| 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 |
2,722.0 |
2,716.0 |
-6.0 |
-0.2% |
2,603.0 |
| High |
2,726.0 |
2,725.0 |
-1.0 |
0.0% |
2,735.0 |
| Low |
2,705.0 |
2,698.0 |
-7.0 |
-0.3% |
2,591.0 |
| Close |
2,720.0 |
2,710.0 |
-10.0 |
-0.4% |
2,727.0 |
| Range |
21.0 |
27.0 |
6.0 |
28.6% |
144.0 |
| ATR |
47.9 |
46.4 |
-1.5 |
-3.1% |
0.0 |
| Volume |
1,838,672 |
1,732,637 |
-106,035 |
-5.8% |
6,455,893 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.0 |
2,778.0 |
2,724.9 |
|
| R3 |
2,765.0 |
2,751.0 |
2,717.4 |
|
| R2 |
2,738.0 |
2,738.0 |
2,715.0 |
|
| R1 |
2,724.0 |
2,724.0 |
2,712.5 |
2,717.5 |
| PP |
2,711.0 |
2,711.0 |
2,711.0 |
2,707.8 |
| S1 |
2,697.0 |
2,697.0 |
2,707.5 |
2,690.5 |
| S2 |
2,684.0 |
2,684.0 |
2,705.1 |
|
| S3 |
2,657.0 |
2,670.0 |
2,702.6 |
|
| S4 |
2,630.0 |
2,643.0 |
2,695.2 |
|
|
| 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 |
2,673.0 |
62.0 |
2.3% |
28.2 |
1.0% |
60% |
False |
False |
1,501,225 |
| 10 |
2,735.0 |
2,562.0 |
173.0 |
6.4% |
40.0 |
1.5% |
86% |
False |
False |
1,323,186 |
| 20 |
2,735.0 |
2,556.0 |
179.0 |
6.6% |
47.5 |
1.8% |
86% |
False |
False |
1,268,833 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
41.8 |
1.5% |
77% |
False |
False |
1,078,102 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.3% |
37.5 |
1.4% |
77% |
False |
False |
931,211 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.6 |
1.3% |
87% |
False |
False |
704,448 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.9 |
1.3% |
87% |
False |
False |
564,608 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
35.6 |
1.3% |
87% |
False |
False |
471,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.8 |
|
2.618 |
2,795.7 |
|
1.618 |
2,768.7 |
|
1.000 |
2,752.0 |
|
0.618 |
2,741.7 |
|
HIGH |
2,725.0 |
|
0.618 |
2,714.7 |
|
0.500 |
2,711.5 |
|
0.382 |
2,708.3 |
|
LOW |
2,698.0 |
|
0.618 |
2,681.3 |
|
1.000 |
2,671.0 |
|
1.618 |
2,654.3 |
|
2.618 |
2,627.3 |
|
4.250 |
2,583.3 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.5 |
2,715.5 |
| PP |
2,711.0 |
2,713.7 |
| S1 |
2,710.5 |
2,711.8 |
|