| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,470.0 |
6,356.0 |
-114.0 |
-1.8% |
6,403.0 |
| High |
6,481.5 |
6,407.5 |
-74.0 |
-1.1% |
6,481.5 |
| Low |
6,400.0 |
6,275.0 |
-125.0 |
-2.0% |
6,369.0 |
| Close |
6,415.5 |
6,397.0 |
-18.5 |
-0.3% |
6,415.5 |
| Range |
81.5 |
132.5 |
51.0 |
62.6% |
112.5 |
| ATR |
59.6 |
65.4 |
5.8 |
9.7% |
0.0 |
| Volume |
102,353 |
89,693 |
-12,660 |
-12.4% |
838,091 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,757.5 |
6,709.5 |
6,470.0 |
|
| R3 |
6,625.0 |
6,577.0 |
6,433.5 |
|
| R2 |
6,492.5 |
6,492.5 |
6,421.5 |
|
| R1 |
6,444.5 |
6,444.5 |
6,409.0 |
6,468.5 |
| PP |
6,360.0 |
6,360.0 |
6,360.0 |
6,372.0 |
| S1 |
6,312.0 |
6,312.0 |
6,385.0 |
6,336.0 |
| S2 |
6,227.5 |
6,227.5 |
6,372.5 |
|
| S3 |
6,095.0 |
6,179.5 |
6,360.5 |
|
| S4 |
5,962.5 |
6,047.0 |
6,324.0 |
|
|
| 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 |
6,275.0 |
206.5 |
3.2% |
76.5 |
1.2% |
59% |
False |
True |
125,647 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.2% |
61.0 |
1.0% |
59% |
False |
True |
136,574 |
| 20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
60.0 |
0.9% |
74% |
False |
False |
72,218 |
| 40 |
6,481.5 |
6,065.0 |
416.5 |
6.5% |
49.5 |
0.8% |
80% |
False |
False |
36,289 |
| 60 |
6,481.5 |
5,793.5 |
688.0 |
10.8% |
41.5 |
0.6% |
88% |
False |
False |
24,241 |
| 80 |
6,481.5 |
5,671.0 |
810.5 |
12.7% |
31.5 |
0.5% |
90% |
False |
False |
18,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,970.5 |
|
2.618 |
6,754.5 |
|
1.618 |
6,622.0 |
|
1.000 |
6,540.0 |
|
0.618 |
6,489.5 |
|
HIGH |
6,407.5 |
|
0.618 |
6,357.0 |
|
0.500 |
6,341.0 |
|
0.382 |
6,325.5 |
|
LOW |
6,275.0 |
|
0.618 |
6,193.0 |
|
1.000 |
6,142.5 |
|
1.618 |
6,060.5 |
|
2.618 |
5,928.0 |
|
4.250 |
5,712.0 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,378.5 |
6,391.0 |
| PP |
6,360.0 |
6,384.5 |
| S1 |
6,341.0 |
6,378.0 |
|