| 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 |
1,580.2 |
1,584.7 |
4.5 |
0.3% |
1,583.3 |
| High |
1,585.5 |
1,599.9 |
14.4 |
0.9% |
1,589.0 |
| Low |
1,580.1 |
1,584.7 |
4.6 |
0.3% |
1,564.9 |
| Close |
1,581.6 |
1,595.3 |
13.7 |
0.9% |
1,580.5 |
| Range |
5.4 |
15.2 |
9.8 |
181.5% |
24.1 |
| ATR |
18.1 |
18.1 |
0.0 |
0.1% |
0.0 |
| Volume |
2,277 |
2,492 |
215 |
9.4% |
25,789 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.9 |
1,632.3 |
1,603.7 |
|
| R3 |
1,623.7 |
1,617.1 |
1,599.5 |
|
| R2 |
1,608.5 |
1,608.5 |
1,598.1 |
|
| R1 |
1,601.9 |
1,601.9 |
1,596.7 |
1,605.2 |
| PP |
1,593.3 |
1,593.3 |
1,593.3 |
1,595.0 |
| S1 |
1,586.7 |
1,586.7 |
1,593.9 |
1,590.0 |
| S2 |
1,578.1 |
1,578.1 |
1,592.5 |
|
| S3 |
1,562.9 |
1,571.5 |
1,591.1 |
|
| S4 |
1,547.7 |
1,556.3 |
1,586.9 |
|
|
| 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 |
1,599.9 |
1,564.9 |
35.0 |
2.2% |
13.3 |
0.8% |
87% |
True |
False |
4,533 |
| 10 |
1,616.9 |
1,564.9 |
52.0 |
3.3% |
16.1 |
1.0% |
58% |
False |
False |
3,878 |
| 20 |
1,657.1 |
1,560.0 |
97.1 |
6.1% |
19.9 |
1.2% |
36% |
False |
False |
3,895 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.8 |
1.1% |
25% |
False |
False |
2,982 |
| 60 |
1,710.0 |
1,560.0 |
150.0 |
9.4% |
17.0 |
1.1% |
24% |
False |
False |
2,374 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.7 |
1.0% |
18% |
False |
False |
1,977 |
| 100 |
1,761.0 |
1,560.0 |
201.0 |
12.6% |
15.0 |
0.9% |
18% |
False |
False |
1,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,664.5 |
|
2.618 |
1,639.7 |
|
1.618 |
1,624.5 |
|
1.000 |
1,615.1 |
|
0.618 |
1,609.3 |
|
HIGH |
1,599.9 |
|
0.618 |
1,594.1 |
|
0.500 |
1,592.3 |
|
0.382 |
1,590.5 |
|
LOW |
1,584.7 |
|
0.618 |
1,575.3 |
|
1.000 |
1,569.5 |
|
1.618 |
1,560.1 |
|
2.618 |
1,544.9 |
|
4.250 |
1,520.1 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.3 |
1,591.0 |
| PP |
1,593.3 |
1,586.7 |
| S1 |
1,592.3 |
1,582.4 |
|