| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
7,913.5 |
7,996.5 |
83.0 |
1.0% |
8,000.0 |
| High |
8,033.5 |
8,014.5 |
-19.0 |
-0.2% |
8,089.0 |
| Low |
7,858.5 |
7,932.0 |
73.5 |
0.9% |
7,947.0 |
| Close |
8,024.5 |
7,967.5 |
-57.0 |
-0.7% |
8,053.0 |
| Range |
175.0 |
82.5 |
-92.5 |
-52.9% |
142.0 |
| ATR |
104.2 |
103.4 |
-0.8 |
-0.8% |
0.0 |
| Volume |
116,870 |
128,288 |
11,418 |
9.8% |
459,932 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,218.8 |
8,175.7 |
8,012.9 |
|
| R3 |
8,136.3 |
8,093.2 |
7,990.2 |
|
| R2 |
8,053.8 |
8,053.8 |
7,982.6 |
|
| R1 |
8,010.7 |
8,010.7 |
7,975.1 |
7,991.0 |
| PP |
7,971.3 |
7,971.3 |
7,971.3 |
7,961.5 |
| S1 |
7,928.2 |
7,928.2 |
7,959.9 |
7,908.5 |
| S2 |
7,888.8 |
7,888.8 |
7,952.4 |
|
| S3 |
7,806.3 |
7,845.7 |
7,944.8 |
|
| S4 |
7,723.8 |
7,763.2 |
7,922.1 |
|
|
| 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 |
7,858.5 |
230.5 |
2.9% |
93.0 |
1.2% |
47% |
False |
False |
109,313 |
| 10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
83.2 |
1.0% |
47% |
False |
False |
79,432 |
| 20 |
8,089.0 |
7,574.0 |
515.0 |
6.5% |
102.8 |
1.3% |
76% |
False |
False |
41,944 |
| 40 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
94.9 |
1.2% |
77% |
False |
False |
21,290 |
| 60 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
83.5 |
1.0% |
77% |
False |
False |
14,666 |
| 80 |
8,089.0 |
7,146.0 |
943.0 |
11.8% |
77.1 |
1.0% |
87% |
False |
False |
11,287 |
| 100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.2% |
79.1 |
1.0% |
89% |
False |
False |
9,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,365.1 |
|
2.618 |
8,230.5 |
|
1.618 |
8,148.0 |
|
1.000 |
8,097.0 |
|
0.618 |
8,065.5 |
|
HIGH |
8,014.5 |
|
0.618 |
7,983.0 |
|
0.500 |
7,973.3 |
|
0.382 |
7,963.5 |
|
LOW |
7,932.0 |
|
0.618 |
7,881.0 |
|
1.000 |
7,849.5 |
|
1.618 |
7,798.5 |
|
2.618 |
7,716.0 |
|
4.250 |
7,581.4 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,973.3 |
7,973.8 |
| PP |
7,971.3 |
7,971.7 |
| S1 |
7,969.4 |
7,969.6 |
|