| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,795.00 |
2,789.25 |
-5.75 |
-0.2% |
2,731.50 |
| High |
2,804.50 |
2,800.25 |
-4.25 |
-0.2% |
2,758.50 |
| Low |
2,784.00 |
2,784.25 |
0.25 |
0.0% |
2,683.50 |
| Close |
2,784.00 |
2,795.00 |
11.00 |
0.4% |
2,742.25 |
| Range |
20.50 |
16.00 |
-4.50 |
-22.0% |
75.00 |
| ATR |
31.61 |
30.51 |
-1.10 |
-3.5% |
0.00 |
| Volume |
29,050 |
72,234 |
43,184 |
148.7% |
8,851 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.25 |
2,834.00 |
2,803.75 |
|
| R3 |
2,825.25 |
2,818.00 |
2,799.50 |
|
| R2 |
2,809.25 |
2,809.25 |
2,798.00 |
|
| R1 |
2,802.00 |
2,802.00 |
2,796.50 |
2,805.50 |
| PP |
2,793.25 |
2,793.25 |
2,793.25 |
2,795.00 |
| S1 |
2,786.00 |
2,786.00 |
2,793.50 |
2,789.50 |
| S2 |
2,777.25 |
2,777.25 |
2,792.00 |
|
| S3 |
2,761.25 |
2,770.00 |
2,790.50 |
|
| S4 |
2,745.25 |
2,754.00 |
2,786.25 |
|
|
| 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% |
29.25 |
1.0% |
90% |
False |
False |
24,151 |
| 10 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
34.75 |
1.2% |
92% |
False |
False |
12,912 |
| 20 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
30.50 |
1.1% |
92% |
False |
False |
6,613 |
| 40 |
2,804.50 |
2,683.50 |
121.00 |
4.3% |
25.50 |
0.9% |
92% |
False |
False |
3,319 |
| 60 |
2,804.50 |
2,569.50 |
235.00 |
8.4% |
23.00 |
0.8% |
96% |
False |
False |
2,224 |
| 80 |
2,804.50 |
2,502.00 |
302.50 |
10.8% |
17.50 |
0.6% |
97% |
False |
False |
1,668 |
| 100 |
2,804.50 |
2,502.00 |
302.50 |
10.8% |
14.50 |
0.5% |
97% |
False |
False |
1,335 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.2% |
12.00 |
0.4% |
86% |
False |
False |
1,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.25 |
|
2.618 |
2,842.25 |
|
1.618 |
2,826.25 |
|
1.000 |
2,816.25 |
|
0.618 |
2,810.25 |
|
HIGH |
2,800.25 |
|
0.618 |
2,794.25 |
|
0.500 |
2,792.25 |
|
0.382 |
2,790.25 |
|
LOW |
2,784.25 |
|
0.618 |
2,774.25 |
|
1.000 |
2,768.25 |
|
1.618 |
2,758.25 |
|
2.618 |
2,742.25 |
|
4.250 |
2,716.25 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.00 |
2,790.00 |
| PP |
2,793.25 |
2,785.00 |
| S1 |
2,792.25 |
2,780.00 |
|