| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,631.0 |
2,613.0 |
-18.0 |
-0.7% |
2,657.0 |
| High |
2,637.0 |
2,649.0 |
12.0 |
0.5% |
2,684.0 |
| Low |
2,592.0 |
2,613.0 |
21.0 |
0.8% |
2,627.0 |
| Close |
2,609.0 |
2,646.0 |
37.0 |
1.4% |
2,659.0 |
| Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
57.0 |
| ATR |
45.7 |
45.3 |
-0.4 |
-0.9% |
0.0 |
| Volume |
1,188,985 |
1,110,217 |
-78,768 |
-6.6% |
5,176,334 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.0 |
2,731.0 |
2,665.8 |
|
| R3 |
2,708.0 |
2,695.0 |
2,655.9 |
|
| R2 |
2,672.0 |
2,672.0 |
2,652.6 |
|
| R1 |
2,659.0 |
2,659.0 |
2,649.3 |
2,665.5 |
| PP |
2,636.0 |
2,636.0 |
2,636.0 |
2,639.3 |
| S1 |
2,623.0 |
2,623.0 |
2,642.7 |
2,629.5 |
| S2 |
2,600.0 |
2,600.0 |
2,639.4 |
|
| S3 |
2,564.0 |
2,587.0 |
2,636.1 |
|
| S4 |
2,528.0 |
2,551.0 |
2,626.2 |
|
|
| 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% |
45.6 |
1.7% |
68% |
False |
False |
1,061,167 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.5% |
36.1 |
1.4% |
68% |
False |
False |
931,621 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.3% |
46.1 |
1.7% |
80% |
False |
False |
489,870 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
40.7 |
1.5% |
78% |
False |
False |
245,607 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.5% |
35.5 |
1.3% |
78% |
False |
False |
164,234 |
| 80 |
2,689.0 |
2,451.0 |
238.0 |
9.0% |
31.9 |
1.2% |
82% |
False |
False |
123,874 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
30.9 |
1.2% |
87% |
False |
False |
99,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.0 |
|
2.618 |
2,743.2 |
|
1.618 |
2,707.2 |
|
1.000 |
2,685.0 |
|
0.618 |
2,671.2 |
|
HIGH |
2,649.0 |
|
0.618 |
2,635.2 |
|
0.500 |
2,631.0 |
|
0.382 |
2,626.8 |
|
LOW |
2,613.0 |
|
0.618 |
2,590.8 |
|
1.000 |
2,577.0 |
|
1.618 |
2,554.8 |
|
2.618 |
2,518.8 |
|
4.250 |
2,460.0 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.0 |
2,632.8 |
| PP |
2,636.0 |
2,619.7 |
| S1 |
2,631.0 |
2,606.5 |
|