| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,426.0 |
6,422.0 |
-4.0 |
-0.1% |
6,272.5 |
| High |
6,459.5 |
6,428.5 |
-31.0 |
-0.5% |
6,414.0 |
| Low |
6,409.5 |
6,369.0 |
-40.5 |
-0.6% |
6,247.0 |
| Close |
6,433.5 |
6,409.0 |
-24.5 |
-0.4% |
6,401.5 |
| Range |
50.0 |
59.5 |
9.5 |
19.0% |
167.0 |
| ATR |
57.3 |
57.8 |
0.5 |
0.9% |
0.0 |
| Volume |
196,623 |
122,782 |
-73,841 |
-37.6% |
500,577 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,580.5 |
6,554.5 |
6,441.5 |
|
| R3 |
6,521.0 |
6,495.0 |
6,425.5 |
|
| R2 |
6,461.5 |
6,461.5 |
6,420.0 |
|
| R1 |
6,435.5 |
6,435.5 |
6,414.5 |
6,419.0 |
| PP |
6,402.0 |
6,402.0 |
6,402.0 |
6,394.0 |
| S1 |
6,376.0 |
6,376.0 |
6,403.5 |
6,359.0 |
| S2 |
6,342.5 |
6,342.5 |
6,398.0 |
|
| S3 |
6,283.0 |
6,316.5 |
6,392.5 |
|
| S4 |
6,223.5 |
6,257.0 |
6,376.5 |
|
|
| 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 |
6,354.0 |
105.5 |
1.6% |
43.5 |
0.7% |
52% |
False |
False |
185,212 |
| 10 |
6,459.5 |
6,226.5 |
233.0 |
3.6% |
49.0 |
0.8% |
78% |
False |
False |
113,008 |
| 20 |
6,459.5 |
6,157.0 |
302.5 |
4.7% |
51.0 |
0.8% |
83% |
False |
False |
56,797 |
| 40 |
6,459.5 |
5,993.0 |
466.5 |
7.3% |
44.5 |
0.7% |
89% |
False |
False |
28,587 |
| 60 |
6,459.5 |
5,784.5 |
675.0 |
10.5% |
37.0 |
0.6% |
93% |
False |
False |
19,094 |
| 80 |
6,459.5 |
5,622.0 |
837.5 |
13.1% |
28.0 |
0.4% |
94% |
False |
False |
14,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,681.5 |
|
2.618 |
6,584.5 |
|
1.618 |
6,525.0 |
|
1.000 |
6,488.0 |
|
0.618 |
6,465.5 |
|
HIGH |
6,428.5 |
|
0.618 |
6,406.0 |
|
0.500 |
6,399.0 |
|
0.382 |
6,391.5 |
|
LOW |
6,369.0 |
|
0.618 |
6,332.0 |
|
1.000 |
6,309.5 |
|
1.618 |
6,272.5 |
|
2.618 |
6,213.0 |
|
4.250 |
6,116.0 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,405.5 |
6,414.0 |
| PP |
6,402.0 |
6,412.5 |
| S1 |
6,399.0 |
6,411.0 |
|