| 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 |
8,000.0 |
7,999.5 |
-0.5 |
0.0% |
7,671.5 |
| High |
8,012.5 |
8,016.5 |
4.0 |
0.0% |
8,043.5 |
| Low |
7,970.0 |
7,947.0 |
-23.0 |
-0.3% |
7,647.0 |
| Close |
8,002.0 |
7,977.5 |
-24.5 |
-0.3% |
7,997.0 |
| Range |
42.5 |
69.5 |
27.0 |
63.5% |
396.5 |
| ATR |
105.8 |
103.2 |
-2.6 |
-2.5% |
0.0 |
| Volume |
69,524 |
88,998 |
19,474 |
28.0% |
124,433 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,188.8 |
8,152.7 |
8,015.7 |
|
| R3 |
8,119.3 |
8,083.2 |
7,996.6 |
|
| R2 |
8,049.8 |
8,049.8 |
7,990.2 |
|
| R1 |
8,013.7 |
8,013.7 |
7,983.9 |
7,997.0 |
| PP |
7,980.3 |
7,980.3 |
7,980.3 |
7,972.0 |
| S1 |
7,944.2 |
7,944.2 |
7,971.1 |
7,927.5 |
| S2 |
7,910.8 |
7,910.8 |
7,964.8 |
|
| S3 |
7,841.3 |
7,874.7 |
7,958.4 |
|
| S4 |
7,771.8 |
7,805.2 |
7,939.3 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,085.3 |
8,937.7 |
8,215.1 |
|
| R3 |
8,688.8 |
8,541.2 |
8,106.0 |
|
| R2 |
8,292.3 |
8,292.3 |
8,069.7 |
|
| R1 |
8,144.7 |
8,144.7 |
8,033.3 |
8,218.5 |
| PP |
7,895.8 |
7,895.8 |
7,895.8 |
7,932.8 |
| S1 |
7,748.2 |
7,748.2 |
7,960.7 |
7,822.0 |
| S2 |
7,499.3 |
7,499.3 |
7,924.3 |
|
| S3 |
7,102.8 |
7,351.7 |
7,888.0 |
|
| S4 |
6,706.3 |
6,955.2 |
7,778.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,043.5 |
7,864.5 |
179.0 |
2.2% |
73.4 |
0.9% |
63% |
False |
False |
49,550 |
| 10 |
8,043.5 |
7,581.0 |
462.5 |
5.8% |
98.5 |
1.2% |
86% |
False |
False |
28,738 |
| 20 |
8,043.5 |
7,574.0 |
469.5 |
5.9% |
103.9 |
1.3% |
86% |
False |
False |
14,700 |
| 40 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
91.4 |
1.1% |
87% |
False |
False |
7,662 |
| 60 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
80.2 |
1.0% |
87% |
False |
False |
5,789 |
| 80 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.3 |
1.0% |
94% |
False |
False |
4,508 |
| 100 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
76.9 |
1.0% |
94% |
False |
False |
3,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,311.9 |
|
2.618 |
8,198.5 |
|
1.618 |
8,129.0 |
|
1.000 |
8,086.0 |
|
0.618 |
8,059.5 |
|
HIGH |
8,016.5 |
|
0.618 |
7,990.0 |
|
0.500 |
7,981.8 |
|
0.382 |
7,973.5 |
|
LOW |
7,947.0 |
|
0.618 |
7,904.0 |
|
1.000 |
7,877.5 |
|
1.618 |
7,834.5 |
|
2.618 |
7,765.0 |
|
4.250 |
7,651.6 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,981.8 |
7,995.3 |
| PP |
7,980.3 |
7,989.3 |
| S1 |
7,978.9 |
7,983.4 |
|