| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,680.0 |
2,586.0 |
-94.0 |
-3.5% |
2,657.0 |
| High |
2,684.0 |
2,645.0 |
-39.0 |
-1.5% |
2,684.0 |
| Low |
2,647.0 |
2,564.0 |
-83.0 |
-3.1% |
2,627.0 |
| Close |
2,659.0 |
2,642.0 |
-17.0 |
-0.6% |
2,659.0 |
| Range |
37.0 |
81.0 |
44.0 |
118.9% |
57.0 |
| ATR |
41.6 |
45.4 |
3.8 |
9.2% |
0.0 |
| Volume |
973,552 |
1,107,756 |
134,204 |
13.8% |
5,176,334 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.0 |
2,832.0 |
2,686.6 |
|
| R3 |
2,779.0 |
2,751.0 |
2,664.3 |
|
| R2 |
2,698.0 |
2,698.0 |
2,656.9 |
|
| R1 |
2,670.0 |
2,670.0 |
2,649.4 |
2,684.0 |
| PP |
2,617.0 |
2,617.0 |
2,617.0 |
2,624.0 |
| S1 |
2,589.0 |
2,589.0 |
2,634.6 |
2,603.0 |
| S2 |
2,536.0 |
2,536.0 |
2,627.2 |
|
| S3 |
2,455.0 |
2,508.0 |
2,619.7 |
|
| S4 |
2,374.0 |
2,427.0 |
2,597.5 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,800.3 |
2,690.4 |
|
| R3 |
2,770.7 |
2,743.3 |
2,674.7 |
|
| R2 |
2,713.7 |
2,713.7 |
2,669.5 |
|
| R1 |
2,686.3 |
2,686.3 |
2,664.2 |
2,700.0 |
| PP |
2,656.7 |
2,656.7 |
2,656.7 |
2,663.5 |
| S1 |
2,629.3 |
2,629.3 |
2,653.8 |
2,643.0 |
| S2 |
2,599.7 |
2,599.7 |
2,648.6 |
|
| S3 |
2,542.7 |
2,572.3 |
2,643.3 |
|
| S4 |
2,485.7 |
2,515.3 |
2,627.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.0 |
2,564.0 |
120.0 |
4.5% |
39.6 |
1.5% |
65% |
False |
True |
1,082,229 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.5% |
36.4 |
1.4% |
65% |
False |
True |
738,230 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.3% |
46.8 |
1.8% |
78% |
False |
False |
374,960 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
39.9 |
1.5% |
76% |
False |
False |
188,158 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
34.7 |
1.3% |
76% |
False |
False |
126,241 |
| 80 |
2,689.0 |
2,412.0 |
277.0 |
10.5% |
31.2 |
1.2% |
83% |
False |
False |
95,135 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.8 |
1.2% |
86% |
False |
False |
76,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.3 |
|
2.618 |
2,857.1 |
|
1.618 |
2,776.1 |
|
1.000 |
2,726.0 |
|
0.618 |
2,695.1 |
|
HIGH |
2,645.0 |
|
0.618 |
2,614.1 |
|
0.500 |
2,604.5 |
|
0.382 |
2,594.9 |
|
LOW |
2,564.0 |
|
0.618 |
2,513.9 |
|
1.000 |
2,483.0 |
|
1.618 |
2,432.9 |
|
2.618 |
2,351.9 |
|
4.250 |
2,219.8 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.5 |
2,636.0 |
| PP |
2,617.0 |
2,630.0 |
| S1 |
2,604.5 |
2,624.0 |
|