| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,755.75 |
2,795.00 |
39.25 |
1.4% |
2,731.50 |
| High |
2,797.75 |
2,804.50 |
6.75 |
0.2% |
2,758.50 |
| Low |
2,755.25 |
2,784.00 |
28.75 |
1.0% |
2,683.50 |
| Close |
2,793.00 |
2,784.00 |
-9.00 |
-0.3% |
2,742.25 |
| Range |
42.50 |
20.50 |
-22.00 |
-51.8% |
75.00 |
| ATR |
32.46 |
31.61 |
-0.85 |
-2.6% |
0.00 |
| Volume |
10,833 |
29,050 |
18,217 |
168.2% |
8,851 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.25 |
2,838.75 |
2,795.25 |
|
| R3 |
2,831.75 |
2,818.25 |
2,789.75 |
|
| R2 |
2,811.25 |
2,811.25 |
2,787.75 |
|
| R1 |
2,797.75 |
2,797.75 |
2,786.00 |
2,794.25 |
| PP |
2,790.75 |
2,790.75 |
2,790.75 |
2,789.00 |
| S1 |
2,777.25 |
2,777.25 |
2,782.00 |
2,773.75 |
| S2 |
2,770.25 |
2,770.25 |
2,780.25 |
|
| S3 |
2,749.75 |
2,756.75 |
2,778.25 |
|
| S4 |
2,729.25 |
2,736.25 |
2,772.75 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.00 |
2,922.75 |
2,783.50 |
|
| R3 |
2,878.00 |
2,847.75 |
2,763.00 |
|
| R2 |
2,803.00 |
2,803.00 |
2,756.00 |
|
| R1 |
2,772.75 |
2,772.75 |
2,749.00 |
2,788.00 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,735.75 |
| S1 |
2,697.75 |
2,697.75 |
2,735.50 |
2,713.00 |
| S2 |
2,653.00 |
2,653.00 |
2,728.50 |
|
| S3 |
2,578.00 |
2,622.75 |
2,721.50 |
|
| S4 |
2,503.00 |
2,547.75 |
2,701.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,804.50 |
2,707.50 |
97.00 |
3.5% |
31.25 |
1.1% |
79% |
True |
False |
10,022 |
| 10 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
37.00 |
1.3% |
83% |
True |
False |
5,737 |
| 20 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
30.50 |
1.1% |
83% |
True |
False |
3,008 |
| 40 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
25.50 |
0.9% |
83% |
True |
False |
1,514 |
| 60 |
2,804.50 |
2,569.50 |
235.00 |
8.4% |
22.75 |
0.8% |
91% |
True |
False |
1,020 |
| 80 |
2,804.50 |
2,502.00 |
302.50 |
10.9% |
17.25 |
0.6% |
93% |
True |
False |
765 |
| 100 |
2,804.50 |
2,502.00 |
302.50 |
10.9% |
14.25 |
0.5% |
93% |
True |
False |
612 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.2% |
12.25 |
0.4% |
83% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.50 |
|
2.618 |
2,858.25 |
|
1.618 |
2,837.75 |
|
1.000 |
2,825.00 |
|
0.618 |
2,817.25 |
|
HIGH |
2,804.50 |
|
0.618 |
2,796.75 |
|
0.500 |
2,794.25 |
|
0.382 |
2,791.75 |
|
LOW |
2,784.00 |
|
0.618 |
2,771.25 |
|
1.000 |
2,763.50 |
|
1.618 |
2,750.75 |
|
2.618 |
2,730.25 |
|
4.250 |
2,697.00 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.25 |
2,778.00 |
| PP |
2,790.75 |
2,771.75 |
| S1 |
2,787.50 |
2,765.50 |
|