| 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 |
14,450.06 |
14,455.28 |
5.22 |
0.0% |
14,089.66 |
| High |
14,472.80 |
14,539.29 |
66.49 |
0.5% |
14,413.17 |
| Low |
14,411.66 |
14,455.28 |
43.62 |
0.3% |
14,030.37 |
| Close |
14,455.28 |
14,539.14 |
83.86 |
0.6% |
14,397.07 |
| Range |
61.14 |
84.01 |
22.87 |
37.4% |
382.80 |
| ATR |
104.25 |
102.80 |
-1.45 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,763.27 |
14,735.21 |
14,585.35 |
|
| R3 |
14,679.26 |
14,651.20 |
14,562.24 |
|
| R2 |
14,595.25 |
14,595.25 |
14,554.54 |
|
| R1 |
14,567.19 |
14,567.19 |
14,546.84 |
14,581.22 |
| PP |
14,511.24 |
14,511.24 |
14,511.24 |
14,518.25 |
| S1 |
14,483.18 |
14,483.18 |
14,531.44 |
14,497.21 |
| S2 |
14,427.23 |
14,427.23 |
14,523.74 |
|
| S3 |
14,343.22 |
14,399.17 |
14,516.04 |
|
| S4 |
14,259.21 |
14,315.16 |
14,492.93 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,428.60 |
15,295.64 |
14,607.61 |
|
| R3 |
15,045.80 |
14,912.84 |
14,502.34 |
|
| R2 |
14,663.00 |
14,663.00 |
14,467.25 |
|
| R1 |
14,530.04 |
14,530.04 |
14,432.16 |
14,596.52 |
| PP |
14,280.20 |
14,280.20 |
14,280.20 |
14,313.45 |
| S1 |
14,147.24 |
14,147.24 |
14,361.98 |
14,213.72 |
| S2 |
13,897.40 |
13,897.40 |
14,326.89 |
|
| S3 |
13,514.60 |
13,764.44 |
14,291.80 |
|
| S4 |
13,131.80 |
13,381.64 |
14,186.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,539.29 |
14,329.49 |
209.80 |
1.4% |
74.06 |
0.5% |
100% |
True |
False |
|
| 10 |
14,539.29 |
13,937.60 |
601.69 |
4.1% |
92.23 |
0.6% |
100% |
True |
False |
|
| 20 |
14,539.29 |
13,784.01 |
755.28 |
5.2% |
113.05 |
0.8% |
100% |
True |
False |
|
| 40 |
14,539.29 |
13,468.96 |
1,070.33 |
7.4% |
102.51 |
0.7% |
100% |
True |
False |
|
| 60 |
14,539.29 |
12,883.89 |
1,655.40 |
11.4% |
108.28 |
0.7% |
100% |
True |
False |
|
| 80 |
14,539.29 |
12,471.49 |
2,067.80 |
14.2% |
110.05 |
0.8% |
100% |
True |
False |
|
| 100 |
14,539.29 |
12,471.49 |
2,067.80 |
14.2% |
118.97 |
0.8% |
100% |
True |
False |
|
| 120 |
14,539.29 |
12,471.49 |
2,067.80 |
14.2% |
117.33 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,896.33 |
|
2.618 |
14,759.23 |
|
1.618 |
14,675.22 |
|
1.000 |
14,623.30 |
|
0.618 |
14,591.21 |
|
HIGH |
14,539.29 |
|
0.618 |
14,507.20 |
|
0.500 |
14,497.29 |
|
0.382 |
14,487.37 |
|
LOW |
14,455.28 |
|
0.618 |
14,403.36 |
|
1.000 |
14,371.27 |
|
1.618 |
14,319.35 |
|
2.618 |
14,235.34 |
|
4.250 |
14,098.24 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,525.19 |
14,517.92 |
| PP |
14,511.24 |
14,496.70 |
| S1 |
14,497.29 |
14,475.48 |
|