| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,789.25 |
2,794.50 |
5.25 |
0.2% |
2,739.50 |
| High |
2,800.25 |
2,817.00 |
16.75 |
0.6% |
2,817.00 |
| Low |
2,784.25 |
2,788.50 |
4.25 |
0.2% |
2,726.75 |
| Close |
2,795.00 |
2,797.75 |
2.75 |
0.1% |
2,797.75 |
| Range |
16.00 |
28.50 |
12.50 |
78.1% |
90.25 |
| ATR |
30.51 |
30.37 |
-0.14 |
-0.5% |
0.00 |
| Volume |
72,234 |
216,317 |
144,083 |
199.5% |
335,580 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.50 |
2,870.75 |
2,813.50 |
|
| R3 |
2,858.00 |
2,842.25 |
2,805.50 |
|
| R2 |
2,829.50 |
2,829.50 |
2,803.00 |
|
| R1 |
2,813.75 |
2,813.75 |
2,800.25 |
2,821.50 |
| PP |
2,801.00 |
2,801.00 |
2,801.00 |
2,805.00 |
| S1 |
2,785.25 |
2,785.25 |
2,795.25 |
2,793.00 |
| S2 |
2,772.50 |
2,772.50 |
2,792.50 |
|
| S3 |
2,744.00 |
2,756.75 |
2,790.00 |
|
| S4 |
2,715.50 |
2,728.25 |
2,782.00 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.25 |
3,014.75 |
2,847.50 |
|
| R3 |
2,961.00 |
2,924.50 |
2,822.50 |
|
| R2 |
2,870.75 |
2,870.75 |
2,814.25 |
|
| R1 |
2,834.25 |
2,834.25 |
2,806.00 |
2,852.50 |
| PP |
2,780.50 |
2,780.50 |
2,780.50 |
2,789.50 |
| S1 |
2,744.00 |
2,744.00 |
2,789.50 |
2,762.25 |
| S2 |
2,690.25 |
2,690.25 |
2,781.25 |
|
| S3 |
2,600.00 |
2,653.75 |
2,773.00 |
|
| S4 |
2,509.75 |
2,563.50 |
2,748.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,817.00 |
2,726.75 |
90.25 |
3.2% |
27.75 |
1.0% |
79% |
True |
False |
67,116 |
| 10 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
35.25 |
1.3% |
86% |
True |
False |
34,443 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.50 |
1.1% |
86% |
True |
False |
17,425 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.00 |
0.9% |
86% |
True |
False |
8,727 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
23.25 |
0.8% |
92% |
True |
False |
5,829 |
| 80 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
17.75 |
0.6% |
94% |
True |
False |
4,372 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
14.75 |
0.5% |
94% |
True |
False |
3,498 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.2% |
12.25 |
0.4% |
87% |
False |
False |
2,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.00 |
|
2.618 |
2,891.50 |
|
1.618 |
2,863.00 |
|
1.000 |
2,845.50 |
|
0.618 |
2,834.50 |
|
HIGH |
2,817.00 |
|
0.618 |
2,806.00 |
|
0.500 |
2,802.75 |
|
0.382 |
2,799.50 |
|
LOW |
2,788.50 |
|
0.618 |
2,771.00 |
|
1.000 |
2,760.00 |
|
1.618 |
2,742.50 |
|
2.618 |
2,714.00 |
|
4.250 |
2,667.50 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.75 |
2,800.50 |
| PP |
2,801.00 |
2,799.50 |
| S1 |
2,799.50 |
2,798.75 |
|