| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,710.0 |
2,716.0 |
6.0 |
0.2% |
2,603.0 |
| High |
2,716.0 |
2,744.0 |
28.0 |
1.0% |
2,735.0 |
| Low |
2,692.0 |
2,714.0 |
22.0 |
0.8% |
2,591.0 |
| Close |
2,706.0 |
2,742.0 |
36.0 |
1.3% |
2,727.0 |
| Range |
24.0 |
30.0 |
6.0 |
25.0% |
144.0 |
| ATR |
44.8 |
44.3 |
-0.5 |
-1.1% |
0.0 |
| Volume |
1,323,710 |
180,027 |
-1,143,683 |
-86.4% |
6,455,893 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.3 |
2,812.7 |
2,758.5 |
|
| R3 |
2,793.3 |
2,782.7 |
2,750.3 |
|
| R2 |
2,763.3 |
2,763.3 |
2,747.5 |
|
| R1 |
2,752.7 |
2,752.7 |
2,744.8 |
2,758.0 |
| PP |
2,733.3 |
2,733.3 |
2,733.3 |
2,736.0 |
| S1 |
2,722.7 |
2,722.7 |
2,739.3 |
2,728.0 |
| S2 |
2,703.3 |
2,703.3 |
2,736.5 |
|
| S3 |
2,673.3 |
2,692.7 |
2,733.8 |
|
| S4 |
2,643.3 |
2,662.7 |
2,725.5 |
|
|
| 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 |
2,744.0 |
2,692.0 |
52.0 |
1.9% |
28.2 |
1.0% |
96% |
True |
False |
1,298,007 |
| 10 |
2,744.0 |
2,588.0 |
156.0 |
5.7% |
34.6 |
1.3% |
99% |
True |
False |
1,243,444 |
| 20 |
2,744.0 |
2,556.0 |
188.0 |
6.9% |
46.7 |
1.7% |
99% |
True |
False |
1,252,609 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
41.8 |
1.5% |
93% |
False |
False |
1,072,649 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
37.1 |
1.4% |
93% |
False |
False |
950,999 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
35.4 |
1.3% |
96% |
False |
False |
723,237 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
35.6 |
1.3% |
96% |
False |
False |
579,639 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
35.6 |
1.3% |
96% |
False |
False |
483,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.5 |
|
2.618 |
2,822.5 |
|
1.618 |
2,792.5 |
|
1.000 |
2,774.0 |
|
0.618 |
2,762.5 |
|
HIGH |
2,744.0 |
|
0.618 |
2,732.5 |
|
0.500 |
2,729.0 |
|
0.382 |
2,725.5 |
|
LOW |
2,714.0 |
|
0.618 |
2,695.5 |
|
1.000 |
2,684.0 |
|
1.618 |
2,665.5 |
|
2.618 |
2,635.5 |
|
4.250 |
2,586.5 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.7 |
2,734.0 |
| PP |
2,733.3 |
2,726.0 |
| S1 |
2,729.0 |
2,718.0 |
|