| 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 |
2,653.0 |
2,649.0 |
-4.0 |
-0.2% |
2,533.0 |
| High |
2,661.0 |
2,650.0 |
-11.0 |
-0.4% |
2,671.0 |
| Low |
2,633.0 |
2,627.0 |
-6.0 |
-0.2% |
2,526.0 |
| Close |
2,646.0 |
2,640.0 |
-6.0 |
-0.2% |
2,662.0 |
| Range |
28.0 |
23.0 |
-5.0 |
-17.9% |
145.0 |
| ATR |
43.7 |
42.3 |
-1.5 |
-3.4% |
0.0 |
| Volume |
1,226,913 |
1,177,600 |
-49,313 |
-4.0% |
1,138,683 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.0 |
2,697.0 |
2,652.7 |
|
| R3 |
2,685.0 |
2,674.0 |
2,646.3 |
|
| R2 |
2,662.0 |
2,662.0 |
2,644.2 |
|
| R1 |
2,651.0 |
2,651.0 |
2,642.1 |
2,645.0 |
| PP |
2,639.0 |
2,639.0 |
2,639.0 |
2,636.0 |
| S1 |
2,628.0 |
2,628.0 |
2,637.9 |
2,622.0 |
| S2 |
2,616.0 |
2,616.0 |
2,635.8 |
|
| S3 |
2,593.0 |
2,605.0 |
2,633.7 |
|
| S4 |
2,570.0 |
2,582.0 |
2,627.4 |
|
|
| 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 |
2,616.0 |
55.0 |
2.1% |
26.6 |
1.0% |
44% |
False |
False |
802,075 |
| 10 |
2,671.0 |
2,522.0 |
149.0 |
5.6% |
34.8 |
1.3% |
79% |
False |
False |
447,546 |
| 20 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
44.0 |
1.7% |
83% |
False |
False |
224,643 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
37.9 |
1.4% |
75% |
False |
False |
113,035 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
33.1 |
1.3% |
75% |
False |
False |
76,412 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.7% |
30.2 |
1.1% |
85% |
False |
False |
57,552 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.7% |
29.8 |
1.1% |
85% |
False |
False |
46,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.8 |
|
2.618 |
2,710.2 |
|
1.618 |
2,687.2 |
|
1.000 |
2,673.0 |
|
0.618 |
2,664.2 |
|
HIGH |
2,650.0 |
|
0.618 |
2,641.2 |
|
0.500 |
2,638.5 |
|
0.382 |
2,635.8 |
|
LOW |
2,627.0 |
|
0.618 |
2,612.8 |
|
1.000 |
2,604.0 |
|
1.618 |
2,589.8 |
|
2.618 |
2,566.8 |
|
4.250 |
2,529.3 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.5 |
2,644.0 |
| PP |
2,639.0 |
2,642.7 |
| S1 |
2,638.5 |
2,641.3 |
|