| 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 |
6,428.0 |
6,434.5 |
6.5 |
0.1% |
6,349.0 |
| High |
6,450.0 |
6,480.0 |
30.0 |
0.5% |
6,480.0 |
| Low |
6,420.0 |
6,434.0 |
14.0 |
0.2% |
6,315.5 |
| Close |
6,435.0 |
6,467.0 |
32.0 |
0.5% |
6,467.0 |
| Range |
30.0 |
46.0 |
16.0 |
53.3% |
164.5 |
| ATR |
71.3 |
69.5 |
-1.8 |
-2.5% |
0.0 |
| Volume |
189,567 |
262,060 |
72,493 |
38.2% |
910,916 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,598.5 |
6,578.5 |
6,492.5 |
|
| R3 |
6,552.5 |
6,532.5 |
6,479.5 |
|
| R2 |
6,506.5 |
6,506.5 |
6,475.5 |
|
| R1 |
6,486.5 |
6,486.5 |
6,471.0 |
6,496.5 |
| PP |
6,460.5 |
6,460.5 |
6,460.5 |
6,465.0 |
| S1 |
6,440.5 |
6,440.5 |
6,463.0 |
6,450.5 |
| S2 |
6,414.5 |
6,414.5 |
6,458.5 |
|
| S3 |
6,368.5 |
6,394.5 |
6,454.5 |
|
| S4 |
6,322.5 |
6,348.5 |
6,441.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,914.5 |
6,855.0 |
6,557.5 |
|
| R3 |
6,750.0 |
6,690.5 |
6,512.0 |
|
| R2 |
6,585.5 |
6,585.5 |
6,497.0 |
|
| R1 |
6,526.0 |
6,526.0 |
6,482.0 |
6,556.0 |
| PP |
6,421.0 |
6,421.0 |
6,421.0 |
6,435.5 |
| S1 |
6,361.5 |
6,361.5 |
6,452.0 |
6,391.0 |
| S2 |
6,256.5 |
6,256.5 |
6,437.0 |
|
| S3 |
6,092.0 |
6,197.0 |
6,422.0 |
|
| S4 |
5,927.5 |
6,032.5 |
6,376.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,480.0 |
6,315.5 |
164.5 |
2.5% |
48.0 |
0.7% |
92% |
True |
False |
182,183 |
| 10 |
6,480.0 |
6,219.5 |
260.5 |
4.0% |
69.0 |
1.1% |
95% |
True |
False |
143,401 |
| 20 |
6,480.0 |
6,210.5 |
269.5 |
4.2% |
66.5 |
1.0% |
95% |
True |
False |
124,470 |
| 40 |
6,480.0 |
6,035.0 |
445.0 |
6.9% |
62.0 |
1.0% |
97% |
True |
False |
112,835 |
| 60 |
6,480.0 |
5,828.5 |
651.5 |
10.1% |
58.5 |
0.9% |
98% |
True |
False |
106,912 |
| 80 |
6,480.0 |
5,566.0 |
914.0 |
14.1% |
54.5 |
0.8% |
99% |
True |
False |
80,786 |
| 100 |
6,480.0 |
5,566.0 |
914.0 |
14.1% |
53.0 |
0.8% |
99% |
True |
False |
64,641 |
| 120 |
6,480.0 |
5,566.0 |
914.0 |
14.1% |
49.0 |
0.8% |
99% |
True |
False |
53,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,675.5 |
|
2.618 |
6,600.5 |
|
1.618 |
6,554.5 |
|
1.000 |
6,526.0 |
|
0.618 |
6,508.5 |
|
HIGH |
6,480.0 |
|
0.618 |
6,462.5 |
|
0.500 |
6,457.0 |
|
0.382 |
6,451.5 |
|
LOW |
6,434.0 |
|
0.618 |
6,405.5 |
|
1.000 |
6,388.0 |
|
1.618 |
6,359.5 |
|
2.618 |
6,313.5 |
|
4.250 |
6,238.5 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,463.5 |
6,459.0 |
| PP |
6,460.5 |
6,451.0 |
| S1 |
6,457.0 |
6,443.0 |
|