| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
7,996.5 |
7,975.5 |
-21.0 |
-0.3% |
8,000.0 |
| High |
8,014.5 |
8,047.5 |
33.0 |
0.4% |
8,089.0 |
| Low |
7,932.0 |
7,974.0 |
42.0 |
0.5% |
7,947.0 |
| Close |
7,967.5 |
8,014.0 |
46.5 |
0.6% |
8,053.0 |
| Range |
82.5 |
73.5 |
-9.0 |
-10.9% |
142.0 |
| ATR |
103.4 |
101.7 |
-1.7 |
-1.6% |
0.0 |
| Volume |
128,288 |
108,316 |
-19,972 |
-15.6% |
459,932 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,232.3 |
8,196.7 |
8,054.4 |
|
| R3 |
8,158.8 |
8,123.2 |
8,034.2 |
|
| R2 |
8,085.3 |
8,085.3 |
8,027.5 |
|
| R1 |
8,049.7 |
8,049.7 |
8,020.7 |
8,067.5 |
| PP |
8,011.8 |
8,011.8 |
8,011.8 |
8,020.8 |
| S1 |
7,976.2 |
7,976.2 |
8,007.3 |
7,994.0 |
| S2 |
7,938.3 |
7,938.3 |
8,000.5 |
|
| S3 |
7,864.8 |
7,902.7 |
7,993.8 |
|
| S4 |
7,791.3 |
7,829.2 |
7,973.6 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,455.7 |
8,396.3 |
8,131.1 |
|
| R3 |
8,313.7 |
8,254.3 |
8,092.1 |
|
| R2 |
8,171.7 |
8,171.7 |
8,079.0 |
|
| R1 |
8,112.3 |
8,112.3 |
8,066.0 |
8,142.0 |
| PP |
8,029.7 |
8,029.7 |
8,029.7 |
8,044.5 |
| S1 |
7,970.3 |
7,970.3 |
8,040.0 |
8,000.0 |
| S2 |
7,887.7 |
7,887.7 |
8,027.0 |
|
| S3 |
7,745.7 |
7,828.3 |
8,014.0 |
|
| S4 |
7,603.7 |
7,686.3 |
7,974.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
97.9 |
1.2% |
67% |
False |
False |
107,166 |
| 10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
78.1 |
1.0% |
67% |
False |
False |
88,856 |
| 20 |
8,089.0 |
7,574.0 |
515.0 |
6.4% |
102.8 |
1.3% |
85% |
False |
False |
47,336 |
| 40 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
95.7 |
1.2% |
86% |
False |
False |
23,989 |
| 60 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
84.3 |
1.1% |
86% |
False |
False |
16,365 |
| 80 |
8,089.0 |
7,222.5 |
866.5 |
10.8% |
77.4 |
1.0% |
91% |
False |
False |
12,637 |
| 100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.1% |
79.1 |
1.0% |
93% |
False |
False |
10,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,359.9 |
|
2.618 |
8,239.9 |
|
1.618 |
8,166.4 |
|
1.000 |
8,121.0 |
|
0.618 |
8,092.9 |
|
HIGH |
8,047.5 |
|
0.618 |
8,019.4 |
|
0.500 |
8,010.8 |
|
0.382 |
8,002.1 |
|
LOW |
7,974.0 |
|
0.618 |
7,928.6 |
|
1.000 |
7,900.5 |
|
1.618 |
7,855.1 |
|
2.618 |
7,781.6 |
|
4.250 |
7,661.6 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,012.9 |
7,993.7 |
| PP |
8,011.8 |
7,973.3 |
| S1 |
8,010.8 |
7,953.0 |
|