| 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 |
2,631.0 |
2,657.0 |
26.0 |
1.0% |
2,533.0 |
| High |
2,671.0 |
2,661.0 |
-10.0 |
-0.4% |
2,671.0 |
| Low |
2,631.0 |
2,641.0 |
10.0 |
0.4% |
2,526.0 |
| Close |
2,662.0 |
2,657.0 |
-5.0 |
-0.2% |
2,662.0 |
| Range |
40.0 |
20.0 |
-20.0 |
-50.0% |
145.0 |
| ATR |
46.8 |
45.0 |
-1.8 |
-3.9% |
0.0 |
| Volume |
443,618 |
872,942 |
429,324 |
96.8% |
1,138,683 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.0 |
2,705.0 |
2,668.0 |
|
| R3 |
2,693.0 |
2,685.0 |
2,662.5 |
|
| R2 |
2,673.0 |
2,673.0 |
2,660.7 |
|
| R1 |
2,665.0 |
2,665.0 |
2,658.8 |
2,667.0 |
| PP |
2,653.0 |
2,653.0 |
2,653.0 |
2,654.0 |
| S1 |
2,645.0 |
2,645.0 |
2,655.2 |
2,647.0 |
| S2 |
2,633.0 |
2,633.0 |
2,653.3 |
|
| S3 |
2,613.0 |
2,625.0 |
2,651.5 |
|
| S4 |
2,593.0 |
2,605.0 |
2,646.0 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.7 |
3,003.3 |
2,741.8 |
|
| R3 |
2,909.7 |
2,858.3 |
2,701.9 |
|
| R2 |
2,764.7 |
2,764.7 |
2,688.6 |
|
| R1 |
2,713.3 |
2,713.3 |
2,675.3 |
2,739.0 |
| PP |
2,619.7 |
2,619.7 |
2,619.7 |
2,632.5 |
| S1 |
2,568.3 |
2,568.3 |
2,648.7 |
2,594.0 |
| S2 |
2,474.7 |
2,474.7 |
2,635.4 |
|
| S3 |
2,329.7 |
2,423.3 |
2,622.1 |
|
| S4 |
2,184.7 |
2,278.3 |
2,582.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,671.0 |
2,569.0 |
102.0 |
3.8% |
33.2 |
1.2% |
86% |
False |
False |
394,231 |
| 10 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
41.0 |
1.5% |
92% |
False |
False |
208,349 |
| 20 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
44.4 |
1.7% |
92% |
False |
False |
104,428 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
37.6 |
1.4% |
84% |
False |
False |
52,932 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
33.2 |
1.3% |
84% |
False |
False |
36,524 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.4 |
1.1% |
90% |
False |
False |
27,496 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.0 |
1.1% |
90% |
False |
False |
22,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.0 |
|
2.618 |
2,713.4 |
|
1.618 |
2,693.4 |
|
1.000 |
2,681.0 |
|
0.618 |
2,673.4 |
|
HIGH |
2,661.0 |
|
0.618 |
2,653.4 |
|
0.500 |
2,651.0 |
|
0.382 |
2,648.6 |
|
LOW |
2,641.0 |
|
0.618 |
2,628.6 |
|
1.000 |
2,621.0 |
|
1.618 |
2,608.6 |
|
2.618 |
2,588.6 |
|
4.250 |
2,556.0 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.0 |
2,652.5 |
| PP |
2,653.0 |
2,648.0 |
| S1 |
2,651.0 |
2,643.5 |
|