| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,316.0 |
6,363.0 |
47.0 |
0.7% |
6,356.0 |
| High |
6,371.0 |
6,402.5 |
31.5 |
0.5% |
6,420.5 |
| Low |
6,302.0 |
6,300.0 |
-2.0 |
0.0% |
6,275.0 |
| Close |
6,339.5 |
6,333.5 |
-6.0 |
-0.1% |
6,339.5 |
| Range |
69.0 |
102.5 |
33.5 |
48.6% |
145.5 |
| ATR |
65.9 |
68.6 |
2.6 |
4.0% |
0.0 |
| Volume |
105,268 |
77,051 |
-28,217 |
-26.8% |
477,024 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,653.0 |
6,595.5 |
6,390.0 |
|
| R3 |
6,550.5 |
6,493.0 |
6,361.5 |
|
| R2 |
6,448.0 |
6,448.0 |
6,352.5 |
|
| R1 |
6,390.5 |
6,390.5 |
6,343.0 |
6,368.0 |
| PP |
6,345.5 |
6,345.5 |
6,345.5 |
6,334.0 |
| S1 |
6,288.0 |
6,288.0 |
6,324.0 |
6,265.5 |
| S2 |
6,243.0 |
6,243.0 |
6,314.5 |
|
| S3 |
6,140.5 |
6,185.5 |
6,305.5 |
|
| S4 |
6,038.0 |
6,083.0 |
6,277.0 |
|
|
| 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 |
6,300.0 |
120.5 |
1.9% |
72.5 |
1.1% |
28% |
False |
True |
92,876 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
74.5 |
1.2% |
28% |
False |
False |
109,261 |
| 20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
63.0 |
1.0% |
54% |
False |
False |
95,207 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
55.5 |
0.9% |
58% |
False |
False |
47,885 |
| 60 |
6,481.5 |
5,793.5 |
688.0 |
10.9% |
45.5 |
0.7% |
78% |
False |
False |
31,979 |
| 80 |
6,481.5 |
5,760.0 |
721.5 |
11.4% |
36.0 |
0.6% |
79% |
False |
False |
23,990 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
29.0 |
0.5% |
85% |
False |
False |
19,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,838.0 |
|
2.618 |
6,671.0 |
|
1.618 |
6,568.5 |
|
1.000 |
6,505.0 |
|
0.618 |
6,466.0 |
|
HIGH |
6,402.5 |
|
0.618 |
6,363.5 |
|
0.500 |
6,351.0 |
|
0.382 |
6,339.0 |
|
LOW |
6,300.0 |
|
0.618 |
6,236.5 |
|
1.000 |
6,197.5 |
|
1.618 |
6,134.0 |
|
2.618 |
6,031.5 |
|
4.250 |
5,864.5 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,351.0 |
6,351.0 |
| PP |
6,345.5 |
6,345.5 |
| S1 |
6,339.5 |
6,339.5 |
|