| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,363.0 |
6,331.0 |
-32.0 |
-0.5% |
6,356.0 |
| High |
6,402.5 |
6,359.0 |
-43.5 |
-0.7% |
6,420.5 |
| Low |
6,300.0 |
6,310.5 |
10.5 |
0.2% |
6,275.0 |
| Close |
6,333.5 |
6,346.5 |
13.0 |
0.2% |
6,339.5 |
| Range |
102.5 |
48.5 |
-54.0 |
-52.7% |
145.5 |
| ATR |
68.6 |
67.1 |
-1.4 |
-2.1% |
0.0 |
| Volume |
77,051 |
100,028 |
22,977 |
29.8% |
477,024 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,484.0 |
6,464.0 |
6,373.0 |
|
| R3 |
6,435.5 |
6,415.5 |
6,360.0 |
|
| R2 |
6,387.0 |
6,387.0 |
6,355.5 |
|
| R1 |
6,367.0 |
6,367.0 |
6,351.0 |
6,377.0 |
| PP |
6,338.5 |
6,338.5 |
6,338.5 |
6,344.0 |
| S1 |
6,318.5 |
6,318.5 |
6,342.0 |
6,328.5 |
| S2 |
6,290.0 |
6,290.0 |
6,337.5 |
|
| S3 |
6,241.5 |
6,270.0 |
6,333.0 |
|
| S4 |
6,193.0 |
6,221.5 |
6,320.0 |
|
|
| 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% |
69.5 |
1.1% |
39% |
False |
False |
92,576 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
74.5 |
1.2% |
35% |
False |
False |
99,602 |
| 20 |
6,481.5 |
6,193.0 |
288.5 |
4.5% |
63.0 |
1.0% |
53% |
False |
False |
100,205 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
55.5 |
0.9% |
62% |
False |
False |
50,385 |
| 60 |
6,481.5 |
5,879.0 |
602.5 |
9.5% |
46.0 |
0.7% |
78% |
False |
False |
33,646 |
| 80 |
6,481.5 |
5,760.0 |
721.5 |
11.4% |
36.5 |
0.6% |
81% |
False |
False |
25,240 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
29.5 |
0.5% |
86% |
False |
False |
20,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,565.0 |
|
2.618 |
6,486.0 |
|
1.618 |
6,437.5 |
|
1.000 |
6,407.5 |
|
0.618 |
6,389.0 |
|
HIGH |
6,359.0 |
|
0.618 |
6,340.5 |
|
0.500 |
6,335.0 |
|
0.382 |
6,329.0 |
|
LOW |
6,310.5 |
|
0.618 |
6,280.5 |
|
1.000 |
6,262.0 |
|
1.618 |
6,232.0 |
|
2.618 |
6,183.5 |
|
4.250 |
6,104.5 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,342.5 |
6,351.0 |
| PP |
6,338.5 |
6,349.5 |
| S1 |
6,335.0 |
6,348.0 |
|