| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,422.0 |
6,413.5 |
-8.5 |
-0.1% |
6,272.5 |
| High |
6,428.5 |
6,467.5 |
39.0 |
0.6% |
6,414.0 |
| Low |
6,369.0 |
6,408.0 |
39.0 |
0.6% |
6,247.0 |
| Close |
6,409.0 |
6,463.0 |
54.0 |
0.8% |
6,401.5 |
| Range |
59.5 |
59.5 |
0.0 |
0.0% |
167.0 |
| ATR |
57.8 |
57.9 |
0.1 |
0.2% |
0.0 |
| Volume |
122,782 |
116,784 |
-5,998 |
-4.9% |
500,577 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,624.5 |
6,603.5 |
6,495.5 |
|
| R3 |
6,565.0 |
6,544.0 |
6,479.5 |
|
| R2 |
6,505.5 |
6,505.5 |
6,474.0 |
|
| R1 |
6,484.5 |
6,484.5 |
6,468.5 |
6,495.0 |
| PP |
6,446.0 |
6,446.0 |
6,446.0 |
6,451.5 |
| S1 |
6,425.0 |
6,425.0 |
6,457.5 |
6,435.5 |
| S2 |
6,386.5 |
6,386.5 |
6,452.0 |
|
| S3 |
6,327.0 |
6,365.5 |
6,446.5 |
|
| S4 |
6,267.5 |
6,306.0 |
6,430.5 |
|
|
| 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 |
6,467.5 |
6,369.0 |
98.5 |
1.5% |
49.5 |
0.8% |
95% |
True |
False |
188,478 |
| 10 |
6,467.5 |
6,226.5 |
241.0 |
3.7% |
50.0 |
0.8% |
98% |
True |
False |
124,401 |
| 20 |
6,467.5 |
6,157.0 |
310.5 |
4.8% |
51.5 |
0.8% |
99% |
True |
False |
62,627 |
| 40 |
6,467.5 |
6,036.0 |
431.5 |
6.7% |
45.0 |
0.7% |
99% |
True |
False |
31,491 |
| 60 |
6,467.5 |
5,793.5 |
674.0 |
10.4% |
38.0 |
0.6% |
99% |
True |
False |
21,040 |
| 80 |
6,467.5 |
5,633.0 |
834.5 |
12.9% |
29.0 |
0.4% |
99% |
True |
False |
15,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,720.5 |
|
2.618 |
6,623.5 |
|
1.618 |
6,564.0 |
|
1.000 |
6,527.0 |
|
0.618 |
6,504.5 |
|
HIGH |
6,467.5 |
|
0.618 |
6,445.0 |
|
0.500 |
6,438.0 |
|
0.382 |
6,430.5 |
|
LOW |
6,408.0 |
|
0.618 |
6,371.0 |
|
1.000 |
6,348.5 |
|
1.618 |
6,311.5 |
|
2.618 |
6,252.0 |
|
4.250 |
6,155.0 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,454.5 |
6,448.0 |
| PP |
6,446.0 |
6,433.0 |
| S1 |
6,438.0 |
6,418.0 |
|