| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,493.5 |
6,480.0 |
-13.5 |
-0.2% |
6,349.0 |
| High |
6,524.5 |
6,496.0 |
-28.5 |
-0.4% |
6,480.0 |
| Low |
6,475.5 |
6,435.5 |
-40.0 |
-0.6% |
6,315.5 |
| Close |
6,499.0 |
6,476.0 |
-23.0 |
-0.4% |
6,467.0 |
| Range |
49.0 |
60.5 |
11.5 |
23.5% |
164.5 |
| ATR |
65.9 |
65.7 |
-0.2 |
-0.3% |
0.0 |
| Volume |
268,530 |
151,629 |
-116,901 |
-43.5% |
910,916 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,650.5 |
6,624.0 |
6,509.5 |
|
| R3 |
6,590.0 |
6,563.5 |
6,492.5 |
|
| R2 |
6,529.5 |
6,529.5 |
6,487.0 |
|
| R1 |
6,503.0 |
6,503.0 |
6,481.5 |
6,486.0 |
| PP |
6,469.0 |
6,469.0 |
6,469.0 |
6,461.0 |
| S1 |
6,442.5 |
6,442.5 |
6,470.5 |
6,425.5 |
| S2 |
6,408.5 |
6,408.5 |
6,465.0 |
|
| S3 |
6,348.0 |
6,382.0 |
6,459.5 |
|
| S4 |
6,287.5 |
6,321.5 |
6,442.5 |
|
|
| 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 |
6,524.5 |
6,420.0 |
104.5 |
1.6% |
44.5 |
0.7% |
54% |
False |
False |
249,007 |
| 10 |
6,524.5 |
6,291.0 |
233.5 |
3.6% |
52.5 |
0.8% |
79% |
False |
False |
190,412 |
| 20 |
6,524.5 |
6,219.5 |
305.0 |
4.7% |
63.5 |
1.0% |
84% |
False |
False |
147,522 |
| 40 |
6,524.5 |
6,040.0 |
484.5 |
7.5% |
62.0 |
1.0% |
90% |
False |
False |
124,904 |
| 60 |
6,524.5 |
5,828.5 |
696.0 |
10.7% |
59.0 |
0.9% |
93% |
False |
False |
114,449 |
| 80 |
6,524.5 |
5,600.0 |
924.5 |
14.3% |
54.0 |
0.8% |
95% |
False |
False |
90,696 |
| 100 |
6,524.5 |
5,566.0 |
958.5 |
14.8% |
54.0 |
0.8% |
95% |
False |
False |
72,574 |
| 120 |
6,524.5 |
5,566.0 |
958.5 |
14.8% |
50.0 |
0.8% |
95% |
False |
False |
60,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,753.0 |
|
2.618 |
6,654.5 |
|
1.618 |
6,594.0 |
|
1.000 |
6,556.5 |
|
0.618 |
6,533.5 |
|
HIGH |
6,496.0 |
|
0.618 |
6,473.0 |
|
0.500 |
6,466.0 |
|
0.382 |
6,458.5 |
|
LOW |
6,435.5 |
|
0.618 |
6,398.0 |
|
1.000 |
6,375.0 |
|
1.618 |
6,337.5 |
|
2.618 |
6,277.0 |
|
4.250 |
6,178.5 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,472.5 |
6,480.0 |
| PP |
6,469.0 |
6,478.5 |
| S1 |
6,466.0 |
6,477.5 |
|