| 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 |
5,100.0 |
5,039.0 |
-61.0 |
-1.2% |
5,137.0 |
| High |
5,106.0 |
5,127.0 |
21.0 |
0.4% |
5,167.0 |
| Low |
5,026.0 |
5,039.0 |
13.0 |
0.3% |
5,026.0 |
| Close |
5,030.0 |
5,122.0 |
92.0 |
1.8% |
5,122.0 |
| Range |
80.0 |
88.0 |
8.0 |
10.0% |
141.0 |
| ATR |
53.3 |
56.4 |
3.1 |
5.9% |
0.0 |
| Volume |
46,214 |
46,342 |
128 |
0.3% |
179,421 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,360.0 |
5,329.0 |
5,170.4 |
|
| R3 |
5,272.0 |
5,241.0 |
5,146.2 |
|
| R2 |
5,184.0 |
5,184.0 |
5,138.1 |
|
| R1 |
5,153.0 |
5,153.0 |
5,130.1 |
5,168.5 |
| PP |
5,096.0 |
5,096.0 |
5,096.0 |
5,103.8 |
| S1 |
5,065.0 |
5,065.0 |
5,113.9 |
5,080.5 |
| S2 |
5,008.0 |
5,008.0 |
5,105.9 |
|
| S3 |
4,920.0 |
4,977.0 |
5,097.8 |
|
| S4 |
4,832.0 |
4,889.0 |
5,073.6 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,528.0 |
5,466.0 |
5,199.6 |
|
| R3 |
5,387.0 |
5,325.0 |
5,160.8 |
|
| R2 |
5,246.0 |
5,246.0 |
5,147.9 |
|
| R1 |
5,184.0 |
5,184.0 |
5,134.9 |
5,144.5 |
| PP |
5,105.0 |
5,105.0 |
5,105.0 |
5,085.3 |
| S1 |
5,043.0 |
5,043.0 |
5,109.1 |
5,003.5 |
| S2 |
4,964.0 |
4,964.0 |
5,096.2 |
|
| S3 |
4,823.0 |
4,902.0 |
5,083.2 |
|
| S4 |
4,682.0 |
4,761.0 |
5,044.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,167.0 |
5,026.0 |
141.0 |
2.8% |
63.0 |
1.2% |
68% |
False |
False |
35,884 |
| 10 |
5,167.0 |
5,003.0 |
164.0 |
3.2% |
55.7 |
1.1% |
73% |
False |
False |
31,716 |
| 20 |
5,167.0 |
4,956.0 |
211.0 |
4.1% |
52.3 |
1.0% |
79% |
False |
False |
29,760 |
| 40 |
5,167.0 |
4,728.0 |
439.0 |
8.6% |
42.6 |
0.8% |
90% |
False |
False |
25,828 |
| 60 |
5,167.0 |
4,571.0 |
596.0 |
11.6% |
39.8 |
0.8% |
92% |
False |
False |
26,299 |
| 80 |
5,167.0 |
4,348.0 |
819.0 |
16.0% |
33.0 |
0.6% |
95% |
False |
False |
20,866 |
| 100 |
5,167.0 |
4,315.0 |
852.0 |
16.6% |
28.5 |
0.6% |
95% |
False |
False |
16,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,501.0 |
|
2.618 |
5,357.4 |
|
1.618 |
5,269.4 |
|
1.000 |
5,215.0 |
|
0.618 |
5,181.4 |
|
HIGH |
5,127.0 |
|
0.618 |
5,093.4 |
|
0.500 |
5,083.0 |
|
0.382 |
5,072.6 |
|
LOW |
5,039.0 |
|
0.618 |
4,984.6 |
|
1.000 |
4,951.0 |
|
1.618 |
4,896.6 |
|
2.618 |
4,808.6 |
|
4.250 |
4,665.0 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,109.0 |
5,107.5 |
| PP |
5,096.0 |
5,093.0 |
| S1 |
5,083.0 |
5,078.5 |
|