| 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 |
2,798.50 |
2,801.50 |
3.00 |
0.1% |
2,745.50 |
| High |
2,827.75 |
2,812.25 |
-15.50 |
-0.5% |
2,827.75 |
| Low |
2,792.50 |
2,791.25 |
-1.25 |
0.0% |
2,732.75 |
| Close |
2,801.50 |
2,809.75 |
8.25 |
0.3% |
2,801.50 |
| Range |
35.25 |
21.00 |
-14.25 |
-40.4% |
95.00 |
| ATR |
33.78 |
32.87 |
-0.91 |
-2.7% |
0.00 |
| Volume |
147,817 |
120,851 |
-26,966 |
-18.2% |
1,059,777 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.50 |
2,859.50 |
2,821.25 |
|
| R3 |
2,846.50 |
2,838.50 |
2,815.50 |
|
| R2 |
2,825.50 |
2,825.50 |
2,813.50 |
|
| R1 |
2,817.50 |
2,817.50 |
2,811.75 |
2,821.50 |
| PP |
2,804.50 |
2,804.50 |
2,804.50 |
2,806.50 |
| S1 |
2,796.50 |
2,796.50 |
2,807.75 |
2,800.50 |
| S2 |
2,783.50 |
2,783.50 |
2,806.00 |
|
| S3 |
2,762.50 |
2,775.50 |
2,804.00 |
|
| S4 |
2,741.50 |
2,754.50 |
2,798.25 |
|
|
| 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 |
2,761.00 |
66.75 |
2.4% |
27.25 |
1.0% |
73% |
False |
False |
187,521 |
| 10 |
2,827.75 |
2,689.00 |
138.75 |
4.9% |
32.00 |
1.1% |
87% |
False |
False |
231,059 |
| 20 |
2,827.75 |
2,689.00 |
138.75 |
4.9% |
32.00 |
1.1% |
87% |
False |
False |
218,308 |
| 40 |
2,827.75 |
2,689.00 |
138.75 |
4.9% |
31.50 |
1.1% |
87% |
False |
False |
218,364 |
| 60 |
2,827.75 |
2,580.00 |
247.75 |
8.8% |
33.75 |
1.2% |
93% |
False |
False |
212,822 |
| 80 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.00 |
1.2% |
94% |
False |
False |
159,838 |
| 100 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.50 |
1.2% |
94% |
False |
False |
127,883 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.3% |
31.75 |
1.1% |
89% |
False |
False |
106,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.50 |
|
2.618 |
2,867.25 |
|
1.618 |
2,846.25 |
|
1.000 |
2,833.25 |
|
0.618 |
2,825.25 |
|
HIGH |
2,812.25 |
|
0.618 |
2,804.25 |
|
0.500 |
2,801.75 |
|
0.382 |
2,799.25 |
|
LOW |
2,791.25 |
|
0.618 |
2,778.25 |
|
1.000 |
2,770.25 |
|
1.618 |
2,757.25 |
|
2.618 |
2,736.25 |
|
4.250 |
2,702.00 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,807.00 |
2,809.25 |
| PP |
2,804.50 |
2,808.75 |
| S1 |
2,801.75 |
2,808.00 |
|