| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,606.0 |
2,658.0 |
52.0 |
2.0% |
2,586.0 |
| High |
2,638.0 |
2,666.0 |
28.0 |
1.1% |
2,649.0 |
| Low |
2,597.0 |
2,565.0 |
-32.0 |
-1.2% |
2,564.0 |
| Close |
2,619.0 |
2,587.0 |
-32.0 |
-1.2% |
2,619.0 |
| Range |
41.0 |
101.0 |
60.0 |
146.3% |
85.0 |
| ATR |
44.9 |
48.9 |
4.0 |
8.9% |
0.0 |
| Volume |
957,068 |
1,511,356 |
554,288 |
57.9% |
5,540,783 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.0 |
2,849.0 |
2,642.6 |
|
| R3 |
2,808.0 |
2,748.0 |
2,614.8 |
|
| R2 |
2,707.0 |
2,707.0 |
2,605.5 |
|
| R1 |
2,647.0 |
2,647.0 |
2,596.3 |
2,626.5 |
| PP |
2,606.0 |
2,606.0 |
2,606.0 |
2,595.8 |
| S1 |
2,546.0 |
2,546.0 |
2,577.7 |
2,525.5 |
| S2 |
2,505.0 |
2,505.0 |
2,568.5 |
|
| S3 |
2,404.0 |
2,445.0 |
2,559.2 |
|
| S4 |
2,303.0 |
2,344.0 |
2,531.5 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,827.3 |
2,665.8 |
|
| R3 |
2,780.7 |
2,742.3 |
2,642.4 |
|
| R2 |
2,695.7 |
2,695.7 |
2,634.6 |
|
| R1 |
2,657.3 |
2,657.3 |
2,626.8 |
2,676.5 |
| PP |
2,610.7 |
2,610.7 |
2,610.7 |
2,620.3 |
| S1 |
2,572.3 |
2,572.3 |
2,611.2 |
2,591.5 |
| S2 |
2,525.7 |
2,525.7 |
2,603.4 |
|
| S3 |
2,440.7 |
2,487.3 |
2,595.6 |
|
| S4 |
2,355.7 |
2,402.3 |
2,572.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,666.0 |
2,565.0 |
101.0 |
3.9% |
52.8 |
2.0% |
22% |
True |
True |
1,188,876 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.6% |
46.2 |
1.8% |
19% |
False |
False |
1,135,553 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.5% |
43.6 |
1.7% |
50% |
False |
False |
671,951 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
43.4 |
1.7% |
48% |
False |
False |
336,612 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
37.2 |
1.4% |
48% |
False |
False |
224,666 |
| 80 |
2,689.0 |
2,455.0 |
234.0 |
9.0% |
33.7 |
1.3% |
56% |
False |
False |
169,436 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
32.0 |
1.2% |
69% |
False |
False |
135,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.3 |
|
2.618 |
2,930.4 |
|
1.618 |
2,829.4 |
|
1.000 |
2,767.0 |
|
0.618 |
2,728.4 |
|
HIGH |
2,666.0 |
|
0.618 |
2,627.4 |
|
0.500 |
2,615.5 |
|
0.382 |
2,603.6 |
|
LOW |
2,565.0 |
|
0.618 |
2,502.6 |
|
1.000 |
2,464.0 |
|
1.618 |
2,401.6 |
|
2.618 |
2,300.6 |
|
4.250 |
2,135.8 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.5 |
2,615.5 |
| PP |
2,606.0 |
2,606.0 |
| S1 |
2,596.5 |
2,596.5 |
|