| 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 |
7,989.0 |
8,010.0 |
21.0 |
0.3% |
7,671.5 |
| High |
8,001.5 |
8,073.5 |
72.0 |
0.9% |
8,043.5 |
| Low |
7,952.5 |
7,997.0 |
44.5 |
0.6% |
7,647.0 |
| Close |
7,986.5 |
8,066.0 |
79.5 |
1.0% |
7,997.0 |
| Range |
49.0 |
76.5 |
27.5 |
56.1% |
396.5 |
| ATR |
99.3 |
98.5 |
-0.9 |
-0.9% |
0.0 |
| Volume |
119,051 |
76,441 |
-42,610 |
-35.8% |
124,433 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,275.0 |
8,247.0 |
8,108.1 |
|
| R3 |
8,198.5 |
8,170.5 |
8,087.0 |
|
| R2 |
8,122.0 |
8,122.0 |
8,080.0 |
|
| R1 |
8,094.0 |
8,094.0 |
8,073.0 |
8,108.0 |
| PP |
8,045.5 |
8,045.5 |
8,045.5 |
8,052.5 |
| S1 |
8,017.5 |
8,017.5 |
8,059.0 |
8,031.5 |
| S2 |
7,969.0 |
7,969.0 |
8,052.0 |
|
| S3 |
7,892.5 |
7,941.0 |
8,045.0 |
|
| S4 |
7,816.0 |
7,864.5 |
8,023.9 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,085.3 |
8,937.7 |
8,215.1 |
|
| R3 |
8,688.8 |
8,541.2 |
8,106.0 |
|
| R2 |
8,292.3 |
8,292.3 |
8,069.7 |
|
| R1 |
8,144.7 |
8,144.7 |
8,033.3 |
8,218.5 |
| PP |
7,895.8 |
7,895.8 |
7,895.8 |
7,932.8 |
| S1 |
7,748.2 |
7,748.2 |
7,960.7 |
7,822.0 |
| S2 |
7,499.3 |
7,499.3 |
7,924.3 |
|
| S3 |
7,102.8 |
7,351.7 |
7,888.0 |
|
| S4 |
6,706.3 |
6,955.2 |
7,778.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,073.5 |
7,947.0 |
126.5 |
1.6% |
64.4 |
0.8% |
94% |
True |
False |
79,377 |
| 10 |
8,073.5 |
7,638.5 |
435.0 |
5.4% |
87.3 |
1.1% |
98% |
True |
False |
47,996 |
| 20 |
8,073.5 |
7,574.0 |
499.5 |
6.2% |
100.2 |
1.2% |
98% |
True |
False |
24,434 |
| 40 |
8,073.5 |
7,553.0 |
520.5 |
6.5% |
90.8 |
1.1% |
99% |
True |
False |
12,542 |
| 60 |
8,073.5 |
7,553.0 |
520.5 |
6.5% |
80.4 |
1.0% |
99% |
True |
False |
8,968 |
| 80 |
8,073.5 |
6,959.0 |
1,114.5 |
13.8% |
76.5 |
0.9% |
99% |
True |
False |
6,914 |
| 100 |
8,073.5 |
6,959.0 |
1,114.5 |
13.8% |
77.6 |
1.0% |
99% |
True |
False |
5,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,398.6 |
|
2.618 |
8,273.8 |
|
1.618 |
8,197.3 |
|
1.000 |
8,150.0 |
|
0.618 |
8,120.8 |
|
HIGH |
8,073.5 |
|
0.618 |
8,044.3 |
|
0.500 |
8,035.3 |
|
0.382 |
8,026.2 |
|
LOW |
7,997.0 |
|
0.618 |
7,949.7 |
|
1.000 |
7,920.5 |
|
1.618 |
7,873.2 |
|
2.618 |
7,796.7 |
|
4.250 |
7,671.9 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,055.8 |
8,047.4 |
| PP |
8,045.5 |
8,028.8 |
| S1 |
8,035.3 |
8,010.3 |
|