| 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 |
2,809.75 |
2,803.00 |
-6.75 |
-0.2% |
2,745.50 |
| High |
2,811.25 |
2,808.50 |
-2.75 |
-0.1% |
2,827.75 |
| Low |
2,787.75 |
2,787.75 |
0.00 |
0.0% |
2,732.75 |
| Close |
2,803.00 |
2,799.00 |
-4.00 |
-0.1% |
2,801.50 |
| Range |
23.50 |
20.75 |
-2.75 |
-11.7% |
95.00 |
| ATR |
32.20 |
31.38 |
-0.82 |
-2.5% |
0.00 |
| Volume |
90,209 |
78,283 |
-11,926 |
-13.2% |
1,059,777 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.75 |
2,850.50 |
2,810.50 |
|
| R3 |
2,840.00 |
2,829.75 |
2,804.75 |
|
| R2 |
2,819.25 |
2,819.25 |
2,802.75 |
|
| R1 |
2,809.00 |
2,809.00 |
2,801.00 |
2,803.75 |
| PP |
2,798.50 |
2,798.50 |
2,798.50 |
2,795.75 |
| S1 |
2,788.25 |
2,788.25 |
2,797.00 |
2,783.00 |
| S2 |
2,777.75 |
2,777.75 |
2,795.25 |
|
| S3 |
2,757.00 |
2,767.50 |
2,793.25 |
|
| S4 |
2,736.25 |
2,746.75 |
2,787.50 |
|
|
| 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 |
2,787.75 |
40.00 |
1.4% |
23.25 |
0.8% |
28% |
False |
True |
126,418 |
| 10 |
2,827.75 |
2,711.75 |
116.00 |
4.1% |
28.00 |
1.0% |
75% |
False |
False |
187,673 |
| 20 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
32.50 |
1.2% |
79% |
False |
False |
210,826 |
| 40 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
31.75 |
1.1% |
79% |
False |
False |
213,879 |
| 60 |
2,827.75 |
2,580.00 |
247.75 |
8.9% |
33.25 |
1.2% |
88% |
False |
False |
213,727 |
| 80 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
33.50 |
1.2% |
91% |
False |
False |
161,943 |
| 100 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.50 |
1.2% |
91% |
False |
False |
129,563 |
| 120 |
2,847.75 |
2,502.00 |
345.75 |
12.4% |
32.00 |
1.1% |
86% |
False |
False |
107,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.75 |
|
2.618 |
2,862.75 |
|
1.618 |
2,842.00 |
|
1.000 |
2,829.25 |
|
0.618 |
2,821.25 |
|
HIGH |
2,808.50 |
|
0.618 |
2,800.50 |
|
0.500 |
2,798.00 |
|
0.382 |
2,795.75 |
|
LOW |
2,787.75 |
|
0.618 |
2,775.00 |
|
1.000 |
2,767.00 |
|
1.618 |
2,754.25 |
|
2.618 |
2,733.50 |
|
4.250 |
2,699.50 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.75 |
2,800.00 |
| PP |
2,798.50 |
2,799.75 |
| S1 |
2,798.00 |
2,799.25 |
|