| 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 |
2,649.0 |
2,652.0 |
3.0 |
0.1% |
2,533.0 |
| High |
2,650.0 |
2,678.0 |
28.0 |
1.1% |
2,671.0 |
| Low |
2,627.0 |
2,649.0 |
22.0 |
0.8% |
2,526.0 |
| Close |
2,640.0 |
2,676.0 |
36.0 |
1.4% |
2,662.0 |
| Range |
23.0 |
29.0 |
6.0 |
26.1% |
145.0 |
| ATR |
42.3 |
42.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,177,600 |
925,327 |
-252,273 |
-21.4% |
1,138,683 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.7 |
2,744.3 |
2,692.0 |
|
| R3 |
2,725.7 |
2,715.3 |
2,684.0 |
|
| R2 |
2,696.7 |
2,696.7 |
2,681.3 |
|
| R1 |
2,686.3 |
2,686.3 |
2,678.7 |
2,691.5 |
| PP |
2,667.7 |
2,667.7 |
2,667.7 |
2,670.3 |
| S1 |
2,657.3 |
2,657.3 |
2,673.3 |
2,662.5 |
| S2 |
2,638.7 |
2,638.7 |
2,670.7 |
|
| S3 |
2,609.7 |
2,628.3 |
2,668.0 |
|
| S4 |
2,580.7 |
2,599.3 |
2,660.1 |
|
|
| 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 |
2,678.0 |
2,627.0 |
51.0 |
1.9% |
28.0 |
1.0% |
96% |
True |
False |
929,280 |
| 10 |
2,678.0 |
2,522.0 |
156.0 |
5.8% |
33.9 |
1.3% |
99% |
True |
False |
537,406 |
| 20 |
2,678.0 |
2,491.0 |
187.0 |
7.0% |
43.9 |
1.6% |
99% |
True |
False |
270,904 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
37.9 |
1.4% |
93% |
False |
False |
136,144 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.4% |
33.2 |
1.2% |
93% |
False |
False |
91,807 |
| 80 |
2,689.0 |
2,355.0 |
334.0 |
12.5% |
30.4 |
1.1% |
96% |
False |
False |
69,119 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.5% |
30.1 |
1.1% |
96% |
False |
False |
55,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.3 |
|
2.618 |
2,753.9 |
|
1.618 |
2,724.9 |
|
1.000 |
2,707.0 |
|
0.618 |
2,695.9 |
|
HIGH |
2,678.0 |
|
0.618 |
2,666.9 |
|
0.500 |
2,663.5 |
|
0.382 |
2,660.1 |
|
LOW |
2,649.0 |
|
0.618 |
2,631.1 |
|
1.000 |
2,620.0 |
|
1.618 |
2,602.1 |
|
2.618 |
2,573.1 |
|
4.250 |
2,525.8 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.8 |
2,668.2 |
| PP |
2,667.7 |
2,660.3 |
| S1 |
2,663.5 |
2,652.5 |
|