| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,604.5 |
1,598.5 |
-6.0 |
-0.4% |
1,597.0 |
| High |
1,605.0 |
1,608.1 |
3.1 |
0.2% |
1,616.5 |
| Low |
1,593.4 |
1,590.3 |
-3.1 |
-0.2% |
1,589.6 |
| Close |
1,595.7 |
1,606.2 |
10.5 |
0.7% |
1,606.1 |
| Range |
11.6 |
17.8 |
6.2 |
53.4% |
26.9 |
| ATR |
17.8 |
17.8 |
0.0 |
0.0% |
0.0 |
| Volume |
165,484 |
50,450 |
-115,034 |
-69.5% |
738,842 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.9 |
1,648.4 |
1,616.0 |
|
| R3 |
1,637.1 |
1,630.6 |
1,611.1 |
|
| R2 |
1,619.3 |
1,619.3 |
1,609.5 |
|
| R1 |
1,612.8 |
1,612.8 |
1,607.8 |
1,616.1 |
| PP |
1,601.5 |
1,601.5 |
1,601.5 |
1,603.2 |
| S1 |
1,595.0 |
1,595.0 |
1,604.6 |
1,598.3 |
| S2 |
1,583.7 |
1,583.7 |
1,602.9 |
|
| S3 |
1,565.9 |
1,577.2 |
1,601.3 |
|
| S4 |
1,548.1 |
1,559.4 |
1,596.4 |
|
|
| 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 |
1.7% |
15.9 |
1.0% |
63% |
False |
False |
143,868 |
| 10 |
1,616.5 |
1,575.2 |
41.3 |
2.6% |
15.8 |
1.0% |
75% |
False |
False |
143,201 |
| 20 |
1,616.5 |
1,560.4 |
56.1 |
3.5% |
16.6 |
1.0% |
82% |
False |
False |
150,215 |
| 40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.7 |
1.2% |
39% |
False |
False |
161,655 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.5 |
1.2% |
36% |
False |
False |
117,826 |
| 80 |
1,735.6 |
1,554.3 |
181.3 |
11.3% |
19.1 |
1.2% |
29% |
False |
False |
89,240 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.7 |
1.2% |
25% |
False |
False |
71,916 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.4% |
17.9 |
1.1% |
21% |
False |
False |
60,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,683.8 |
|
2.618 |
1,654.7 |
|
1.618 |
1,636.9 |
|
1.000 |
1,625.9 |
|
0.618 |
1,619.1 |
|
HIGH |
1,608.1 |
|
0.618 |
1,601.3 |
|
0.500 |
1,599.2 |
|
0.382 |
1,597.1 |
|
LOW |
1,590.3 |
|
0.618 |
1,579.3 |
|
1.000 |
1,572.5 |
|
1.618 |
1,561.5 |
|
2.618 |
1,543.7 |
|
4.250 |
1,514.7 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,603.9 |
1,604.3 |
| PP |
1,601.5 |
1,602.5 |
| S1 |
1,599.2 |
1,600.6 |
|