| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,614.0 |
1,608.8 |
-5.2 |
-0.3% |
1,597.0 |
| High |
1,615.3 |
1,612.8 |
-2.5 |
-0.2% |
1,616.5 |
| Low |
1,602.6 |
1,588.4 |
-14.2 |
-0.9% |
1,589.6 |
| Close |
1,606.1 |
1,604.5 |
-1.6 |
-0.1% |
1,606.1 |
| Range |
12.7 |
24.4 |
11.7 |
92.1% |
26.9 |
| ATR |
17.8 |
18.2 |
0.5 |
2.7% |
0.0 |
| Volume |
138,726 |
234,090 |
95,364 |
68.7% |
738,842 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.1 |
1,664.2 |
1,617.9 |
|
| R3 |
1,650.7 |
1,639.8 |
1,611.2 |
|
| R2 |
1,626.3 |
1,626.3 |
1,609.0 |
|
| R1 |
1,615.4 |
1,615.4 |
1,606.7 |
1,608.7 |
| PP |
1,601.9 |
1,601.9 |
1,601.9 |
1,598.5 |
| S1 |
1,591.0 |
1,591.0 |
1,602.3 |
1,584.3 |
| S2 |
1,577.5 |
1,577.5 |
1,600.0 |
|
| S3 |
1,553.1 |
1,566.6 |
1,597.8 |
|
| S4 |
1,528.7 |
1,542.2 |
1,591.1 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,684.8 |
1,672.3 |
1,620.9 |
|
| R3 |
1,657.9 |
1,645.4 |
1,613.5 |
|
| R2 |
1,631.0 |
1,631.0 |
1,611.0 |
|
| R1 |
1,618.5 |
1,618.5 |
1,608.6 |
1,624.8 |
| PP |
1,604.1 |
1,604.1 |
1,604.1 |
1,607.2 |
| S1 |
1,591.6 |
1,591.6 |
1,603.6 |
1,597.9 |
| S2 |
1,577.2 |
1,577.2 |
1,601.2 |
|
| S3 |
1,550.3 |
1,564.7 |
1,598.7 |
|
| S4 |
1,523.4 |
1,537.8 |
1,591.3 |
|
|
| 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 |
1,588.4 |
28.1 |
1.8% |
16.1 |
1.0% |
57% |
False |
True |
159,372 |
| 10 |
1,616.5 |
1,575.2 |
41.3 |
2.6% |
16.2 |
1.0% |
71% |
False |
False |
150,829 |
| 20 |
1,619.7 |
1,560.4 |
59.3 |
3.7% |
18.1 |
1.1% |
74% |
False |
False |
160,769 |
| 40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.5 |
1.2% |
38% |
False |
False |
161,673 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.4 |
1.2% |
34% |
False |
False |
114,381 |
| 80 |
1,747.1 |
1,554.3 |
192.8 |
12.0% |
19.3 |
1.2% |
26% |
False |
False |
86,678 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.6 |
1.2% |
25% |
False |
False |
69,763 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.4% |
17.8 |
1.1% |
20% |
False |
False |
58,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,716.5 |
|
2.618 |
1,676.7 |
|
1.618 |
1,652.3 |
|
1.000 |
1,637.2 |
|
0.618 |
1,627.9 |
|
HIGH |
1,612.8 |
|
0.618 |
1,603.5 |
|
0.500 |
1,600.6 |
|
0.382 |
1,597.7 |
|
LOW |
1,588.4 |
|
0.618 |
1,573.3 |
|
1.000 |
1,564.0 |
|
1.618 |
1,548.9 |
|
2.618 |
1,524.5 |
|
4.250 |
1,484.7 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,603.2 |
1,603.8 |
| PP |
1,601.9 |
1,603.1 |
| S1 |
1,600.6 |
1,602.5 |
|