| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,434.5 |
6,468.5 |
34.0 |
0.5% |
6,349.0 |
| High |
6,480.0 |
6,500.5 |
20.5 |
0.3% |
6,480.0 |
| Low |
6,434.0 |
6,463.0 |
29.0 |
0.5% |
6,315.5 |
| Close |
6,467.0 |
6,490.5 |
23.5 |
0.4% |
6,467.0 |
| Range |
46.0 |
37.5 |
-8.5 |
-18.5% |
164.5 |
| ATR |
69.5 |
67.2 |
-2.3 |
-3.3% |
0.0 |
| Volume |
262,060 |
373,251 |
111,191 |
42.4% |
910,916 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,597.0 |
6,581.5 |
6,511.0 |
|
| R3 |
6,559.5 |
6,544.0 |
6,501.0 |
|
| R2 |
6,522.0 |
6,522.0 |
6,497.5 |
|
| R1 |
6,506.5 |
6,506.5 |
6,494.0 |
6,514.0 |
| PP |
6,484.5 |
6,484.5 |
6,484.5 |
6,488.5 |
| S1 |
6,469.0 |
6,469.0 |
6,487.0 |
6,477.0 |
| S2 |
6,447.0 |
6,447.0 |
6,483.5 |
|
| S3 |
6,409.5 |
6,431.5 |
6,480.0 |
|
| S4 |
6,372.0 |
6,394.0 |
6,470.0 |
|
|
| 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 |
6,500.5 |
6,351.0 |
149.5 |
2.3% |
47.5 |
0.7% |
93% |
True |
False |
224,606 |
| 10 |
6,500.5 |
6,219.5 |
281.0 |
4.3% |
58.0 |
0.9% |
96% |
True |
False |
168,559 |
| 20 |
6,500.5 |
6,218.0 |
282.5 |
4.4% |
66.0 |
1.0% |
96% |
True |
False |
138,098 |
| 40 |
6,500.5 |
6,035.0 |
465.5 |
7.2% |
61.5 |
0.9% |
98% |
True |
False |
119,552 |
| 60 |
6,500.5 |
5,828.5 |
672.0 |
10.4% |
58.0 |
0.9% |
99% |
True |
False |
112,423 |
| 80 |
6,500.5 |
5,566.0 |
934.5 |
14.4% |
53.5 |
0.8% |
99% |
True |
False |
85,450 |
| 100 |
6,500.5 |
5,566.0 |
934.5 |
14.4% |
53.5 |
0.8% |
99% |
True |
False |
68,373 |
| 120 |
6,500.5 |
5,566.0 |
934.5 |
14.4% |
49.5 |
0.8% |
99% |
True |
False |
56,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,660.0 |
|
2.618 |
6,598.5 |
|
1.618 |
6,561.0 |
|
1.000 |
6,538.0 |
|
0.618 |
6,523.5 |
|
HIGH |
6,500.5 |
|
0.618 |
6,486.0 |
|
0.500 |
6,482.0 |
|
0.382 |
6,477.5 |
|
LOW |
6,463.0 |
|
0.618 |
6,440.0 |
|
1.000 |
6,425.5 |
|
1.618 |
6,402.5 |
|
2.618 |
6,365.0 |
|
4.250 |
6,303.5 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,487.5 |
6,480.5 |
| PP |
6,484.5 |
6,470.5 |
| S1 |
6,482.0 |
6,460.0 |
|