| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,595.0 |
2,584.0 |
-11.0 |
-0.4% |
2,586.0 |
| High |
2,599.0 |
2,590.0 |
-9.0 |
-0.3% |
2,649.0 |
| Low |
2,566.0 |
2,524.0 |
-42.0 |
-1.6% |
2,564.0 |
| Close |
2,577.0 |
2,548.0 |
-29.0 |
-1.1% |
2,619.0 |
| Range |
33.0 |
66.0 |
33.0 |
100.0% |
85.0 |
| ATR |
47.8 |
49.1 |
1.3 |
2.7% |
0.0 |
| Volume |
1,079,095 |
1,403,739 |
324,644 |
30.1% |
5,540,783 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.0 |
2,716.0 |
2,584.3 |
|
| R3 |
2,686.0 |
2,650.0 |
2,566.2 |
|
| R2 |
2,620.0 |
2,620.0 |
2,560.1 |
|
| R1 |
2,584.0 |
2,584.0 |
2,554.1 |
2,569.0 |
| PP |
2,554.0 |
2,554.0 |
2,554.0 |
2,546.5 |
| S1 |
2,518.0 |
2,518.0 |
2,542.0 |
2,503.0 |
| S2 |
2,488.0 |
2,488.0 |
2,535.9 |
|
| S3 |
2,422.0 |
2,452.0 |
2,529.9 |
|
| S4 |
2,356.0 |
2,386.0 |
2,511.7 |
|
|
| 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 |
2,524.0 |
142.0 |
5.6% |
56.4 |
2.2% |
17% |
False |
True |
1,225,603 |
| 10 |
2,684.0 |
2,524.0 |
160.0 |
6.3% |
51.0 |
2.0% |
15% |
False |
True |
1,143,385 |
| 20 |
2,684.0 |
2,522.0 |
162.0 |
6.4% |
42.9 |
1.7% |
16% |
False |
False |
795,466 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
44.7 |
1.8% |
30% |
False |
False |
398,681 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
37.3 |
1.5% |
29% |
False |
False |
266,025 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
34.3 |
1.3% |
29% |
False |
False |
200,472 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
32.4 |
1.3% |
58% |
False |
False |
160,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.5 |
|
2.618 |
2,762.8 |
|
1.618 |
2,696.8 |
|
1.000 |
2,656.0 |
|
0.618 |
2,630.8 |
|
HIGH |
2,590.0 |
|
0.618 |
2,564.8 |
|
0.500 |
2,557.0 |
|
0.382 |
2,549.2 |
|
LOW |
2,524.0 |
|
0.618 |
2,483.2 |
|
1.000 |
2,458.0 |
|
1.618 |
2,417.2 |
|
2.618 |
2,351.2 |
|
4.250 |
2,243.5 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.0 |
2,595.0 |
| PP |
2,554.0 |
2,579.3 |
| S1 |
2,551.0 |
2,563.7 |
|