| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,586.0 |
2,631.0 |
45.0 |
1.7% |
2,657.0 |
| High |
2,645.0 |
2,637.0 |
-8.0 |
-0.3% |
2,684.0 |
| Low |
2,564.0 |
2,592.0 |
28.0 |
1.1% |
2,627.0 |
| Close |
2,642.0 |
2,609.0 |
-33.0 |
-1.2% |
2,659.0 |
| Range |
81.0 |
45.0 |
-36.0 |
-44.4% |
57.0 |
| ATR |
45.4 |
45.7 |
0.3 |
0.7% |
0.0 |
| Volume |
1,107,756 |
1,188,985 |
81,229 |
7.3% |
5,176,334 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.7 |
2,723.3 |
2,633.8 |
|
| R3 |
2,702.7 |
2,678.3 |
2,621.4 |
|
| R2 |
2,657.7 |
2,657.7 |
2,617.3 |
|
| R1 |
2,633.3 |
2,633.3 |
2,613.1 |
2,623.0 |
| PP |
2,612.7 |
2,612.7 |
2,612.7 |
2,607.5 |
| S1 |
2,588.3 |
2,588.3 |
2,604.9 |
2,578.0 |
| S2 |
2,567.7 |
2,567.7 |
2,600.8 |
|
| S3 |
2,522.7 |
2,543.3 |
2,596.6 |
|
| S4 |
2,477.7 |
2,498.3 |
2,584.3 |
|
|
| 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 |
4.6% |
43.0 |
1.6% |
38% |
False |
False |
1,074,644 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.6% |
35.7 |
1.4% |
38% |
False |
False |
843,796 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
46.3 |
1.8% |
61% |
False |
False |
434,381 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
40.3 |
1.5% |
60% |
False |
False |
217,855 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
35.1 |
1.3% |
60% |
False |
False |
145,843 |
| 80 |
2,689.0 |
2,439.0 |
250.0 |
9.6% |
31.5 |
1.2% |
68% |
False |
False |
109,997 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
30.7 |
1.2% |
76% |
False |
False |
88,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.3 |
|
2.618 |
2,754.8 |
|
1.618 |
2,709.8 |
|
1.000 |
2,682.0 |
|
0.618 |
2,664.8 |
|
HIGH |
2,637.0 |
|
0.618 |
2,619.8 |
|
0.500 |
2,614.5 |
|
0.382 |
2,609.2 |
|
LOW |
2,592.0 |
|
0.618 |
2,564.2 |
|
1.000 |
2,547.0 |
|
1.618 |
2,519.2 |
|
2.618 |
2,474.2 |
|
4.250 |
2,400.8 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.5 |
2,624.0 |
| PP |
2,612.7 |
2,619.0 |
| S1 |
2,610.8 |
2,614.0 |
|