| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
14,379 |
14,386 |
7 |
0.0% |
13,996 |
| High |
14,409 |
14,408 |
-1 |
0.0% |
14,350 |
| Low |
14,341 |
14,347 |
6 |
0.0% |
13,937 |
| Close |
14,386 |
14,398 |
12 |
0.1% |
14,313 |
| Range |
68 |
61 |
-7 |
-10.3% |
413 |
| ATR |
110 |
107 |
-4 |
-3.2% |
0 |
| Volume |
113,589 |
109,373 |
-4,216 |
-3.7% |
182,022 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,567 |
14,544 |
14,432 |
|
| R3 |
14,506 |
14,483 |
14,415 |
|
| R2 |
14,445 |
14,445 |
14,409 |
|
| R1 |
14,422 |
14,422 |
14,404 |
14,434 |
| PP |
14,384 |
14,384 |
14,384 |
14,390 |
| S1 |
14,361 |
14,361 |
14,393 |
14,373 |
| S2 |
14,323 |
14,323 |
14,387 |
|
| S3 |
14,262 |
14,300 |
14,381 |
|
| S4 |
14,201 |
14,239 |
14,365 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,439 |
15,289 |
14,540 |
|
| R3 |
15,026 |
14,876 |
14,427 |
|
| R2 |
14,613 |
14,613 |
14,389 |
|
| R1 |
14,463 |
14,463 |
14,351 |
14,538 |
| PP |
14,200 |
14,200 |
14,200 |
14,238 |
| S1 |
14,050 |
14,050 |
14,275 |
14,125 |
| S2 |
13,787 |
13,787 |
14,237 |
|
| S3 |
13,374 |
13,637 |
14,200 |
|
| S4 |
12,961 |
13,224 |
14,086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,409 |
14,202 |
207 |
1.4% |
83 |
0.6% |
95% |
False |
False |
97,761 |
| 10 |
14,409 |
13,858 |
551 |
3.8% |
105 |
0.7% |
98% |
False |
False |
51,411 |
| 20 |
14,409 |
13,681 |
728 |
5.1% |
118 |
0.8% |
98% |
False |
False |
25,962 |
| 40 |
14,409 |
13,303 |
1,106 |
7.7% |
93 |
0.6% |
99% |
False |
False |
13,038 |
| 60 |
14,409 |
12,700 |
1,709 |
11.9% |
82 |
0.6% |
99% |
False |
False |
8,694 |
| 80 |
14,409 |
12,342 |
2,067 |
14.4% |
69 |
0.5% |
99% |
False |
False |
6,522 |
| 100 |
14,409 |
12,342 |
2,067 |
14.4% |
66 |
0.5% |
99% |
False |
False |
5,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,667 |
|
2.618 |
14,568 |
|
1.618 |
14,507 |
|
1.000 |
14,469 |
|
0.618 |
14,446 |
|
HIGH |
14,408 |
|
0.618 |
14,385 |
|
0.500 |
14,378 |
|
0.382 |
14,370 |
|
LOW |
14,347 |
|
0.618 |
14,309 |
|
1.000 |
14,286 |
|
1.618 |
14,248 |
|
2.618 |
14,187 |
|
4.250 |
14,088 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,391 |
14,382 |
| PP |
14,384 |
14,366 |
| S1 |
14,378 |
14,351 |
|