| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,613.0 |
2,635.0 |
22.0 |
0.8% |
2,657.0 |
| High |
2,649.0 |
2,643.0 |
-6.0 |
-0.2% |
2,684.0 |
| Low |
2,613.0 |
2,602.0 |
-11.0 |
-0.4% |
2,627.0 |
| Close |
2,646.0 |
2,617.0 |
-29.0 |
-1.1% |
2,659.0 |
| Range |
36.0 |
41.0 |
5.0 |
13.9% |
57.0 |
| ATR |
45.3 |
45.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,110,217 |
1,176,757 |
66,540 |
6.0% |
5,176,334 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.7 |
2,721.3 |
2,639.6 |
|
| R3 |
2,702.7 |
2,680.3 |
2,628.3 |
|
| R2 |
2,661.7 |
2,661.7 |
2,624.5 |
|
| R1 |
2,639.3 |
2,639.3 |
2,620.8 |
2,630.0 |
| PP |
2,620.7 |
2,620.7 |
2,620.7 |
2,616.0 |
| S1 |
2,598.3 |
2,598.3 |
2,613.2 |
2,589.0 |
| S2 |
2,579.7 |
2,579.7 |
2,609.5 |
|
| S3 |
2,538.7 |
2,557.3 |
2,605.7 |
|
| S4 |
2,497.7 |
2,516.3 |
2,594.5 |
|
|
| 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 |
4.6% |
48.0 |
1.8% |
44% |
False |
False |
1,111,453 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.6% |
38.0 |
1.5% |
44% |
False |
False |
1,020,366 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
45.7 |
1.7% |
65% |
False |
False |
548,646 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
41.0 |
1.6% |
64% |
False |
False |
275,012 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
35.7 |
1.4% |
64% |
False |
False |
183,665 |
| 80 |
2,689.0 |
2,455.0 |
234.0 |
8.9% |
32.2 |
1.2% |
69% |
False |
False |
138,583 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
31.1 |
1.2% |
78% |
False |
False |
110,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.3 |
|
2.618 |
2,750.3 |
|
1.618 |
2,709.3 |
|
1.000 |
2,684.0 |
|
0.618 |
2,668.3 |
|
HIGH |
2,643.0 |
|
0.618 |
2,627.3 |
|
0.500 |
2,622.5 |
|
0.382 |
2,617.7 |
|
LOW |
2,602.0 |
|
0.618 |
2,576.7 |
|
1.000 |
2,561.0 |
|
1.618 |
2,535.7 |
|
2.618 |
2,494.7 |
|
4.250 |
2,427.8 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.5 |
2,620.5 |
| PP |
2,620.7 |
2,619.3 |
| S1 |
2,618.8 |
2,618.2 |
|