| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,710.0 |
-6.0 |
-0.2% |
2,603.0 |
| High |
2,725.0 |
2,716.0 |
-9.0 |
-0.3% |
2,735.0 |
| Low |
2,698.0 |
2,692.0 |
-6.0 |
-0.2% |
2,591.0 |
| Close |
2,710.0 |
2,706.0 |
-4.0 |
-0.1% |
2,727.0 |
| Range |
27.0 |
24.0 |
-3.0 |
-11.1% |
144.0 |
| ATR |
46.4 |
44.8 |
-1.6 |
-3.4% |
0.0 |
| Volume |
1,732,637 |
1,323,710 |
-408,927 |
-23.6% |
6,455,893 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.7 |
2,765.3 |
2,719.2 |
|
| R3 |
2,752.7 |
2,741.3 |
2,712.6 |
|
| R2 |
2,728.7 |
2,728.7 |
2,710.4 |
|
| R1 |
2,717.3 |
2,717.3 |
2,708.2 |
2,711.0 |
| PP |
2,704.7 |
2,704.7 |
2,704.7 |
2,701.5 |
| S1 |
2,693.3 |
2,693.3 |
2,703.8 |
2,687.0 |
| S2 |
2,680.7 |
2,680.7 |
2,701.6 |
|
| S3 |
2,656.7 |
2,669.3 |
2,699.4 |
|
| S4 |
2,632.7 |
2,645.3 |
2,692.8 |
|
|
| 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 |
2,681.0 |
54.0 |
2.0% |
26.6 |
1.0% |
46% |
False |
False |
1,546,750 |
| 10 |
2,735.0 |
2,588.0 |
147.0 |
5.4% |
35.5 |
1.3% |
80% |
False |
False |
1,352,147 |
| 20 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
46.6 |
1.7% |
84% |
False |
False |
1,295,618 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
41.7 |
1.5% |
75% |
False |
False |
1,088,804 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
37.2 |
1.4% |
75% |
False |
False |
949,870 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.7 |
1.3% |
86% |
False |
False |
720,993 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.8 |
1.3% |
86% |
False |
False |
577,839 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.7 |
1.3% |
86% |
False |
False |
482,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.0 |
|
2.618 |
2,778.8 |
|
1.618 |
2,754.8 |
|
1.000 |
2,740.0 |
|
0.618 |
2,730.8 |
|
HIGH |
2,716.0 |
|
0.618 |
2,706.8 |
|
0.500 |
2,704.0 |
|
0.382 |
2,701.2 |
|
LOW |
2,692.0 |
|
0.618 |
2,677.2 |
|
1.000 |
2,668.0 |
|
1.618 |
2,653.2 |
|
2.618 |
2,629.2 |
|
4.250 |
2,590.0 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.3 |
2,709.0 |
| PP |
2,704.7 |
2,708.0 |
| S1 |
2,704.0 |
2,707.0 |
|