| 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 |
6,403.0 |
6,426.0 |
23.0 |
0.4% |
6,272.5 |
| High |
6,435.0 |
6,459.5 |
24.5 |
0.4% |
6,414.0 |
| Low |
6,399.5 |
6,409.5 |
10.0 |
0.2% |
6,247.0 |
| Close |
6,425.5 |
6,433.5 |
8.0 |
0.1% |
6,401.5 |
| Range |
35.5 |
50.0 |
14.5 |
40.8% |
167.0 |
| ATR |
57.9 |
57.3 |
-0.6 |
-1.0% |
0.0 |
| Volume |
299,549 |
196,623 |
-102,926 |
-34.4% |
500,577 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,584.0 |
6,559.0 |
6,461.0 |
|
| R3 |
6,534.0 |
6,509.0 |
6,447.0 |
|
| R2 |
6,484.0 |
6,484.0 |
6,442.5 |
|
| R1 |
6,459.0 |
6,459.0 |
6,438.0 |
6,471.5 |
| PP |
6,434.0 |
6,434.0 |
6,434.0 |
6,440.5 |
| S1 |
6,409.0 |
6,409.0 |
6,429.0 |
6,421.5 |
| S2 |
6,384.0 |
6,384.0 |
6,424.5 |
|
| S3 |
6,334.0 |
6,359.0 |
6,420.0 |
|
| S4 |
6,284.0 |
6,309.0 |
6,406.0 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.0 |
6,795.5 |
6,493.5 |
|
| R3 |
6,688.0 |
6,628.5 |
6,447.5 |
|
| R2 |
6,521.0 |
6,521.0 |
6,432.0 |
|
| R1 |
6,461.5 |
6,461.5 |
6,417.0 |
6,491.0 |
| PP |
6,354.0 |
6,354.0 |
6,354.0 |
6,369.0 |
| S1 |
6,294.5 |
6,294.5 |
6,386.0 |
6,324.0 |
| S2 |
6,187.0 |
6,187.0 |
6,371.0 |
|
| S3 |
6,020.0 |
6,127.5 |
6,355.5 |
|
| S4 |
5,853.0 |
5,960.5 |
6,309.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,459.5 |
6,340.0 |
119.5 |
1.9% |
40.5 |
0.6% |
78% |
True |
False |
180,378 |
| 10 |
6,459.5 |
6,193.0 |
266.5 |
4.1% |
51.5 |
0.8% |
90% |
True |
False |
100,808 |
| 20 |
6,459.5 |
6,157.0 |
302.5 |
4.7% |
51.0 |
0.8% |
91% |
True |
False |
50,718 |
| 40 |
6,459.5 |
5,975.0 |
484.5 |
7.5% |
43.5 |
0.7% |
95% |
True |
False |
25,528 |
| 60 |
6,459.5 |
5,784.5 |
675.0 |
10.5% |
36.0 |
0.6% |
96% |
True |
False |
17,050 |
| 80 |
6,459.5 |
5,492.5 |
967.0 |
15.0% |
27.5 |
0.4% |
97% |
True |
False |
12,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,672.0 |
|
2.618 |
6,590.5 |
|
1.618 |
6,540.5 |
|
1.000 |
6,509.5 |
|
0.618 |
6,490.5 |
|
HIGH |
6,459.5 |
|
0.618 |
6,440.5 |
|
0.500 |
6,434.5 |
|
0.382 |
6,428.5 |
|
LOW |
6,409.5 |
|
0.618 |
6,378.5 |
|
1.000 |
6,359.5 |
|
1.618 |
6,328.5 |
|
2.618 |
6,278.5 |
|
4.250 |
6,197.0 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,434.5 |
6,427.0 |
| PP |
6,434.0 |
6,421.0 |
| S1 |
6,434.0 |
6,415.0 |
|