| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,799.00 |
2,808.00 |
9.00 |
0.3% |
2,739.50 |
| High |
2,808.00 |
2,808.00 |
0.00 |
0.0% |
2,817.00 |
| Low |
2,787.50 |
2,782.75 |
-4.75 |
-0.2% |
2,726.75 |
| Close |
2,805.50 |
2,798.00 |
-7.50 |
-0.3% |
2,797.75 |
| Range |
20.50 |
25.25 |
4.75 |
23.2% |
90.25 |
| ATR |
29.66 |
29.35 |
-0.32 |
-1.1% |
0.00 |
| Volume |
236,896 |
236,565 |
-331 |
-0.1% |
335,580 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.00 |
2,860.25 |
2,812.00 |
|
| R3 |
2,846.75 |
2,835.00 |
2,805.00 |
|
| R2 |
2,821.50 |
2,821.50 |
2,802.75 |
|
| R1 |
2,809.75 |
2,809.75 |
2,800.25 |
2,803.00 |
| PP |
2,796.25 |
2,796.25 |
2,796.25 |
2,793.00 |
| S1 |
2,784.50 |
2,784.50 |
2,795.75 |
2,777.75 |
| S2 |
2,771.00 |
2,771.00 |
2,793.25 |
|
| S3 |
2,745.75 |
2,759.25 |
2,791.00 |
|
| S4 |
2,720.50 |
2,734.00 |
2,784.00 |
|
|
| 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 |
2,782.75 |
34.25 |
1.2% |
22.25 |
0.8% |
45% |
False |
True |
158,212 |
| 10 |
2,817.00 |
2,698.50 |
118.50 |
4.2% |
30.00 |
1.1% |
84% |
False |
False |
81,460 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.25 |
1.1% |
86% |
False |
False |
41,065 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.50 |
1.0% |
86% |
False |
False |
20,563 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
24.00 |
0.9% |
92% |
False |
False |
13,720 |
| 80 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
18.50 |
0.7% |
94% |
False |
False |
10,291 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.00 |
0.5% |
94% |
False |
False |
8,233 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.2% |
12.75 |
0.5% |
87% |
False |
False |
6,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.25 |
|
2.618 |
2,874.00 |
|
1.618 |
2,848.75 |
|
1.000 |
2,833.25 |
|
0.618 |
2,823.50 |
|
HIGH |
2,808.00 |
|
0.618 |
2,798.25 |
|
0.500 |
2,795.50 |
|
0.382 |
2,792.50 |
|
LOW |
2,782.75 |
|
0.618 |
2,767.25 |
|
1.000 |
2,757.50 |
|
1.618 |
2,742.00 |
|
2.618 |
2,716.75 |
|
4.250 |
2,675.50 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.00 |
2,800.00 |
| PP |
2,796.25 |
2,799.25 |
| S1 |
2,795.50 |
2,798.50 |
|