| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,578.3 |
1,580.4 |
2.1 |
0.1% |
1,578.0 |
| High |
1,582.5 |
1,597.6 |
15.1 |
1.0% |
1,585.8 |
| Low |
1,574.5 |
1,578.8 |
4.3 |
0.3% |
1,560.4 |
| Close |
1,578.0 |
1,591.7 |
13.7 |
0.9% |
1,576.9 |
| Range |
8.0 |
18.8 |
10.8 |
135.0% |
25.4 |
| ATR |
20.3 |
20.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
101,213 |
150,411 |
49,198 |
48.6% |
795,019 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.8 |
1,637.5 |
1,602.0 |
|
| R3 |
1,627.0 |
1,618.7 |
1,596.9 |
|
| R2 |
1,608.2 |
1,608.2 |
1,595.1 |
|
| R1 |
1,599.9 |
1,599.9 |
1,593.4 |
1,604.1 |
| PP |
1,589.4 |
1,589.4 |
1,589.4 |
1,591.4 |
| S1 |
1,581.1 |
1,581.1 |
1,590.0 |
1,585.3 |
| S2 |
1,570.6 |
1,570.6 |
1,588.3 |
|
| S3 |
1,551.8 |
1,562.3 |
1,586.5 |
|
| S4 |
1,533.0 |
1,543.5 |
1,581.4 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.6 |
1,639.1 |
1,590.9 |
|
| R3 |
1,625.2 |
1,613.7 |
1,583.9 |
|
| R2 |
1,599.8 |
1,599.8 |
1,581.6 |
|
| R1 |
1,588.3 |
1,588.3 |
1,579.2 |
1,581.4 |
| PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,570.9 |
| S1 |
1,562.9 |
1,562.9 |
1,574.6 |
1,556.0 |
| S2 |
1,549.0 |
1,549.0 |
1,572.2 |
|
| S3 |
1,523.6 |
1,537.5 |
1,569.9 |
|
| S4 |
1,498.2 |
1,512.1 |
1,562.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,597.6 |
1,560.4 |
37.2 |
2.3% |
15.7 |
1.0% |
84% |
True |
False |
155,403 |
| 10 |
1,614.4 |
1,560.4 |
54.0 |
3.4% |
18.3 |
1.1% |
58% |
False |
False |
160,265 |
| 20 |
1,655.0 |
1,554.3 |
100.7 |
6.3% |
22.2 |
1.4% |
37% |
False |
False |
178,437 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.6 |
1.2% |
26% |
False |
False |
134,065 |
| 60 |
1,713.3 |
1,554.3 |
159.0 |
10.0% |
20.0 |
1.3% |
24% |
False |
False |
92,406 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
19.1 |
1.2% |
18% |
False |
False |
69,983 |
| 100 |
1,758.5 |
1,554.3 |
204.2 |
12.8% |
18.5 |
1.2% |
18% |
False |
False |
56,269 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
18.0 |
1.1% |
15% |
False |
False |
47,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,677.5 |
|
2.618 |
1,646.8 |
|
1.618 |
1,628.0 |
|
1.000 |
1,616.4 |
|
0.618 |
1,609.2 |
|
HIGH |
1,597.6 |
|
0.618 |
1,590.4 |
|
0.500 |
1,588.2 |
|
0.382 |
1,586.0 |
|
LOW |
1,578.8 |
|
0.618 |
1,567.2 |
|
1.000 |
1,560.0 |
|
1.618 |
1,548.4 |
|
2.618 |
1,529.6 |
|
4.250 |
1,498.9 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,590.5 |
1,587.5 |
| PP |
1,589.4 |
1,583.2 |
| S1 |
1,588.2 |
1,579.0 |
|