| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
14,539.14 |
14,514.11 |
-25.03 |
-0.2% |
14,397.07 |
| High |
14,539.14 |
14,521.59 |
-17.55 |
-0.1% |
14,539.29 |
| Low |
14,470.50 |
14,404.21 |
-66.29 |
-0.5% |
14,373.32 |
| Close |
14,514.11 |
14,452.06 |
-62.05 |
-0.4% |
14,514.11 |
| Range |
68.64 |
117.38 |
48.74 |
71.0% |
165.97 |
| ATR |
100.36 |
101.58 |
1.22 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,811.43 |
14,749.12 |
14,516.62 |
|
| R3 |
14,694.05 |
14,631.74 |
14,484.34 |
|
| R2 |
14,576.67 |
14,576.67 |
14,473.58 |
|
| R1 |
14,514.36 |
14,514.36 |
14,462.82 |
14,486.83 |
| PP |
14,459.29 |
14,459.29 |
14,459.29 |
14,445.52 |
| S1 |
14,396.98 |
14,396.98 |
14,441.30 |
14,369.45 |
| S2 |
14,341.91 |
14,341.91 |
14,430.54 |
|
| S3 |
14,224.53 |
14,279.60 |
14,419.78 |
|
| S4 |
14,107.15 |
14,162.22 |
14,387.50 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,973.48 |
14,909.77 |
14,605.39 |
|
| R3 |
14,807.51 |
14,743.80 |
14,559.75 |
|
| R2 |
14,641.54 |
14,641.54 |
14,544.54 |
|
| R1 |
14,577.83 |
14,577.83 |
14,529.32 |
14,609.69 |
| PP |
14,475.57 |
14,475.57 |
14,475.57 |
14,491.50 |
| S1 |
14,411.86 |
14,411.86 |
14,498.90 |
14,443.72 |
| S2 |
14,309.60 |
14,309.60 |
14,483.68 |
|
| S3 |
14,143.63 |
14,245.89 |
14,468.47 |
|
| S4 |
13,977.66 |
14,079.92 |
14,422.83 |
|
|
| 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 |
14,404.21 |
135.08 |
0.9% |
79.58 |
0.6% |
35% |
False |
True |
|
| 10 |
14,539.29 |
14,127.82 |
411.47 |
2.8% |
84.10 |
0.6% |
79% |
False |
False |
|
| 20 |
14,539.29 |
13,784.01 |
755.28 |
5.2% |
114.17 |
0.8% |
88% |
False |
False |
|
| 40 |
14,539.29 |
13,571.86 |
967.43 |
6.7% |
102.42 |
0.7% |
91% |
False |
False |
|
| 60 |
14,539.29 |
12,883.89 |
1,655.40 |
11.5% |
107.33 |
0.7% |
95% |
False |
False |
|
| 80 |
14,539.29 |
12,701.07 |
1,838.22 |
12.7% |
108.14 |
0.7% |
95% |
False |
False |
|
| 100 |
14,539.29 |
12,471.49 |
2,067.80 |
14.3% |
117.71 |
0.8% |
96% |
False |
False |
|
| 120 |
14,539.29 |
12,471.49 |
2,067.80 |
14.3% |
117.45 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,020.46 |
|
2.618 |
14,828.89 |
|
1.618 |
14,711.51 |
|
1.000 |
14,638.97 |
|
0.618 |
14,594.13 |
|
HIGH |
14,521.59 |
|
0.618 |
14,476.75 |
|
0.500 |
14,462.90 |
|
0.382 |
14,449.05 |
|
LOW |
14,404.21 |
|
0.618 |
14,331.67 |
|
1.000 |
14,286.83 |
|
1.618 |
14,214.29 |
|
2.618 |
14,096.91 |
|
4.250 |
13,905.35 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,462.90 |
14,471.75 |
| PP |
14,459.29 |
14,465.19 |
| S1 |
14,455.67 |
14,458.62 |
|