| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,808.00 |
2,798.75 |
-9.25 |
-0.3% |
2,739.50 |
| High |
2,808.00 |
2,803.50 |
-4.50 |
-0.2% |
2,817.00 |
| Low |
2,782.75 |
2,782.50 |
-0.25 |
0.0% |
2,726.75 |
| Close |
2,798.00 |
2,793.50 |
-4.50 |
-0.2% |
2,797.75 |
| Range |
25.25 |
21.00 |
-4.25 |
-16.8% |
90.25 |
| ATR |
29.35 |
28.75 |
-0.60 |
-2.0% |
0.00 |
| Volume |
236,565 |
212,171 |
-24,394 |
-10.3% |
335,580 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.25 |
2,845.75 |
2,805.00 |
|
| R3 |
2,835.25 |
2,824.75 |
2,799.25 |
|
| R2 |
2,814.25 |
2,814.25 |
2,797.25 |
|
| R1 |
2,803.75 |
2,803.75 |
2,795.50 |
2,798.50 |
| PP |
2,793.25 |
2,793.25 |
2,793.25 |
2,790.50 |
| S1 |
2,782.75 |
2,782.75 |
2,791.50 |
2,777.50 |
| S2 |
2,772.25 |
2,772.25 |
2,789.75 |
|
| S3 |
2,751.25 |
2,761.75 |
2,787.75 |
|
| S4 |
2,730.25 |
2,740.75 |
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 |
2,782.50 |
34.50 |
1.2% |
22.25 |
0.8% |
32% |
False |
True |
194,836 |
| 10 |
2,817.00 |
2,707.50 |
109.50 |
3.9% |
26.75 |
1.0% |
79% |
False |
False |
102,429 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.75 |
1.1% |
82% |
False |
False |
51,671 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.50 |
0.9% |
82% |
False |
False |
25,867 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
24.25 |
0.9% |
91% |
False |
False |
17,256 |
| 80 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
18.75 |
0.7% |
93% |
False |
False |
12,943 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.25 |
0.5% |
93% |
False |
False |
10,354 |
| 120 |
2,842.25 |
2,502.00 |
340.25 |
12.2% |
12.75 |
0.5% |
86% |
False |
False |
8,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.75 |
|
2.618 |
2,858.50 |
|
1.618 |
2,837.50 |
|
1.000 |
2,824.50 |
|
0.618 |
2,816.50 |
|
HIGH |
2,803.50 |
|
0.618 |
2,795.50 |
|
0.500 |
2,793.00 |
|
0.382 |
2,790.50 |
|
LOW |
2,782.50 |
|
0.618 |
2,769.50 |
|
1.000 |
2,761.50 |
|
1.618 |
2,748.50 |
|
2.618 |
2,727.50 |
|
4.250 |
2,693.25 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.25 |
2,795.25 |
| PP |
2,793.25 |
2,794.75 |
| S1 |
2,793.00 |
2,794.00 |
|