| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,608.8 |
1,604.5 |
-4.3 |
-0.3% |
1,597.0 |
| High |
1,612.8 |
1,605.0 |
-7.8 |
-0.5% |
1,616.5 |
| Low |
1,588.4 |
1,593.4 |
5.0 |
0.3% |
1,589.6 |
| Close |
1,604.5 |
1,595.7 |
-8.8 |
-0.5% |
1,606.1 |
| Range |
24.4 |
11.6 |
-12.8 |
-52.5% |
26.9 |
| ATR |
18.2 |
17.8 |
-0.5 |
-2.6% |
0.0 |
| Volume |
234,090 |
165,484 |
-68,606 |
-29.3% |
738,842 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.8 |
1,625.9 |
1,602.1 |
|
| R3 |
1,621.2 |
1,614.3 |
1,598.9 |
|
| R2 |
1,609.6 |
1,609.6 |
1,597.8 |
|
| R1 |
1,602.7 |
1,602.7 |
1,596.8 |
1,600.4 |
| PP |
1,598.0 |
1,598.0 |
1,598.0 |
1,596.9 |
| S1 |
1,591.1 |
1,591.1 |
1,594.6 |
1,588.8 |
| S2 |
1,586.4 |
1,586.4 |
1,593.6 |
|
| S3 |
1,574.8 |
1,579.5 |
1,592.5 |
|
| S4 |
1,563.2 |
1,567.9 |
1,589.3 |
|
|
| 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% |
15.2 |
1.0% |
26% |
False |
False |
159,292 |
| 10 |
1,616.5 |
1,575.2 |
41.3 |
2.6% |
15.5 |
1.0% |
50% |
False |
False |
152,336 |
| 20 |
1,616.5 |
1,560.4 |
56.1 |
3.5% |
16.9 |
1.1% |
63% |
False |
False |
156,301 |
| 40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.5 |
1.2% |
31% |
False |
False |
163,350 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.4 |
1.2% |
28% |
False |
False |
117,111 |
| 80 |
1,735.6 |
1,554.3 |
181.3 |
11.4% |
19.0 |
1.2% |
23% |
False |
False |
88,685 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.7 |
1.2% |
20% |
False |
False |
71,415 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
17.9 |
1.1% |
17% |
False |
False |
59,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,654.3 |
|
2.618 |
1,635.4 |
|
1.618 |
1,623.8 |
|
1.000 |
1,616.6 |
|
0.618 |
1,612.2 |
|
HIGH |
1,605.0 |
|
0.618 |
1,600.6 |
|
0.500 |
1,599.2 |
|
0.382 |
1,597.8 |
|
LOW |
1,593.4 |
|
0.618 |
1,586.2 |
|
1.000 |
1,581.8 |
|
1.618 |
1,574.6 |
|
2.618 |
1,563.0 |
|
4.250 |
1,544.1 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,599.2 |
1,601.9 |
| PP |
1,598.0 |
1,599.8 |
| S1 |
1,596.9 |
1,597.8 |
|