| 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 |
2,657.0 |
2,653.0 |
-4.0 |
-0.2% |
2,533.0 |
| High |
2,661.0 |
2,661.0 |
0.0 |
0.0% |
2,671.0 |
| Low |
2,641.0 |
2,633.0 |
-8.0 |
-0.3% |
2,526.0 |
| Close |
2,657.0 |
2,646.0 |
-11.0 |
-0.4% |
2,662.0 |
| Range |
20.0 |
28.0 |
8.0 |
40.0% |
145.0 |
| ATR |
45.0 |
43.7 |
-1.2 |
-2.7% |
0.0 |
| Volume |
872,942 |
1,226,913 |
353,971 |
40.5% |
1,138,683 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.7 |
2,716.3 |
2,661.4 |
|
| R3 |
2,702.7 |
2,688.3 |
2,653.7 |
|
| R2 |
2,674.7 |
2,674.7 |
2,651.1 |
|
| R1 |
2,660.3 |
2,660.3 |
2,648.6 |
2,653.5 |
| PP |
2,646.7 |
2,646.7 |
2,646.7 |
2,643.3 |
| S1 |
2,632.3 |
2,632.3 |
2,643.4 |
2,625.5 |
| S2 |
2,618.7 |
2,618.7 |
2,640.9 |
|
| S3 |
2,590.7 |
2,604.3 |
2,638.3 |
|
| S4 |
2,562.7 |
2,576.3 |
2,630.6 |
|
|
| 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 |
2,609.0 |
62.0 |
2.3% |
28.4 |
1.1% |
60% |
False |
False |
612,948 |
| 10 |
2,671.0 |
2,498.0 |
173.0 |
6.5% |
39.1 |
1.5% |
86% |
False |
False |
330,881 |
| 20 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
44.1 |
1.7% |
86% |
False |
False |
165,769 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
37.7 |
1.4% |
78% |
False |
False |
83,599 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
33.1 |
1.3% |
78% |
False |
False |
56,871 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.3 |
1.1% |
87% |
False |
False |
42,833 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
29.7 |
1.1% |
87% |
False |
False |
34,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.0 |
|
2.618 |
2,734.3 |
|
1.618 |
2,706.3 |
|
1.000 |
2,689.0 |
|
0.618 |
2,678.3 |
|
HIGH |
2,661.0 |
|
0.618 |
2,650.3 |
|
0.500 |
2,647.0 |
|
0.382 |
2,643.7 |
|
LOW |
2,633.0 |
|
0.618 |
2,615.7 |
|
1.000 |
2,605.0 |
|
1.618 |
2,587.7 |
|
2.618 |
2,559.7 |
|
4.250 |
2,514.0 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.0 |
2,651.0 |
| PP |
2,646.7 |
2,649.3 |
| S1 |
2,646.3 |
2,647.7 |
|