| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,480.0 |
6,484.5 |
4.5 |
0.1% |
6,349.0 |
| High |
6,496.0 |
6,536.0 |
40.0 |
0.6% |
6,480.0 |
| Low |
6,435.5 |
6,475.5 |
40.0 |
0.6% |
6,315.5 |
| Close |
6,476.0 |
6,532.0 |
56.0 |
0.9% |
6,467.0 |
| Range |
60.5 |
60.5 |
0.0 |
0.0% |
164.5 |
| ATR |
65.7 |
65.4 |
-0.4 |
-0.6% |
0.0 |
| Volume |
151,629 |
16,450 |
-135,179 |
-89.2% |
910,916 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,696.0 |
6,674.5 |
6,565.5 |
|
| R3 |
6,635.5 |
6,614.0 |
6,548.5 |
|
| R2 |
6,575.0 |
6,575.0 |
6,543.0 |
|
| R1 |
6,553.5 |
6,553.5 |
6,537.5 |
6,564.0 |
| PP |
6,514.5 |
6,514.5 |
6,514.5 |
6,520.0 |
| S1 |
6,493.0 |
6,493.0 |
6,526.5 |
6,504.0 |
| S2 |
6,454.0 |
6,454.0 |
6,521.0 |
|
| S3 |
6,393.5 |
6,432.5 |
6,515.5 |
|
| S4 |
6,333.0 |
6,372.0 |
6,498.5 |
|
|
| 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 |
6,536.0 |
6,434.0 |
102.0 |
1.6% |
50.5 |
0.8% |
96% |
True |
False |
214,384 |
| 10 |
6,536.0 |
6,291.0 |
245.0 |
3.8% |
53.0 |
0.8% |
98% |
True |
False |
180,771 |
| 20 |
6,536.0 |
6,219.5 |
316.5 |
4.8% |
63.0 |
1.0% |
99% |
True |
False |
143,377 |
| 40 |
6,536.0 |
6,086.5 |
449.5 |
6.9% |
62.0 |
0.9% |
99% |
True |
False |
122,599 |
| 60 |
6,536.0 |
5,828.5 |
707.5 |
10.8% |
59.0 |
0.9% |
99% |
True |
False |
110,984 |
| 80 |
6,536.0 |
5,660.0 |
876.0 |
13.4% |
53.5 |
0.8% |
100% |
True |
False |
90,901 |
| 100 |
6,536.0 |
5,566.0 |
970.0 |
14.8% |
54.0 |
0.8% |
100% |
True |
False |
72,738 |
| 120 |
6,536.0 |
5,566.0 |
970.0 |
14.8% |
50.0 |
0.8% |
100% |
True |
False |
60,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,793.0 |
|
2.618 |
6,694.5 |
|
1.618 |
6,634.0 |
|
1.000 |
6,596.5 |
|
0.618 |
6,573.5 |
|
HIGH |
6,536.0 |
|
0.618 |
6,513.0 |
|
0.500 |
6,506.0 |
|
0.382 |
6,498.5 |
|
LOW |
6,475.5 |
|
0.618 |
6,438.0 |
|
1.000 |
6,415.0 |
|
1.618 |
6,377.5 |
|
2.618 |
6,317.0 |
|
4.250 |
6,218.5 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,523.0 |
6,516.5 |
| PP |
6,514.5 |
6,501.0 |
| S1 |
6,506.0 |
6,486.0 |
|