| 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 |
6,413.5 |
6,470.0 |
56.5 |
0.9% |
6,403.0 |
| High |
6,467.5 |
6,481.5 |
14.0 |
0.2% |
6,481.5 |
| Low |
6,408.0 |
6,400.0 |
-8.0 |
-0.1% |
6,369.0 |
| Close |
6,463.0 |
6,415.5 |
-47.5 |
-0.7% |
6,415.5 |
| Range |
59.5 |
81.5 |
22.0 |
37.0% |
112.5 |
| ATR |
57.9 |
59.6 |
1.7 |
2.9% |
0.0 |
| Volume |
116,784 |
102,353 |
-14,431 |
-12.4% |
838,091 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,677.0 |
6,627.5 |
6,460.5 |
|
| R3 |
6,595.5 |
6,546.0 |
6,438.0 |
|
| R2 |
6,514.0 |
6,514.0 |
6,430.5 |
|
| R1 |
6,464.5 |
6,464.5 |
6,423.0 |
6,448.5 |
| PP |
6,432.5 |
6,432.5 |
6,432.5 |
6,424.0 |
| S1 |
6,383.0 |
6,383.0 |
6,408.0 |
6,367.0 |
| S2 |
6,351.0 |
6,351.0 |
6,400.5 |
|
| S3 |
6,269.5 |
6,301.5 |
6,393.0 |
|
| S4 |
6,188.0 |
6,220.0 |
6,370.5 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.5 |
6,700.0 |
6,477.5 |
|
| R3 |
6,647.0 |
6,587.5 |
6,446.5 |
|
| R2 |
6,534.5 |
6,534.5 |
6,436.0 |
|
| R1 |
6,475.0 |
6,475.0 |
6,426.0 |
6,505.0 |
| PP |
6,422.0 |
6,422.0 |
6,422.0 |
6,437.0 |
| S1 |
6,362.5 |
6,362.5 |
6,405.0 |
6,392.0 |
| S2 |
6,309.5 |
6,309.5 |
6,395.0 |
|
| S3 |
6,197.0 |
6,250.0 |
6,384.5 |
|
| S4 |
6,084.5 |
6,137.5 |
6,353.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,481.5 |
6,369.0 |
112.5 |
1.8% |
57.0 |
0.9% |
41% |
True |
False |
167,618 |
| 10 |
6,481.5 |
6,247.0 |
234.5 |
3.7% |
51.0 |
0.8% |
72% |
True |
False |
133,866 |
| 20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
54.0 |
0.8% |
80% |
True |
False |
67,735 |
| 40 |
6,481.5 |
6,056.5 |
425.0 |
6.6% |
46.0 |
0.7% |
84% |
True |
False |
34,048 |
| 60 |
6,481.5 |
5,793.5 |
688.0 |
10.7% |
39.5 |
0.6% |
90% |
True |
False |
22,746 |
| 80 |
6,481.5 |
5,638.0 |
843.5 |
13.1% |
30.0 |
0.5% |
92% |
True |
False |
17,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,828.0 |
|
2.618 |
6,695.0 |
|
1.618 |
6,613.5 |
|
1.000 |
6,563.0 |
|
0.618 |
6,532.0 |
|
HIGH |
6,481.5 |
|
0.618 |
6,450.5 |
|
0.500 |
6,441.0 |
|
0.382 |
6,431.0 |
|
LOW |
6,400.0 |
|
0.618 |
6,349.5 |
|
1.000 |
6,318.5 |
|
1.618 |
6,268.0 |
|
2.618 |
6,186.5 |
|
4.250 |
6,053.5 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,441.0 |
6,425.0 |
| PP |
6,432.5 |
6,422.0 |
| S1 |
6,424.0 |
6,419.0 |
|