| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,800.25 |
2,805.00 |
4.75 |
0.2% |
2,801.50 |
| High |
2,813.25 |
2,811.50 |
-1.75 |
-0.1% |
2,813.25 |
| Low |
2,797.50 |
2,803.36 |
5.86 |
0.2% |
2,787.75 |
| Close |
2,806.00 |
2,803.36 |
-2.64 |
-0.1% |
2,803.36 |
| Range |
15.75 |
8.14 |
-7.61 |
-48.3% |
25.50 |
| ATR |
30.26 |
28.68 |
-1.58 |
-5.2% |
0.00 |
| Volume |
36,307 |
1,776 |
-34,531 |
-95.1% |
327,426 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.50 |
2,825.00 |
2,807.75 |
|
| R3 |
2,822.25 |
2,817.00 |
2,805.50 |
|
| R2 |
2,814.25 |
2,814.25 |
2,804.75 |
|
| R1 |
2,808.75 |
2,808.75 |
2,804.00 |
2,807.50 |
| PP |
2,806.00 |
2,806.00 |
2,806.00 |
2,805.50 |
| S1 |
2,800.75 |
2,800.75 |
2,802.50 |
2,799.25 |
| S2 |
2,798.00 |
2,798.00 |
2,801.75 |
|
| S3 |
2,789.75 |
2,792.50 |
2,801.00 |
|
| S4 |
2,781.75 |
2,784.25 |
2,799.00 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.00 |
2,866.25 |
2,817.50 |
|
| R3 |
2,852.50 |
2,840.75 |
2,810.25 |
|
| R2 |
2,827.00 |
2,827.00 |
2,808.00 |
|
| R1 |
2,815.25 |
2,815.25 |
2,805.75 |
2,821.00 |
| PP |
2,801.50 |
2,801.50 |
2,801.50 |
2,804.50 |
| S1 |
2,789.75 |
2,789.75 |
2,801.00 |
2,795.50 |
| S2 |
2,776.00 |
2,776.00 |
2,798.75 |
|
| S3 |
2,750.50 |
2,764.25 |
2,796.25 |
|
| S4 |
2,725.00 |
2,738.75 |
2,789.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,813.25 |
2,787.75 |
25.50 |
0.9% |
17.75 |
0.6% |
61% |
False |
False |
65,485 |
| 10 |
2,827.75 |
2,732.75 |
95.00 |
3.4% |
23.50 |
0.8% |
74% |
False |
False |
138,720 |
| 20 |
2,827.75 |
2,689.00 |
138.75 |
4.9% |
32.00 |
1.1% |
82% |
False |
False |
196,759 |
| 40 |
2,827.75 |
2,689.00 |
138.75 |
4.9% |
31.00 |
1.1% |
82% |
False |
False |
205,024 |
| 60 |
2,827.75 |
2,580.00 |
247.75 |
8.8% |
32.00 |
1.1% |
90% |
False |
False |
204,668 |
| 80 |
2,827.75 |
2,536.00 |
291.75 |
10.4% |
33.00 |
1.2% |
92% |
False |
False |
162,414 |
| 100 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
33.50 |
1.2% |
93% |
False |
False |
129,944 |
| 120 |
2,833.25 |
2,502.00 |
331.25 |
11.8% |
32.25 |
1.2% |
91% |
False |
False |
108,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.00 |
|
2.618 |
2,832.75 |
|
1.618 |
2,824.75 |
|
1.000 |
2,819.75 |
|
0.618 |
2,816.50 |
|
HIGH |
2,811.50 |
|
0.618 |
2,808.50 |
|
0.500 |
2,807.50 |
|
0.382 |
2,806.50 |
|
LOW |
2,803.25 |
|
0.618 |
2,798.25 |
|
1.000 |
2,795.25 |
|
1.618 |
2,790.25 |
|
2.618 |
2,782.00 |
|
4.250 |
2,768.75 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,807.50 |
2,802.50 |
| PP |
2,806.00 |
2,801.50 |
| S1 |
2,804.75 |
2,800.50 |
|