| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,331.0 |
6,346.5 |
15.5 |
0.2% |
6,356.0 |
| High |
6,359.0 |
6,370.0 |
11.0 |
0.2% |
6,420.5 |
| Low |
6,310.5 |
6,287.5 |
-23.0 |
-0.4% |
6,275.0 |
| Close |
6,346.5 |
6,331.0 |
-15.5 |
-0.2% |
6,339.5 |
| Range |
48.5 |
82.5 |
34.0 |
70.1% |
145.5 |
| ATR |
67.1 |
68.2 |
1.1 |
1.6% |
0.0 |
| Volume |
100,028 |
106,546 |
6,518 |
6.5% |
477,024 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,577.0 |
6,536.5 |
6,376.5 |
|
| R3 |
6,494.5 |
6,454.0 |
6,353.5 |
|
| R2 |
6,412.0 |
6,412.0 |
6,346.0 |
|
| R1 |
6,371.5 |
6,371.5 |
6,338.5 |
6,350.5 |
| PP |
6,329.5 |
6,329.5 |
6,329.5 |
6,319.0 |
| S1 |
6,289.0 |
6,289.0 |
6,323.5 |
6,268.0 |
| S2 |
6,247.0 |
6,247.0 |
6,316.0 |
|
| S3 |
6,164.5 |
6,206.5 |
6,308.5 |
|
| S4 |
6,082.0 |
6,124.0 |
6,285.5 |
|
|
| 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 |
6,402.5 |
6,287.5 |
115.0 |
1.8% |
75.0 |
1.2% |
38% |
False |
True |
94,134 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
76.5 |
1.2% |
27% |
False |
False |
97,978 |
| 20 |
6,481.5 |
6,226.5 |
255.0 |
4.0% |
62.5 |
1.0% |
41% |
False |
False |
105,493 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
57.0 |
0.9% |
57% |
False |
False |
53,048 |
| 60 |
6,481.5 |
5,913.0 |
568.5 |
9.0% |
46.5 |
0.7% |
74% |
False |
False |
35,421 |
| 80 |
6,481.5 |
5,760.0 |
721.5 |
11.4% |
37.5 |
0.6% |
79% |
False |
False |
26,572 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
30.0 |
0.5% |
85% |
False |
False |
21,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,720.5 |
|
2.618 |
6,586.0 |
|
1.618 |
6,503.5 |
|
1.000 |
6,452.5 |
|
0.618 |
6,421.0 |
|
HIGH |
6,370.0 |
|
0.618 |
6,338.5 |
|
0.500 |
6,329.0 |
|
0.382 |
6,319.0 |
|
LOW |
6,287.5 |
|
0.618 |
6,236.5 |
|
1.000 |
6,205.0 |
|
1.618 |
6,154.0 |
|
2.618 |
6,071.5 |
|
4.250 |
5,937.0 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,330.0 |
6,345.0 |
| PP |
6,329.5 |
6,340.5 |
| S1 |
6,329.0 |
6,335.5 |
|