| 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 |
1,584.7 |
1,595.4 |
10.7 |
0.7% |
1,583.3 |
| High |
1,599.9 |
1,601.4 |
1.5 |
0.1% |
1,589.0 |
| Low |
1,584.7 |
1,588.1 |
3.4 |
0.2% |
1,564.9 |
| Close |
1,595.3 |
1,592.0 |
-3.3 |
-0.2% |
1,580.5 |
| Range |
15.2 |
13.3 |
-1.9 |
-12.5% |
24.1 |
| ATR |
18.1 |
17.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
2,492 |
4,064 |
1,572 |
63.1% |
25,789 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,633.7 |
1,626.2 |
1,599.3 |
|
| R3 |
1,620.4 |
1,612.9 |
1,595.7 |
|
| R2 |
1,607.1 |
1,607.1 |
1,594.4 |
|
| R1 |
1,599.6 |
1,599.6 |
1,593.2 |
1,596.7 |
| PP |
1,593.8 |
1,593.8 |
1,593.8 |
1,592.4 |
| S1 |
1,586.3 |
1,586.3 |
1,590.8 |
1,583.4 |
| S2 |
1,580.5 |
1,580.5 |
1,589.6 |
|
| S3 |
1,567.2 |
1,573.0 |
1,588.3 |
|
| S4 |
1,553.9 |
1,559.7 |
1,584.7 |
|
|
| 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 |
1,601.4 |
1,564.9 |
36.5 |
2.3% |
12.7 |
0.8% |
74% |
True |
False |
3,849 |
| 10 |
1,604.3 |
1,564.9 |
39.4 |
2.5% |
15.3 |
1.0% |
69% |
False |
False |
4,156 |
| 20 |
1,656.7 |
1,560.0 |
96.7 |
6.1% |
19.9 |
1.3% |
33% |
False |
False |
3,640 |
| 40 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.8 |
1.1% |
22% |
False |
False |
2,989 |
| 60 |
1,710.0 |
1,560.0 |
150.0 |
9.4% |
17.1 |
1.1% |
21% |
False |
False |
2,436 |
| 80 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.8 |
1.0% |
16% |
False |
False |
2,009 |
| 100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.1 |
0.9% |
16% |
False |
False |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,657.9 |
|
2.618 |
1,636.2 |
|
1.618 |
1,622.9 |
|
1.000 |
1,614.7 |
|
0.618 |
1,609.6 |
|
HIGH |
1,601.4 |
|
0.618 |
1,596.3 |
|
0.500 |
1,594.8 |
|
0.382 |
1,593.2 |
|
LOW |
1,588.1 |
|
0.618 |
1,579.9 |
|
1.000 |
1,574.8 |
|
1.618 |
1,566.6 |
|
2.618 |
1,553.3 |
|
4.250 |
1,531.6 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.8 |
1,591.6 |
| PP |
1,593.8 |
1,591.2 |
| S1 |
1,592.9 |
1,590.8 |
|