| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,584.0 |
2,547.0 |
-37.0 |
-1.4% |
2,586.0 |
| High |
2,590.0 |
2,578.0 |
-12.0 |
-0.5% |
2,649.0 |
| Low |
2,524.0 |
2,536.0 |
12.0 |
0.5% |
2,564.0 |
| Close |
2,548.0 |
2,554.0 |
6.0 |
0.2% |
2,619.0 |
| Range |
66.0 |
42.0 |
-24.0 |
-36.4% |
85.0 |
| ATR |
49.1 |
48.6 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,403,739 |
969,332 |
-434,407 |
-30.9% |
5,540,783 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.0 |
2,660.0 |
2,577.1 |
|
| R3 |
2,640.0 |
2,618.0 |
2,565.6 |
|
| R2 |
2,598.0 |
2,598.0 |
2,561.7 |
|
| R1 |
2,576.0 |
2,576.0 |
2,557.9 |
2,587.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,561.5 |
| S1 |
2,534.0 |
2,534.0 |
2,550.2 |
2,545.0 |
| S2 |
2,514.0 |
2,514.0 |
2,546.3 |
|
| S3 |
2,472.0 |
2,492.0 |
2,542.5 |
|
| S4 |
2,430.0 |
2,450.0 |
2,530.9 |
|
|
| 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% |
56.6 |
2.2% |
21% |
False |
False |
1,184,118 |
| 10 |
2,684.0 |
2,524.0 |
160.0 |
6.3% |
52.3 |
2.0% |
19% |
False |
False |
1,147,785 |
| 20 |
2,684.0 |
2,522.0 |
162.0 |
6.3% |
43.1 |
1.7% |
20% |
False |
False |
842,596 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
45.0 |
1.8% |
33% |
False |
False |
422,913 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
37.7 |
1.5% |
32% |
False |
False |
282,172 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
34.7 |
1.4% |
32% |
False |
False |
212,588 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
32.5 |
1.3% |
60% |
False |
False |
170,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.5 |
|
2.618 |
2,688.0 |
|
1.618 |
2,646.0 |
|
1.000 |
2,620.0 |
|
0.618 |
2,604.0 |
|
HIGH |
2,578.0 |
|
0.618 |
2,562.0 |
|
0.500 |
2,557.0 |
|
0.382 |
2,552.0 |
|
LOW |
2,536.0 |
|
0.618 |
2,510.0 |
|
1.000 |
2,494.0 |
|
1.618 |
2,468.0 |
|
2.618 |
2,426.0 |
|
4.250 |
2,357.5 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,557.0 |
2,561.5 |
| PP |
2,556.0 |
2,559.0 |
| S1 |
2,555.0 |
2,556.5 |
|