| 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 |
7,975.5 |
8,001.0 |
25.5 |
0.3% |
8,000.0 |
| High |
8,047.5 |
8,013.5 |
-34.0 |
-0.4% |
8,089.0 |
| Low |
7,974.0 |
7,898.0 |
-76.0 |
-1.0% |
7,947.0 |
| Close |
8,014.0 |
7,939.5 |
-74.5 |
-0.9% |
8,053.0 |
| Range |
73.5 |
115.5 |
42.0 |
57.1% |
142.0 |
| ATR |
101.7 |
102.7 |
1.0 |
1.0% |
0.0 |
| Volume |
108,316 |
130,932 |
22,616 |
20.9% |
459,932 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,296.8 |
8,233.7 |
8,003.0 |
|
| R3 |
8,181.3 |
8,118.2 |
7,971.3 |
|
| R2 |
8,065.8 |
8,065.8 |
7,960.7 |
|
| R1 |
8,002.7 |
8,002.7 |
7,950.1 |
7,976.5 |
| PP |
7,950.3 |
7,950.3 |
7,950.3 |
7,937.3 |
| S1 |
7,887.2 |
7,887.2 |
7,928.9 |
7,861.0 |
| S2 |
7,834.8 |
7,834.8 |
7,918.3 |
|
| S3 |
7,719.3 |
7,771.7 |
7,907.7 |
|
| S4 |
7,603.8 |
7,656.2 |
7,876.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,455.7 |
8,396.3 |
8,131.1 |
|
| R3 |
8,313.7 |
8,254.3 |
8,092.1 |
|
| R2 |
8,171.7 |
8,171.7 |
8,079.0 |
|
| R1 |
8,112.3 |
8,112.3 |
8,066.0 |
8,142.0 |
| PP |
8,029.7 |
8,029.7 |
8,029.7 |
8,044.5 |
| S1 |
7,970.3 |
7,970.3 |
8,040.0 |
8,000.0 |
| S2 |
7,887.7 |
7,887.7 |
8,027.0 |
|
| S3 |
7,745.7 |
7,828.3 |
8,014.0 |
|
| S4 |
7,603.7 |
7,686.3 |
7,974.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
105.7 |
1.3% |
35% |
False |
False |
118,064 |
| 10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
85.1 |
1.1% |
35% |
False |
False |
98,721 |
| 20 |
8,089.0 |
7,581.0 |
508.0 |
6.4% |
101.8 |
1.3% |
71% |
False |
False |
53,789 |
| 40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
96.3 |
1.2% |
72% |
False |
False |
27,249 |
| 60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
84.8 |
1.1% |
72% |
False |
False |
18,391 |
| 80 |
8,089.0 |
7,242.5 |
846.5 |
10.7% |
78.4 |
1.0% |
82% |
False |
False |
14,273 |
| 100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.2% |
79.9 |
1.0% |
87% |
False |
False |
11,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,504.4 |
|
2.618 |
8,315.9 |
|
1.618 |
8,200.4 |
|
1.000 |
8,129.0 |
|
0.618 |
8,084.9 |
|
HIGH |
8,013.5 |
|
0.618 |
7,969.4 |
|
0.500 |
7,955.8 |
|
0.382 |
7,942.1 |
|
LOW |
7,898.0 |
|
0.618 |
7,826.6 |
|
1.000 |
7,782.5 |
|
1.618 |
7,711.1 |
|
2.618 |
7,595.6 |
|
4.250 |
7,407.1 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,955.8 |
7,972.8 |
| PP |
7,950.3 |
7,961.7 |
| S1 |
7,944.9 |
7,950.6 |
|