| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,619.0 |
2,631.0 |
12.0 |
0.5% |
2,533.0 |
| High |
2,638.0 |
2,671.0 |
33.0 |
1.3% |
2,671.0 |
| Low |
2,616.0 |
2,631.0 |
15.0 |
0.6% |
2,526.0 |
| Close |
2,624.0 |
2,662.0 |
38.0 |
1.4% |
2,662.0 |
| Range |
22.0 |
40.0 |
18.0 |
81.8% |
145.0 |
| ATR |
46.8 |
46.8 |
0.0 |
0.0% |
0.0 |
| Volume |
289,304 |
443,618 |
154,314 |
53.3% |
1,138,683 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.7 |
2,758.3 |
2,684.0 |
|
| R3 |
2,734.7 |
2,718.3 |
2,673.0 |
|
| R2 |
2,694.7 |
2,694.7 |
2,669.3 |
|
| R1 |
2,678.3 |
2,678.3 |
2,665.7 |
2,686.5 |
| PP |
2,654.7 |
2,654.7 |
2,654.7 |
2,658.8 |
| S1 |
2,638.3 |
2,638.3 |
2,658.3 |
2,646.5 |
| S2 |
2,614.7 |
2,614.7 |
2,654.7 |
|
| S3 |
2,574.7 |
2,598.3 |
2,651.0 |
|
| S4 |
2,534.7 |
2,558.3 |
2,640.0 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.7 |
3,003.3 |
2,741.8 |
|
| R3 |
2,909.7 |
2,858.3 |
2,701.9 |
|
| R2 |
2,764.7 |
2,764.7 |
2,688.6 |
|
| R1 |
2,713.3 |
2,713.3 |
2,675.3 |
2,739.0 |
| PP |
2,619.7 |
2,619.7 |
2,619.7 |
2,632.5 |
| S1 |
2,568.3 |
2,568.3 |
2,648.7 |
2,594.0 |
| S2 |
2,474.7 |
2,474.7 |
2,635.4 |
|
| S3 |
2,329.7 |
2,423.3 |
2,622.1 |
|
| S4 |
2,184.7 |
2,278.3 |
2,582.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,671.0 |
2,526.0 |
145.0 |
5.4% |
38.2 |
1.4% |
94% |
True |
False |
227,736 |
| 10 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
51.9 |
1.9% |
95% |
True |
False |
121,227 |
| 20 |
2,671.0 |
2,491.0 |
180.0 |
6.8% |
44.6 |
1.7% |
95% |
True |
False |
61,036 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
37.7 |
1.4% |
86% |
False |
False |
31,134 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
33.5 |
1.3% |
86% |
False |
False |
22,005 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.5% |
30.3 |
1.1% |
92% |
False |
False |
16,585 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.5% |
30.0 |
1.1% |
92% |
False |
False |
13,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.0 |
|
2.618 |
2,775.7 |
|
1.618 |
2,735.7 |
|
1.000 |
2,711.0 |
|
0.618 |
2,695.7 |
|
HIGH |
2,671.0 |
|
0.618 |
2,655.7 |
|
0.500 |
2,651.0 |
|
0.382 |
2,646.3 |
|
LOW |
2,631.0 |
|
0.618 |
2,606.3 |
|
1.000 |
2,591.0 |
|
1.618 |
2,566.3 |
|
2.618 |
2,526.3 |
|
4.250 |
2,461.0 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.3 |
2,654.7 |
| PP |
2,654.7 |
2,647.3 |
| S1 |
2,651.0 |
2,640.0 |
|