| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,696.0 |
2,722.0 |
26.0 |
1.0% |
2,603.0 |
| High |
2,735.0 |
2,726.0 |
-9.0 |
-0.3% |
2,735.0 |
| Low |
2,696.0 |
2,705.0 |
9.0 |
0.3% |
2,591.0 |
| Close |
2,727.0 |
2,720.0 |
-7.0 |
-0.3% |
2,727.0 |
| Range |
39.0 |
21.0 |
-18.0 |
-46.2% |
144.0 |
| ATR |
49.8 |
47.9 |
-2.0 |
-4.0% |
0.0 |
| Volume |
1,414,990 |
1,838,672 |
423,682 |
29.9% |
6,455,893 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,771.0 |
2,731.6 |
|
| R3 |
2,759.0 |
2,750.0 |
2,725.8 |
|
| R2 |
2,738.0 |
2,738.0 |
2,723.9 |
|
| R1 |
2,729.0 |
2,729.0 |
2,721.9 |
2,723.0 |
| PP |
2,717.0 |
2,717.0 |
2,717.0 |
2,714.0 |
| S1 |
2,708.0 |
2,708.0 |
2,718.1 |
2,702.0 |
| S2 |
2,696.0 |
2,696.0 |
2,716.2 |
|
| S3 |
2,675.0 |
2,687.0 |
2,714.2 |
|
| S4 |
2,654.0 |
2,666.0 |
2,708.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.3 |
3,065.7 |
2,806.2 |
|
| R3 |
2,972.3 |
2,921.7 |
2,766.6 |
|
| R2 |
2,828.3 |
2,828.3 |
2,753.4 |
|
| R1 |
2,777.7 |
2,777.7 |
2,740.2 |
2,803.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,697.0 |
| S1 |
2,633.7 |
2,633.7 |
2,713.8 |
2,659.0 |
| S2 |
2,540.3 |
2,540.3 |
2,700.6 |
|
| S3 |
2,396.3 |
2,489.7 |
2,687.4 |
|
| S4 |
2,252.3 |
2,345.7 |
2,647.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,634.0 |
101.0 |
3.7% |
33.4 |
1.2% |
85% |
False |
False |
1,403,565 |
| 10 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
42.2 |
1.6% |
92% |
False |
False |
1,290,779 |
| 20 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
47.7 |
1.8% |
92% |
False |
False |
1,222,181 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
41.7 |
1.5% |
82% |
False |
False |
1,050,587 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
37.4 |
1.4% |
82% |
False |
False |
903,391 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.8 |
1.3% |
90% |
False |
False |
682,793 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.9 |
1.3% |
90% |
False |
False |
547,282 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
35.6 |
1.3% |
90% |
False |
False |
457,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.3 |
|
2.618 |
2,781.0 |
|
1.618 |
2,760.0 |
|
1.000 |
2,747.0 |
|
0.618 |
2,739.0 |
|
HIGH |
2,726.0 |
|
0.618 |
2,718.0 |
|
0.500 |
2,715.5 |
|
0.382 |
2,713.0 |
|
LOW |
2,705.0 |
|
0.618 |
2,692.0 |
|
1.000 |
2,684.0 |
|
1.618 |
2,671.0 |
|
2.618 |
2,650.0 |
|
4.250 |
2,615.8 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.5 |
2,716.0 |
| PP |
2,717.0 |
2,712.0 |
| S1 |
2,715.5 |
2,708.0 |
|