| 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 |
5,065.0 |
5,055.0 |
-10.0 |
-0.2% |
5,010.0 |
| High |
5,073.0 |
5,097.0 |
24.0 |
0.5% |
5,097.0 |
| Low |
5,003.0 |
5,053.0 |
50.0 |
1.0% |
4,960.0 |
| Close |
5,021.0 |
5,079.0 |
58.0 |
1.2% |
5,074.0 |
| Range |
70.0 |
44.0 |
-26.0 |
-37.1% |
137.0 |
| ATR |
51.3 |
53.0 |
1.8 |
3.4% |
0.0 |
| Volume |
28,199 |
28,578 |
379 |
1.3% |
127,275 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,208.3 |
5,187.7 |
5,103.2 |
|
| R3 |
5,164.3 |
5,143.7 |
5,091.1 |
|
| R2 |
5,120.3 |
5,120.3 |
5,087.1 |
|
| R1 |
5,099.7 |
5,099.7 |
5,083.0 |
5,110.0 |
| PP |
5,076.3 |
5,076.3 |
5,076.3 |
5,081.5 |
| S1 |
5,055.7 |
5,055.7 |
5,075.0 |
5,066.0 |
| S2 |
5,032.3 |
5,032.3 |
5,070.9 |
|
| S3 |
4,988.3 |
5,011.7 |
5,066.9 |
|
| S4 |
4,944.3 |
4,967.7 |
5,054.8 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,454.7 |
5,401.3 |
5,149.4 |
|
| R3 |
5,317.7 |
5,264.3 |
5,111.7 |
|
| R2 |
5,180.7 |
5,180.7 |
5,099.1 |
|
| R1 |
5,127.3 |
5,127.3 |
5,086.6 |
5,154.0 |
| PP |
5,043.7 |
5,043.7 |
5,043.7 |
5,057.0 |
| S1 |
4,990.3 |
4,990.3 |
5,061.4 |
5,017.0 |
| S2 |
4,906.7 |
4,906.7 |
5,048.9 |
|
| S3 |
4,769.7 |
4,853.3 |
5,036.3 |
|
| S4 |
4,632.7 |
4,716.3 |
4,998.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,097.0 |
5,002.0 |
95.0 |
1.9% |
43.6 |
0.9% |
81% |
True |
False |
26,361 |
| 10 |
5,097.0 |
4,956.0 |
141.0 |
2.8% |
52.8 |
1.0% |
87% |
True |
False |
28,893 |
| 20 |
5,097.0 |
4,857.0 |
240.0 |
4.7% |
44.5 |
0.9% |
93% |
True |
False |
25,153 |
| 40 |
5,097.0 |
4,659.0 |
438.0 |
8.6% |
38.1 |
0.7% |
96% |
True |
False |
23,673 |
| 60 |
5,097.0 |
4,485.0 |
612.0 |
12.0% |
34.7 |
0.7% |
97% |
True |
False |
23,469 |
| 80 |
5,097.0 |
4,315.0 |
782.0 |
15.4% |
29.1 |
0.6% |
98% |
True |
False |
17,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,284.0 |
|
2.618 |
5,212.2 |
|
1.618 |
5,168.2 |
|
1.000 |
5,141.0 |
|
0.618 |
5,124.2 |
|
HIGH |
5,097.0 |
|
0.618 |
5,080.2 |
|
0.500 |
5,075.0 |
|
0.382 |
5,069.8 |
|
LOW |
5,053.0 |
|
0.618 |
5,025.8 |
|
1.000 |
5,009.0 |
|
1.618 |
4,981.8 |
|
2.618 |
4,937.8 |
|
4.250 |
4,866.0 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,077.7 |
5,069.3 |
| PP |
5,076.3 |
5,059.7 |
| S1 |
5,075.0 |
5,050.0 |
|