| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,798.75 |
2,795.00 |
-3.75 |
-0.1% |
2,739.50 |
| High |
2,803.50 |
2,807.50 |
4.00 |
0.1% |
2,817.00 |
| Low |
2,782.50 |
2,792.00 |
9.50 |
0.3% |
2,726.75 |
| Close |
2,793.50 |
2,800.00 |
6.50 |
0.2% |
2,797.75 |
| Range |
21.00 |
15.50 |
-5.50 |
-26.2% |
90.25 |
| ATR |
28.75 |
27.81 |
-0.95 |
-3.3% |
0.00 |
| Volume |
212,171 |
163,965 |
-48,206 |
-22.7% |
335,580 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.25 |
2,838.75 |
2,808.50 |
|
| R3 |
2,830.75 |
2,823.25 |
2,804.25 |
|
| R2 |
2,815.25 |
2,815.25 |
2,802.75 |
|
| R1 |
2,807.75 |
2,807.75 |
2,801.50 |
2,811.50 |
| PP |
2,799.75 |
2,799.75 |
2,799.75 |
2,801.75 |
| S1 |
2,792.25 |
2,792.25 |
2,798.50 |
2,796.00 |
| S2 |
2,784.25 |
2,784.25 |
2,797.25 |
|
| S3 |
2,768.75 |
2,776.75 |
2,795.75 |
|
| S4 |
2,753.25 |
2,761.25 |
2,791.50 |
|
|
| 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% |
51% |
False |
False |
213,182 |
| 10 |
2,817.00 |
2,707.50 |
109.50 |
3.9% |
25.75 |
0.9% |
84% |
False |
False |
118,667 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.50 |
1.1% |
87% |
False |
False |
59,819 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.50 |
0.9% |
87% |
False |
False |
29,966 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
24.50 |
0.9% |
93% |
False |
False |
19,989 |
| 80 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
18.75 |
0.7% |
95% |
False |
False |
14,992 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.25 |
0.5% |
95% |
False |
False |
11,994 |
| 120 |
2,841.50 |
2,502.00 |
339.50 |
12.1% |
13.00 |
0.5% |
88% |
False |
False |
9,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.50 |
|
2.618 |
2,848.00 |
|
1.618 |
2,832.50 |
|
1.000 |
2,823.00 |
|
0.618 |
2,817.00 |
|
HIGH |
2,807.50 |
|
0.618 |
2,801.50 |
|
0.500 |
2,799.75 |
|
0.382 |
2,798.00 |
|
LOW |
2,792.00 |
|
0.618 |
2,782.50 |
|
1.000 |
2,776.50 |
|
1.618 |
2,767.00 |
|
2.618 |
2,751.50 |
|
4.250 |
2,726.00 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.00 |
2,798.50 |
| PP |
2,799.75 |
2,796.75 |
| S1 |
2,799.75 |
2,795.25 |
|