| 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 |
1,586.7 |
1,589.4 |
2.7 |
0.2% |
1,578.3 |
| High |
1,592.2 |
1,597.9 |
5.7 |
0.4% |
1,598.8 |
| Low |
1,575.2 |
1,587.3 |
12.1 |
0.8% |
1,574.5 |
| Close |
1,590.7 |
1,592.6 |
1.9 |
0.1% |
1,592.6 |
| Range |
17.0 |
10.6 |
-6.4 |
-37.6% |
24.3 |
| ATR |
19.6 |
19.0 |
-0.6 |
-3.3% |
0.0 |
| Volume |
144,163 |
98,990 |
-45,173 |
-31.3% |
636,572 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.4 |
1,619.1 |
1,598.4 |
|
| R3 |
1,613.8 |
1,608.5 |
1,595.5 |
|
| R2 |
1,603.2 |
1,603.2 |
1,594.5 |
|
| R1 |
1,597.9 |
1,597.9 |
1,593.6 |
1,600.6 |
| PP |
1,592.6 |
1,592.6 |
1,592.6 |
1,593.9 |
| S1 |
1,587.3 |
1,587.3 |
1,591.6 |
1,590.0 |
| S2 |
1,582.0 |
1,582.0 |
1,590.7 |
|
| S3 |
1,571.4 |
1,576.7 |
1,589.7 |
|
| S4 |
1,560.8 |
1,566.1 |
1,586.8 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,661.5 |
1,651.4 |
1,606.0 |
|
| R3 |
1,637.2 |
1,627.1 |
1,599.3 |
|
| R2 |
1,612.9 |
1,612.9 |
1,597.1 |
|
| R1 |
1,602.8 |
1,602.8 |
1,594.8 |
1,607.9 |
| PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,591.2 |
| S1 |
1,578.5 |
1,578.5 |
1,590.4 |
1,583.6 |
| S2 |
1,564.3 |
1,564.3 |
1,588.1 |
|
| S3 |
1,540.0 |
1,554.2 |
1,585.9 |
|
| S4 |
1,515.7 |
1,529.9 |
1,579.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,598.8 |
1,574.5 |
24.3 |
1.5% |
13.8 |
0.9% |
74% |
False |
False |
127,314 |
| 10 |
1,598.8 |
1,560.4 |
38.4 |
2.4% |
15.1 |
0.9% |
84% |
False |
False |
143,159 |
| 20 |
1,636.0 |
1,554.3 |
81.7 |
5.1% |
22.0 |
1.4% |
47% |
False |
False |
175,566 |
| 40 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.5 |
1.2% |
26% |
False |
False |
141,716 |
| 60 |
1,706.1 |
1,554.3 |
151.8 |
9.5% |
20.1 |
1.3% |
25% |
False |
False |
98,658 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
19.0 |
1.2% |
19% |
False |
False |
74,673 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.4 |
1.2% |
19% |
False |
False |
60,104 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
18.0 |
1.1% |
15% |
False |
False |
50,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.0 |
|
2.618 |
1,625.7 |
|
1.618 |
1,615.1 |
|
1.000 |
1,608.5 |
|
0.618 |
1,604.5 |
|
HIGH |
1,597.9 |
|
0.618 |
1,593.9 |
|
0.500 |
1,592.6 |
|
0.382 |
1,591.3 |
|
LOW |
1,587.3 |
|
0.618 |
1,580.7 |
|
1.000 |
1,576.7 |
|
1.618 |
1,570.1 |
|
2.618 |
1,559.5 |
|
4.250 |
1,542.3 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,592.6 |
1,590.7 |
| PP |
1,592.6 |
1,588.9 |
| S1 |
1,592.6 |
1,587.0 |
|