| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,794.50 |
2,799.00 |
4.50 |
0.2% |
2,739.50 |
| High |
2,817.00 |
2,808.00 |
-9.00 |
-0.3% |
2,817.00 |
| Low |
2,788.50 |
2,787.50 |
-1.00 |
0.0% |
2,726.75 |
| Close |
2,797.75 |
2,805.50 |
7.75 |
0.3% |
2,797.75 |
| Range |
28.50 |
20.50 |
-8.00 |
-28.1% |
90.25 |
| ATR |
30.37 |
29.66 |
-0.70 |
-2.3% |
0.00 |
| Volume |
216,317 |
236,896 |
20,579 |
9.5% |
335,580 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.75 |
2,854.25 |
2,816.75 |
|
| R3 |
2,841.25 |
2,833.75 |
2,811.25 |
|
| R2 |
2,820.75 |
2,820.75 |
2,809.25 |
|
| R1 |
2,813.25 |
2,813.25 |
2,807.50 |
2,817.00 |
| PP |
2,800.25 |
2,800.25 |
2,800.25 |
2,802.25 |
| S1 |
2,792.75 |
2,792.75 |
2,803.50 |
2,796.50 |
| S2 |
2,779.75 |
2,779.75 |
2,801.75 |
|
| S3 |
2,759.25 |
2,772.25 |
2,799.75 |
|
| S4 |
2,738.75 |
2,751.75 |
2,794.25 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.25 |
3,014.75 |
2,847.50 |
|
| R3 |
2,961.00 |
2,924.50 |
2,822.50 |
|
| R2 |
2,870.75 |
2,870.75 |
2,814.25 |
|
| R1 |
2,834.25 |
2,834.25 |
2,806.00 |
2,852.50 |
| PP |
2,780.50 |
2,780.50 |
2,780.50 |
2,789.50 |
| S1 |
2,744.00 |
2,744.00 |
2,789.50 |
2,762.25 |
| S2 |
2,690.25 |
2,690.25 |
2,781.25 |
|
| S3 |
2,600.00 |
2,653.75 |
2,773.00 |
|
| S4 |
2,509.75 |
2,563.50 |
2,748.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,817.00 |
2,755.25 |
61.75 |
2.2% |
25.50 |
0.9% |
81% |
False |
False |
113,066 |
| 10 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.50 |
1.1% |
91% |
False |
False |
58,016 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.50 |
1.1% |
91% |
False |
False |
29,251 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.25 |
0.9% |
91% |
False |
False |
14,649 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
23.50 |
0.8% |
95% |
False |
False |
9,778 |
| 80 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
18.00 |
0.6% |
96% |
False |
False |
7,334 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
15.00 |
0.5% |
96% |
False |
False |
5,867 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.1% |
12.50 |
0.4% |
89% |
False |
False |
4,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.00 |
|
2.618 |
2,861.75 |
|
1.618 |
2,841.25 |
|
1.000 |
2,828.50 |
|
0.618 |
2,820.75 |
|
HIGH |
2,808.00 |
|
0.618 |
2,800.25 |
|
0.500 |
2,797.75 |
|
0.382 |
2,795.25 |
|
LOW |
2,787.50 |
|
0.618 |
2,774.75 |
|
1.000 |
2,767.00 |
|
1.618 |
2,754.25 |
|
2.618 |
2,733.75 |
|
4.250 |
2,700.50 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,803.00 |
2,804.00 |
| PP |
2,800.25 |
2,802.25 |
| S1 |
2,797.75 |
2,800.50 |
|