| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,795.00 |
2,799.25 |
4.25 |
0.2% |
2,799.00 |
| High |
2,807.50 |
2,805.25 |
-2.25 |
-0.1% |
2,808.00 |
| Low |
2,792.00 |
2,784.75 |
-7.25 |
-0.3% |
2,782.50 |
| Close |
2,800.00 |
2,790.50 |
-9.50 |
-0.3% |
2,790.50 |
| Range |
15.50 |
20.50 |
5.00 |
32.3% |
25.50 |
| ATR |
27.81 |
27.28 |
-0.52 |
-1.9% |
0.00 |
| Volume |
163,965 |
151,634 |
-12,331 |
-7.5% |
1,001,231 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.00 |
2,843.25 |
2,801.75 |
|
| R3 |
2,834.50 |
2,822.75 |
2,796.25 |
|
| R2 |
2,814.00 |
2,814.00 |
2,794.25 |
|
| R1 |
2,802.25 |
2,802.25 |
2,792.50 |
2,798.00 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,791.25 |
| S1 |
2,781.75 |
2,781.75 |
2,788.50 |
2,777.50 |
| S2 |
2,773.00 |
2,773.00 |
2,786.75 |
|
| S3 |
2,752.50 |
2,761.25 |
2,784.75 |
|
| S4 |
2,732.00 |
2,740.75 |
2,779.25 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,855.75 |
2,804.50 |
|
| R3 |
2,844.75 |
2,830.25 |
2,797.50 |
|
| R2 |
2,819.25 |
2,819.25 |
2,795.25 |
|
| R1 |
2,804.75 |
2,804.75 |
2,792.75 |
2,799.25 |
| PP |
2,793.75 |
2,793.75 |
2,793.75 |
2,791.00 |
| S1 |
2,779.25 |
2,779.25 |
2,788.25 |
2,773.75 |
| S2 |
2,768.25 |
2,768.25 |
2,785.75 |
|
| S3 |
2,742.75 |
2,753.75 |
2,783.50 |
|
| S4 |
2,717.25 |
2,728.25 |
2,776.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,808.00 |
2,782.50 |
25.50 |
0.9% |
20.50 |
0.7% |
31% |
False |
False |
200,246 |
| 10 |
2,817.00 |
2,726.75 |
90.25 |
3.2% |
24.00 |
0.9% |
71% |
False |
False |
133,681 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.75 |
1.1% |
80% |
False |
False |
67,370 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
26.50 |
1.0% |
80% |
False |
False |
33,756 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
24.75 |
0.9% |
89% |
False |
False |
22,516 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
18.75 |
0.7% |
89% |
False |
False |
16,888 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.50 |
0.6% |
92% |
False |
False |
13,510 |
| 120 |
2,826.50 |
2,502.00 |
324.50 |
11.6% |
13.00 |
0.5% |
89% |
False |
False |
11,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.50 |
|
2.618 |
2,859.00 |
|
1.618 |
2,838.50 |
|
1.000 |
2,825.75 |
|
0.618 |
2,818.00 |
|
HIGH |
2,805.25 |
|
0.618 |
2,797.50 |
|
0.500 |
2,795.00 |
|
0.382 |
2,792.50 |
|
LOW |
2,784.75 |
|
0.618 |
2,772.00 |
|
1.000 |
2,764.25 |
|
1.618 |
2,751.50 |
|
2.618 |
2,731.00 |
|
4.250 |
2,697.50 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,795.00 |
2,795.00 |
| PP |
2,793.50 |
2,793.50 |
| S1 |
2,792.00 |
2,792.00 |
|