| 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 |
8,010.0 |
8,080.0 |
70.0 |
0.9% |
8,000.0 |
| High |
8,073.5 |
8,089.0 |
15.5 |
0.2% |
8,089.0 |
| Low |
7,997.0 |
8,007.0 |
10.0 |
0.1% |
7,947.0 |
| Close |
8,066.0 |
8,053.0 |
-13.0 |
-0.2% |
8,053.0 |
| Range |
76.5 |
82.0 |
5.5 |
7.2% |
142.0 |
| ATR |
98.5 |
97.3 |
-1.2 |
-1.2% |
0.0 |
| Volume |
76,441 |
105,918 |
29,477 |
38.6% |
459,932 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,295.7 |
8,256.3 |
8,098.1 |
|
| R3 |
8,213.7 |
8,174.3 |
8,075.6 |
|
| R2 |
8,131.7 |
8,131.7 |
8,068.0 |
|
| R1 |
8,092.3 |
8,092.3 |
8,060.5 |
8,071.0 |
| PP |
8,049.7 |
8,049.7 |
8,049.7 |
8,039.0 |
| S1 |
8,010.3 |
8,010.3 |
8,045.5 |
7,989.0 |
| S2 |
7,967.7 |
7,967.7 |
8,038.0 |
|
| S3 |
7,885.7 |
7,928.3 |
8,030.5 |
|
| S4 |
7,803.7 |
7,846.3 |
8,007.9 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,455.7 |
8,396.3 |
8,131.1 |
|
| R3 |
8,313.7 |
8,254.3 |
8,092.1 |
|
| R2 |
8,171.7 |
8,171.7 |
8,079.0 |
|
| R1 |
8,112.3 |
8,112.3 |
8,066.0 |
8,142.0 |
| PP |
8,029.7 |
8,029.7 |
8,029.7 |
8,044.5 |
| S1 |
7,970.3 |
7,970.3 |
8,040.0 |
8,000.0 |
| S2 |
7,887.7 |
7,887.7 |
8,027.0 |
|
| S3 |
7,745.7 |
7,828.3 |
8,014.0 |
|
| S4 |
7,603.7 |
7,686.3 |
7,974.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,089.0 |
7,947.0 |
142.0 |
1.8% |
63.9 |
0.8% |
75% |
True |
False |
91,986 |
| 10 |
8,089.0 |
7,647.0 |
442.0 |
5.5% |
81.4 |
1.0% |
92% |
True |
False |
58,436 |
| 20 |
8,089.0 |
7,574.0 |
515.0 |
6.4% |
100.5 |
1.2% |
93% |
True |
False |
29,710 |
| 40 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
91.8 |
1.1% |
93% |
True |
False |
15,177 |
| 60 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
81.0 |
1.0% |
93% |
True |
False |
10,687 |
| 80 |
8,089.0 |
7,026.5 |
1,062.5 |
13.2% |
76.2 |
0.9% |
97% |
True |
False |
8,228 |
| 100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.0% |
77.6 |
1.0% |
97% |
True |
False |
6,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,437.5 |
|
2.618 |
8,303.7 |
|
1.618 |
8,221.7 |
|
1.000 |
8,171.0 |
|
0.618 |
8,139.7 |
|
HIGH |
8,089.0 |
|
0.618 |
8,057.7 |
|
0.500 |
8,048.0 |
|
0.382 |
8,038.3 |
|
LOW |
8,007.0 |
|
0.618 |
7,956.3 |
|
1.000 |
7,925.0 |
|
1.618 |
7,874.3 |
|
2.618 |
7,792.3 |
|
4.250 |
7,658.5 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,051.3 |
8,042.3 |
| PP |
8,049.7 |
8,031.5 |
| S1 |
8,048.0 |
8,020.8 |
|