| 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 |
2,790.50 |
2,798.50 |
8.00 |
0.3% |
2,745.50 |
| High |
2,804.50 |
2,827.75 |
23.25 |
0.8% |
2,827.75 |
| Low |
2,788.50 |
2,792.50 |
4.00 |
0.1% |
2,732.75 |
| Close |
2,799.25 |
2,801.50 |
2.25 |
0.1% |
2,801.50 |
| Range |
16.00 |
35.25 |
19.25 |
120.3% |
95.00 |
| ATR |
33.67 |
33.78 |
0.11 |
0.3% |
0.00 |
| Volume |
194,930 |
147,817 |
-47,113 |
-24.2% |
1,059,777 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.00 |
2,892.50 |
2,821.00 |
|
| R3 |
2,877.75 |
2,857.25 |
2,811.25 |
|
| R2 |
2,842.50 |
2,842.50 |
2,808.00 |
|
| R1 |
2,822.00 |
2,822.00 |
2,804.75 |
2,832.25 |
| PP |
2,807.25 |
2,807.25 |
2,807.25 |
2,812.50 |
| S1 |
2,786.75 |
2,786.75 |
2,798.25 |
2,797.00 |
| S2 |
2,772.00 |
2,772.00 |
2,795.00 |
|
| S3 |
2,736.75 |
2,751.50 |
2,791.75 |
|
| S4 |
2,701.50 |
2,716.25 |
2,782.00 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.25 |
3,032.00 |
2,853.75 |
|
| R3 |
2,977.25 |
2,937.00 |
2,827.50 |
|
| R2 |
2,882.25 |
2,882.25 |
2,819.00 |
|
| R1 |
2,842.00 |
2,842.00 |
2,810.25 |
2,862.00 |
| PP |
2,787.25 |
2,787.25 |
2,787.25 |
2,797.50 |
| S1 |
2,747.00 |
2,747.00 |
2,792.75 |
2,767.00 |
| S2 |
2,692.25 |
2,692.25 |
2,784.00 |
|
| S3 |
2,597.25 |
2,652.00 |
2,775.50 |
|
| S4 |
2,502.25 |
2,557.00 |
2,749.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,827.75 |
2,732.75 |
95.00 |
3.4% |
29.25 |
1.0% |
72% |
True |
False |
211,955 |
| 10 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
37.00 |
1.3% |
81% |
True |
False |
257,316 |
| 20 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
33.00 |
1.2% |
81% |
True |
False |
222,821 |
| 40 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
31.75 |
1.1% |
81% |
True |
False |
221,463 |
| 60 |
2,827.75 |
2,580.00 |
247.75 |
8.8% |
34.25 |
1.2% |
89% |
True |
False |
210,933 |
| 80 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.00 |
1.2% |
92% |
True |
False |
158,328 |
| 100 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.50 |
1.2% |
92% |
True |
False |
126,674 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.4% |
31.50 |
1.1% |
87% |
False |
False |
105,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,977.50 |
|
2.618 |
2,920.00 |
|
1.618 |
2,884.75 |
|
1.000 |
2,863.00 |
|
0.618 |
2,849.50 |
|
HIGH |
2,827.75 |
|
0.618 |
2,814.25 |
|
0.500 |
2,810.00 |
|
0.382 |
2,806.00 |
|
LOW |
2,792.50 |
|
0.618 |
2,770.75 |
|
1.000 |
2,757.25 |
|
1.618 |
2,735.50 |
|
2.618 |
2,700.25 |
|
4.250 |
2,642.75 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.00 |
2,808.00 |
| PP |
2,807.25 |
2,805.75 |
| S1 |
2,804.50 |
2,803.75 |
|