| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,368.0 |
6,316.0 |
-52.0 |
-0.8% |
6,356.0 |
| High |
6,375.5 |
6,371.0 |
-4.5 |
-0.1% |
6,420.5 |
| Low |
6,304.0 |
6,302.0 |
-2.0 |
0.0% |
6,275.0 |
| Close |
6,329.5 |
6,339.5 |
10.0 |
0.2% |
6,339.5 |
| Range |
71.5 |
69.0 |
-2.5 |
-3.5% |
145.5 |
| ATR |
65.7 |
65.9 |
0.2 |
0.4% |
0.0 |
| Volume |
81,779 |
105,268 |
23,489 |
28.7% |
477,024 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,544.5 |
6,511.0 |
6,377.5 |
|
| R3 |
6,475.5 |
6,442.0 |
6,358.5 |
|
| R2 |
6,406.5 |
6,406.5 |
6,352.0 |
|
| R1 |
6,373.0 |
6,373.0 |
6,346.0 |
6,390.0 |
| PP |
6,337.5 |
6,337.5 |
6,337.5 |
6,346.0 |
| S1 |
6,304.0 |
6,304.0 |
6,333.0 |
6,321.0 |
| S2 |
6,268.5 |
6,268.5 |
6,327.0 |
|
| S3 |
6,199.5 |
6,235.0 |
6,320.5 |
|
| S4 |
6,130.5 |
6,166.0 |
6,301.5 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,781.5 |
6,706.0 |
6,419.5 |
|
| R3 |
6,636.0 |
6,560.5 |
6,379.5 |
|
| R2 |
6,490.5 |
6,490.5 |
6,366.0 |
|
| R1 |
6,415.0 |
6,415.0 |
6,353.0 |
6,380.0 |
| PP |
6,345.0 |
6,345.0 |
6,345.0 |
6,327.5 |
| S1 |
6,269.5 |
6,269.5 |
6,326.0 |
6,234.5 |
| S2 |
6,199.5 |
6,199.5 |
6,313.0 |
|
| S3 |
6,054.0 |
6,124.0 |
6,299.5 |
|
| S4 |
5,908.5 |
5,978.5 |
6,259.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,420.5 |
6,275.0 |
145.5 |
2.3% |
78.5 |
1.2% |
44% |
False |
False |
95,404 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
68.0 |
1.1% |
31% |
False |
False |
131,511 |
| 20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
64.5 |
1.0% |
56% |
False |
False |
91,355 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
53.5 |
0.8% |
60% |
False |
False |
45,959 |
| 60 |
6,481.5 |
5,793.5 |
688.0 |
10.9% |
44.5 |
0.7% |
79% |
False |
False |
30,694 |
| 80 |
6,481.5 |
5,699.5 |
782.0 |
12.3% |
34.5 |
0.5% |
82% |
False |
False |
23,027 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
28.0 |
0.4% |
86% |
False |
False |
18,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,664.0 |
|
2.618 |
6,551.5 |
|
1.618 |
6,482.5 |
|
1.000 |
6,440.0 |
|
0.618 |
6,413.5 |
|
HIGH |
6,371.0 |
|
0.618 |
6,344.5 |
|
0.500 |
6,336.5 |
|
0.382 |
6,328.5 |
|
LOW |
6,302.0 |
|
0.618 |
6,259.5 |
|
1.000 |
6,233.0 |
|
1.618 |
6,190.5 |
|
2.618 |
6,121.5 |
|
4.250 |
6,009.0 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,338.5 |
6,361.0 |
| PP |
6,337.5 |
6,354.0 |
| S1 |
6,336.5 |
6,347.0 |
|