| 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 |
2,652.0 |
2,680.0 |
28.0 |
1.1% |
2,657.0 |
| High |
2,678.0 |
2,684.0 |
6.0 |
0.2% |
2,684.0 |
| Low |
2,649.0 |
2,647.0 |
-2.0 |
-0.1% |
2,627.0 |
| Close |
2,676.0 |
2,659.0 |
-17.0 |
-0.6% |
2,659.0 |
| Range |
29.0 |
37.0 |
8.0 |
27.6% |
57.0 |
| ATR |
42.0 |
41.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
925,327 |
973,552 |
48,225 |
5.2% |
5,176,334 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.3 |
2,753.7 |
2,679.4 |
|
| R3 |
2,737.3 |
2,716.7 |
2,669.2 |
|
| R2 |
2,700.3 |
2,700.3 |
2,665.8 |
|
| R1 |
2,679.7 |
2,679.7 |
2,662.4 |
2,671.5 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,659.3 |
| S1 |
2,642.7 |
2,642.7 |
2,655.6 |
2,634.5 |
| S2 |
2,626.3 |
2,626.3 |
2,652.2 |
|
| S3 |
2,589.3 |
2,605.7 |
2,648.8 |
|
| S4 |
2,552.3 |
2,568.7 |
2,638.7 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,800.3 |
2,690.4 |
|
| R3 |
2,770.7 |
2,743.3 |
2,674.7 |
|
| R2 |
2,713.7 |
2,713.7 |
2,669.5 |
|
| R1 |
2,686.3 |
2,686.3 |
2,664.2 |
2,700.0 |
| PP |
2,656.7 |
2,656.7 |
2,656.7 |
2,663.5 |
| S1 |
2,629.3 |
2,629.3 |
2,653.8 |
2,643.0 |
| S2 |
2,599.7 |
2,599.7 |
2,648.6 |
|
| S3 |
2,542.7 |
2,572.3 |
2,643.3 |
|
| S4 |
2,485.7 |
2,515.3 |
2,627.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.0 |
2,627.0 |
57.0 |
2.1% |
27.4 |
1.0% |
56% |
True |
False |
1,035,266 |
| 10 |
2,684.0 |
2,526.0 |
158.0 |
5.9% |
32.8 |
1.2% |
84% |
True |
False |
631,501 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.3% |
43.9 |
1.6% |
87% |
True |
False |
319,577 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
38.2 |
1.4% |
85% |
False |
False |
160,477 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
33.6 |
1.3% |
85% |
False |
False |
107,928 |
| 80 |
2,689.0 |
2,377.0 |
312.0 |
11.7% |
30.7 |
1.2% |
90% |
False |
False |
81,288 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.1 |
1.1% |
91% |
False |
False |
65,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.3 |
|
2.618 |
2,780.9 |
|
1.618 |
2,743.9 |
|
1.000 |
2,721.0 |
|
0.618 |
2,706.9 |
|
HIGH |
2,684.0 |
|
0.618 |
2,669.9 |
|
0.500 |
2,665.5 |
|
0.382 |
2,661.1 |
|
LOW |
2,647.0 |
|
0.618 |
2,624.1 |
|
1.000 |
2,610.0 |
|
1.618 |
2,587.1 |
|
2.618 |
2,550.1 |
|
4.250 |
2,489.8 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.5 |
2,657.8 |
| PP |
2,663.3 |
2,656.7 |
| S1 |
2,661.2 |
2,655.5 |
|