| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,684.0 |
2,696.0 |
12.0 |
0.4% |
2,603.0 |
| High |
2,703.0 |
2,735.0 |
32.0 |
1.2% |
2,735.0 |
| Low |
2,681.0 |
2,696.0 |
15.0 |
0.6% |
2,591.0 |
| Close |
2,687.0 |
2,727.0 |
40.0 |
1.5% |
2,727.0 |
| Range |
22.0 |
39.0 |
17.0 |
77.3% |
144.0 |
| ATR |
50.0 |
49.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,423,741 |
1,414,990 |
-8,751 |
-0.6% |
6,455,893 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.3 |
2,820.7 |
2,748.5 |
|
| R3 |
2,797.3 |
2,781.7 |
2,737.7 |
|
| R2 |
2,758.3 |
2,758.3 |
2,734.2 |
|
| R1 |
2,742.7 |
2,742.7 |
2,730.6 |
2,750.5 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,723.3 |
| S1 |
2,703.7 |
2,703.7 |
2,723.4 |
2,711.5 |
| S2 |
2,680.3 |
2,680.3 |
2,719.9 |
|
| S3 |
2,641.3 |
2,664.7 |
2,716.3 |
|
| S4 |
2,602.3 |
2,625.7 |
2,705.6 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.3 |
3,065.7 |
2,806.2 |
|
| R3 |
2,972.3 |
2,921.7 |
2,766.6 |
|
| R2 |
2,828.3 |
2,828.3 |
2,753.4 |
|
| R1 |
2,777.7 |
2,777.7 |
2,740.2 |
2,803.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,697.0 |
| S1 |
2,633.7 |
2,633.7 |
2,713.8 |
2,659.0 |
| S2 |
2,540.3 |
2,540.3 |
2,700.6 |
|
| S3 |
2,396.3 |
2,489.7 |
2,687.4 |
|
| S4 |
2,252.3 |
2,345.7 |
2,647.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,591.0 |
144.0 |
5.3% |
38.8 |
1.4% |
94% |
True |
False |
1,291,178 |
| 10 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
53.6 |
2.0% |
96% |
True |
False |
1,287,803 |
| 20 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
48.6 |
1.8% |
96% |
True |
False |
1,163,985 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
42.0 |
1.5% |
86% |
False |
False |
1,021,302 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
37.6 |
1.4% |
86% |
False |
False |
874,285 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.9 |
1.3% |
92% |
False |
False |
659,821 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
36.2 |
1.3% |
92% |
False |
False |
528,896 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.8 |
1.3% |
92% |
False |
False |
441,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.8 |
|
2.618 |
2,837.1 |
|
1.618 |
2,798.1 |
|
1.000 |
2,774.0 |
|
0.618 |
2,759.1 |
|
HIGH |
2,735.0 |
|
0.618 |
2,720.1 |
|
0.500 |
2,715.5 |
|
0.382 |
2,710.9 |
|
LOW |
2,696.0 |
|
0.618 |
2,671.9 |
|
1.000 |
2,657.0 |
|
1.618 |
2,632.9 |
|
2.618 |
2,593.9 |
|
4.250 |
2,530.3 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.2 |
2,719.3 |
| PP |
2,719.3 |
2,711.7 |
| S1 |
2,715.5 |
2,704.0 |
|