| 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 |
6,379.0 |
6,368.0 |
-11.0 |
-0.2% |
6,403.0 |
| High |
6,420.5 |
6,375.5 |
-45.0 |
-0.7% |
6,481.5 |
| Low |
6,364.0 |
6,304.0 |
-60.0 |
-0.9% |
6,369.0 |
| Close |
6,385.0 |
6,329.5 |
-55.5 |
-0.9% |
6,415.5 |
| Range |
56.5 |
71.5 |
15.0 |
26.5% |
112.5 |
| ATR |
64.5 |
65.7 |
1.2 |
1.8% |
0.0 |
| Volume |
98,754 |
81,779 |
-16,975 |
-17.2% |
838,091 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,551.0 |
6,511.5 |
6,369.0 |
|
| R3 |
6,479.5 |
6,440.0 |
6,349.0 |
|
| R2 |
6,408.0 |
6,408.0 |
6,342.5 |
|
| R1 |
6,368.5 |
6,368.5 |
6,336.0 |
6,352.5 |
| PP |
6,336.5 |
6,336.5 |
6,336.5 |
6,328.0 |
| S1 |
6,297.0 |
6,297.0 |
6,323.0 |
6,281.0 |
| S2 |
6,265.0 |
6,265.0 |
6,316.5 |
|
| S3 |
6,193.5 |
6,225.5 |
6,310.0 |
|
| S4 |
6,122.0 |
6,154.0 |
6,290.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.5 |
6,700.0 |
6,477.5 |
|
| R3 |
6,647.0 |
6,587.5 |
6,446.5 |
|
| R2 |
6,534.5 |
6,534.5 |
6,436.0 |
|
| R1 |
6,475.0 |
6,475.0 |
6,426.0 |
6,505.0 |
| PP |
6,422.0 |
6,422.0 |
6,422.0 |
6,437.0 |
| S1 |
6,362.5 |
6,362.5 |
6,405.0 |
6,392.0 |
| S2 |
6,309.5 |
6,309.5 |
6,395.0 |
|
| S3 |
6,197.0 |
6,250.0 |
6,384.5 |
|
| S4 |
6,084.5 |
6,137.5 |
6,353.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
81.0 |
1.3% |
26% |
False |
False |
94,821 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
65.0 |
1.0% |
26% |
False |
False |
141,650 |
| 20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
63.0 |
1.0% |
53% |
False |
False |
86,095 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
52.5 |
0.8% |
57% |
False |
False |
43,328 |
| 60 |
6,481.5 |
5,793.5 |
688.0 |
10.9% |
43.5 |
0.7% |
78% |
False |
False |
28,940 |
| 80 |
6,481.5 |
5,692.0 |
789.5 |
12.5% |
33.5 |
0.5% |
81% |
False |
False |
21,712 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
27.0 |
0.4% |
85% |
False |
False |
17,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,679.5 |
|
2.618 |
6,562.5 |
|
1.618 |
6,491.0 |
|
1.000 |
6,447.0 |
|
0.618 |
6,419.5 |
|
HIGH |
6,375.5 |
|
0.618 |
6,348.0 |
|
0.500 |
6,340.0 |
|
0.382 |
6,331.5 |
|
LOW |
6,304.0 |
|
0.618 |
6,260.0 |
|
1.000 |
6,232.5 |
|
1.618 |
6,188.5 |
|
2.618 |
6,117.0 |
|
4.250 |
6,000.0 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,340.0 |
6,362.0 |
| PP |
6,336.5 |
6,351.5 |
| S1 |
6,333.0 |
6,340.5 |
|