| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,747.0 |
31.0 |
1.1% |
2,722.0 |
| High |
2,744.0 |
2,751.0 |
7.0 |
0.3% |
2,751.0 |
| Low |
2,714.0 |
2,731.0 |
17.0 |
0.6% |
2,692.0 |
| Close |
2,742.0 |
2,735.0 |
-7.0 |
-0.3% |
2,735.0 |
| Range |
30.0 |
20.0 |
-10.0 |
-33.3% |
59.0 |
| ATR |
44.3 |
42.6 |
-1.7 |
-3.9% |
0.0 |
| Volume |
180,027 |
180,027 |
0 |
0.0% |
5,255,073 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.0 |
2,787.0 |
2,746.0 |
|
| R3 |
2,779.0 |
2,767.0 |
2,740.5 |
|
| R2 |
2,759.0 |
2,759.0 |
2,738.7 |
|
| R1 |
2,747.0 |
2,747.0 |
2,736.8 |
2,743.0 |
| PP |
2,739.0 |
2,739.0 |
2,739.0 |
2,737.0 |
| S1 |
2,727.0 |
2,727.0 |
2,733.2 |
2,723.0 |
| S2 |
2,719.0 |
2,719.0 |
2,731.3 |
|
| S3 |
2,699.0 |
2,707.0 |
2,729.5 |
|
| S4 |
2,679.0 |
2,687.0 |
2,724.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.0 |
2,878.0 |
2,767.5 |
|
| R3 |
2,844.0 |
2,819.0 |
2,751.2 |
|
| R2 |
2,785.0 |
2,785.0 |
2,745.8 |
|
| R1 |
2,760.0 |
2,760.0 |
2,740.4 |
2,772.5 |
| PP |
2,726.0 |
2,726.0 |
2,726.0 |
2,732.3 |
| S1 |
2,701.0 |
2,701.0 |
2,729.6 |
2,713.5 |
| S2 |
2,667.0 |
2,667.0 |
2,724.2 |
|
| S3 |
2,608.0 |
2,642.0 |
2,718.8 |
|
| S4 |
2,549.0 |
2,583.0 |
2,702.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,751.0 |
2,692.0 |
59.0 |
2.2% |
24.4 |
0.9% |
73% |
True |
False |
1,051,014 |
| 10 |
2,751.0 |
2,591.0 |
160.0 |
5.9% |
31.6 |
1.2% |
90% |
True |
False |
1,171,096 |
| 20 |
2,751.0 |
2,556.0 |
195.0 |
7.1% |
45.6 |
1.7% |
92% |
True |
False |
1,209,474 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
41.8 |
1.5% |
90% |
False |
False |
1,056,216 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
37.0 |
1.4% |
90% |
False |
False |
949,684 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.1 |
1.3% |
94% |
False |
False |
725,486 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.5 |
1.3% |
94% |
False |
False |
581,437 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.6 |
1.3% |
94% |
False |
False |
485,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.0 |
|
2.618 |
2,803.4 |
|
1.618 |
2,783.4 |
|
1.000 |
2,771.0 |
|
0.618 |
2,763.4 |
|
HIGH |
2,751.0 |
|
0.618 |
2,743.4 |
|
0.500 |
2,741.0 |
|
0.382 |
2,738.6 |
|
LOW |
2,731.0 |
|
0.618 |
2,718.6 |
|
1.000 |
2,711.0 |
|
1.618 |
2,698.6 |
|
2.618 |
2,678.6 |
|
4.250 |
2,646.0 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.0 |
2,730.5 |
| PP |
2,739.0 |
2,726.0 |
| S1 |
2,737.0 |
2,721.5 |
|