| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,611.9 |
1,605.7 |
-6.2 |
-0.4% |
1,578.3 |
| High |
1,613.9 |
1,616.5 |
2.6 |
0.2% |
1,598.8 |
| Low |
1,599.6 |
1,603.6 |
4.0 |
0.3% |
1,574.5 |
| Close |
1,607.5 |
1,613.8 |
6.3 |
0.4% |
1,592.6 |
| Range |
14.3 |
12.9 |
-1.4 |
-9.8% |
24.3 |
| ATR |
18.6 |
18.2 |
-0.4 |
-2.2% |
0.0 |
| Volume |
127,570 |
130,590 |
3,020 |
2.4% |
636,572 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.0 |
1,644.8 |
1,620.9 |
|
| R3 |
1,637.1 |
1,631.9 |
1,617.3 |
|
| R2 |
1,624.2 |
1,624.2 |
1,616.2 |
|
| R1 |
1,619.0 |
1,619.0 |
1,615.0 |
1,621.6 |
| PP |
1,611.3 |
1,611.3 |
1,611.3 |
1,612.6 |
| S1 |
1,606.1 |
1,606.1 |
1,612.6 |
1,608.7 |
| S2 |
1,598.4 |
1,598.4 |
1,611.4 |
|
| S3 |
1,585.5 |
1,593.2 |
1,610.3 |
|
| S4 |
1,572.6 |
1,580.3 |
1,606.7 |
|
|
| 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 |
1,616.5 |
1,587.3 |
29.2 |
1.8% |
14.9 |
0.9% |
91% |
True |
False |
139,821 |
| 10 |
1,616.5 |
1,560.4 |
56.1 |
3.5% |
15.6 |
1.0% |
95% |
True |
False |
145,064 |
| 20 |
1,619.7 |
1,560.4 |
59.3 |
3.7% |
18.2 |
1.1% |
90% |
False |
False |
157,444 |
| 40 |
1,688.1 |
1,554.3 |
133.8 |
8.3% |
19.5 |
1.2% |
44% |
False |
False |
154,323 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.0% |
19.3 |
1.2% |
41% |
False |
False |
108,239 |
| 80 |
1,756.2 |
1,554.3 |
201.9 |
12.5% |
19.1 |
1.2% |
29% |
False |
False |
82,081 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.6% |
18.5 |
1.1% |
29% |
False |
False |
66,057 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.3% |
17.8 |
1.1% |
24% |
False |
False |
55,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,671.3 |
|
2.618 |
1,650.3 |
|
1.618 |
1,637.4 |
|
1.000 |
1,629.4 |
|
0.618 |
1,624.5 |
|
HIGH |
1,616.5 |
|
0.618 |
1,611.6 |
|
0.500 |
1,610.1 |
|
0.382 |
1,608.5 |
|
LOW |
1,603.6 |
|
0.618 |
1,595.6 |
|
1.000 |
1,590.7 |
|
1.618 |
1,582.7 |
|
2.618 |
1,569.8 |
|
4.250 |
1,548.8 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,612.6 |
1,611.8 |
| PP |
1,611.3 |
1,609.8 |
| S1 |
1,610.1 |
1,607.8 |
|