693.00 |
| Close |
2,701.25 |
2,734.25 |
33.00 |
1.2% |
2,729.25 |
| Range |
30.75 |
53.25 |
22.50 |
73.2% |
87.00 |
| ATR |
30.01 |
31.67 |
1.66 |
5.5% |
0.00 |
| Volume |
2,131 |
2,476 |
345 |
16.2% |
1,708 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.00 |
2,864.25 |
2,763.50 |
|
| R3 |
2,834.75 |
2,811.00 |
2,749.00 |
|
| R2 |
2,781.50 |
2,781.50 |
2,744.00 |
|
| R1 |
2,757.75 |
2,757.75 |
2,739.25 |
2,769.50 |
| PP |
2,728.25 |
2,728.25 |
2,728.25 |
2,734.00 |
| S1 |
2,704.50 |
2,704.50 |
2,729.25 |
2,716.50 |
| S2 |
2,675.00 |
2,675.00 |
2,724.50 |
|
| S3 |
2,621.75 |
2,651.25 |
2,719.50 |
|
| S4 |
2,568.50 |
2,598.00 |
2,705.00 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.00 |
2,949.25 |
2,777.00 |
|
| R3 |
2,908.00 |
2,862.25 |
2,753.25 |
|
| R2 |
2,821.00 |
2,821.00 |
2,745.25 |
|
| R1 |
2,775.25 |
2,775.25 |
2,737.25 |
2,754.50 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,723.75 |
| S1 |
2,688.25 |
2,688.25 |
2,721.25 |
2,667.50 |
| S2 |
2,647.00 |
2,647.00 |
2,713.25 |
|
| S3 |
2,560.00 |
2,601.25 |
2,705.25 |
|
| S4 |
2,473.00 |
2,514.25 |
2,681.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.50 |
2,683.50 |
75.00 |
2.7% |
43.00 |
1.6% |
68% |
False |
False |
1,452 |
| 10 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
34.50 |
1.3% |
53% |
False |
False |
914 |
| 20 |
2,780.00 |
2,683.50 |
96.50 |
3.5% |
30.25 |
1.1% |
53% |
False |
False |
513 |
| 40 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
25.50 |
0.9% |
78% |
False |
False |
264 |
| 60 |
2,780.00 |
2,569.50 |
210.50 |
7.7% |
20.00 |
0.7% |
78% |
False |
False |
185 |
| 80 |
2,780.00 |
2,502.00 |
278.00 |
10.2% |
15.25 |
0.6% |
84% |
False |
False |
139 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.2% |
12.75 |
0.5% |
76% |
False |
False |
111 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.5% |
10.75 |
0.4% |
68% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.00 |
|
2.618 |
2,891.25 |
|
1.618 |
2,838.00 |
|
1.000 |
2,805.00 |
|
0.618 |
2,784.75 |
|
HIGH |
2,751.75 |
|
0.618 |
2,731.50 |
|
0.500 |
2,725.00 |
|
0.382 |
2,718.75 |
|
LOW |
2,698.50 |
|
0.618 |
2,665.50 |
|
1.000 |
2,645.25 |
|
1.618 |
2,612.25 |
|
2.618 |
2,559.00 |
|
4.250 |
2,472.25 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.25 |
2,729.75 |
| PP |
2,728.25 |
2,725.50 |
| S1 |
2,725.00 |
2,721.00 |
|