| 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 |
1,585.2 |
1,580.2 |
-5.0 |
-0.3% |
1,583.3 |
| High |
1,587.2 |
1,585.2 |
-2.0 |
-0.1% |
1,589.0 |
| Low |
1,577.9 |
1,564.9 |
-13.0 |
-0.8% |
1,564.9 |
| Close |
1,578.6 |
1,580.5 |
1.9 |
0.1% |
1,580.5 |
| Range |
9.3 |
20.3 |
11.0 |
118.3% |
24.1 |
| ATR |
19.0 |
19.1 |
0.1 |
0.5% |
0.0 |
| Volume |
2,642 |
7,770 |
5,128 |
194.1% |
25,789 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.8 |
1,629.4 |
1,591.7 |
|
| R3 |
1,617.5 |
1,609.1 |
1,586.1 |
|
| R2 |
1,597.2 |
1,597.2 |
1,584.2 |
|
| R1 |
1,588.8 |
1,588.8 |
1,582.4 |
1,593.0 |
| PP |
1,576.9 |
1,576.9 |
1,576.9 |
1,579.0 |
| S1 |
1,568.5 |
1,568.5 |
1,578.6 |
1,572.7 |
| S2 |
1,556.6 |
1,556.6 |
1,576.8 |
|
| S3 |
1,536.3 |
1,548.2 |
1,574.9 |
|
| S4 |
1,516.0 |
1,527.9 |
1,569.3 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.4 |
1,639.6 |
1,593.8 |
|
| R3 |
1,626.3 |
1,615.5 |
1,587.1 |
|
| R2 |
1,602.2 |
1,602.2 |
1,584.9 |
|
| R1 |
1,591.4 |
1,591.4 |
1,582.7 |
1,584.8 |
| PP |
1,578.1 |
1,578.1 |
1,578.1 |
1,574.8 |
| S1 |
1,567.3 |
1,567.3 |
1,578.3 |
1,560.7 |
| S2 |
1,554.0 |
1,554.0 |
1,576.1 |
|
| S3 |
1,529.9 |
1,543.2 |
1,573.9 |
|
| S4 |
1,505.8 |
1,519.1 |
1,567.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,589.0 |
1,564.9 |
24.1 |
1.5% |
14.5 |
0.9% |
65% |
False |
True |
5,157 |
| 10 |
1,622.0 |
1,564.9 |
57.1 |
3.6% |
19.2 |
1.2% |
27% |
False |
True |
4,005 |
| 20 |
1,677.8 |
1,560.0 |
117.8 |
7.5% |
20.4 |
1.3% |
17% |
False |
False |
3,774 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
17.4 |
1.1% |
14% |
False |
False |
2,967 |
| 60 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
16.9 |
1.1% |
12% |
False |
False |
2,301 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
15.6 |
1.0% |
10% |
False |
False |
1,968 |
| 100 |
1,761.0 |
1,560.0 |
201.0 |
12.7% |
15.1 |
1.0% |
10% |
False |
False |
1,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,671.5 |
|
2.618 |
1,638.3 |
|
1.618 |
1,618.0 |
|
1.000 |
1,605.5 |
|
0.618 |
1,597.7 |
|
HIGH |
1,585.2 |
|
0.618 |
1,577.4 |
|
0.500 |
1,575.1 |
|
0.382 |
1,572.7 |
|
LOW |
1,564.9 |
|
0.618 |
1,552.4 |
|
1.000 |
1,544.6 |
|
1.618 |
1,532.1 |
|
2.618 |
1,511.8 |
|
4.250 |
1,478.6 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,578.7 |
1,579.0 |
| PP |
1,576.9 |
1,577.5 |
| S1 |
1,575.1 |
1,576.1 |
|