| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,468.5 |
6,493.5 |
25.0 |
0.4% |
6,349.0 |
| High |
6,500.5 |
6,524.5 |
24.0 |
0.4% |
6,480.0 |
| Low |
6,463.0 |
6,475.5 |
12.5 |
0.2% |
6,315.5 |
| Close |
6,490.5 |
6,499.0 |
8.5 |
0.1% |
6,467.0 |
| Range |
37.5 |
49.0 |
11.5 |
30.7% |
164.5 |
| ATR |
67.2 |
65.9 |
-1.3 |
-1.9% |
0.0 |
| Volume |
373,251 |
268,530 |
-104,721 |
-28.1% |
910,916 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,646.5 |
6,622.0 |
6,526.0 |
|
| R3 |
6,597.5 |
6,573.0 |
6,512.5 |
|
| R2 |
6,548.5 |
6,548.5 |
6,508.0 |
|
| R1 |
6,524.0 |
6,524.0 |
6,503.5 |
6,536.0 |
| PP |
6,499.5 |
6,499.5 |
6,499.5 |
6,506.0 |
| S1 |
6,475.0 |
6,475.0 |
6,494.5 |
6,487.0 |
| S2 |
6,450.5 |
6,450.5 |
6,490.0 |
|
| S3 |
6,401.5 |
6,426.0 |
6,485.5 |
|
| S4 |
6,352.5 |
6,377.0 |
6,472.0 |
|
|
| 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 |
6,524.5 |
6,406.5 |
118.0 |
1.8% |
41.5 |
0.6% |
78% |
True |
False |
254,120 |
| 10 |
6,524.5 |
6,250.0 |
274.5 |
4.2% |
57.0 |
0.9% |
91% |
True |
False |
185,848 |
| 20 |
6,524.5 |
6,219.5 |
305.0 |
4.7% |
64.5 |
1.0% |
92% |
True |
False |
145,428 |
| 40 |
6,524.5 |
6,035.0 |
489.5 |
7.5% |
61.5 |
0.9% |
95% |
True |
False |
123,716 |
| 60 |
6,524.5 |
5,828.5 |
696.0 |
10.7% |
58.5 |
0.9% |
96% |
True |
False |
115,932 |
| 80 |
6,524.5 |
5,566.0 |
958.5 |
14.7% |
54.0 |
0.8% |
97% |
True |
False |
88,806 |
| 100 |
6,524.5 |
5,566.0 |
958.5 |
14.7% |
53.5 |
0.8% |
97% |
True |
False |
71,058 |
| 120 |
6,524.5 |
5,566.0 |
958.5 |
14.7% |
49.5 |
0.8% |
97% |
True |
False |
59,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,733.0 |
|
2.618 |
6,653.0 |
|
1.618 |
6,604.0 |
|
1.000 |
6,573.5 |
|
0.618 |
6,555.0 |
|
HIGH |
6,524.5 |
|
0.618 |
6,506.0 |
|
0.500 |
6,500.0 |
|
0.382 |
6,494.0 |
|
LOW |
6,475.5 |
|
0.618 |
6,445.0 |
|
1.000 |
6,426.5 |
|
1.618 |
6,396.0 |
|
2.618 |
6,347.0 |
|
4.250 |
6,267.0 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,500.0 |
6,492.5 |
| PP |
6,499.5 |
6,486.0 |
| S1 |
6,499.5 |
6,479.0 |
|