| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,799.25 |
2,774.00 |
-25.25 |
-0.9% |
2,799.00 |
| High |
2,805.25 |
2,797.25 |
-8.00 |
-0.3% |
2,808.00 |
| Low |
2,784.75 |
2,748.25 |
-36.50 |
-1.3% |
2,782.50 |
| Close |
2,790.50 |
2,787.00 |
-3.50 |
-0.1% |
2,790.50 |
| Range |
20.50 |
49.00 |
28.50 |
139.0% |
25.50 |
| ATR |
27.28 |
28.83 |
1.55 |
5.7% |
0.00 |
| Volume |
151,634 |
261,520 |
109,886 |
72.5% |
1,001,231 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.50 |
2,904.75 |
2,814.00 |
|
| R3 |
2,875.50 |
2,855.75 |
2,800.50 |
|
| R2 |
2,826.50 |
2,826.50 |
2,796.00 |
|
| R1 |
2,806.75 |
2,806.75 |
2,791.50 |
2,816.50 |
| PP |
2,777.50 |
2,777.50 |
2,777.50 |
2,782.50 |
| S1 |
2,757.75 |
2,757.75 |
2,782.50 |
2,767.50 |
| S2 |
2,728.50 |
2,728.50 |
2,778.00 |
|
| S3 |
2,679.50 |
2,708.75 |
2,773.50 |
|
| S4 |
2,630.50 |
2,659.75 |
2,760.00 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,855.75 |
2,804.50 |
|
| R3 |
2,844.75 |
2,830.25 |
2,797.50 |
|
| R2 |
2,819.25 |
2,819.25 |
2,795.25 |
|
| R1 |
2,804.75 |
2,804.75 |
2,792.75 |
2,799.25 |
| PP |
2,793.75 |
2,793.75 |
2,793.75 |
2,791.00 |
| S1 |
2,779.25 |
2,779.25 |
2,788.25 |
2,773.75 |
| S2 |
2,768.25 |
2,768.25 |
2,785.75 |
|
| S3 |
2,742.75 |
2,753.75 |
2,783.50 |
|
| S4 |
2,717.25 |
2,728.25 |
2,776.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,808.00 |
2,748.25 |
59.75 |
2.1% |
26.25 |
0.9% |
65% |
False |
True |
205,171 |
| 10 |
2,817.00 |
2,748.25 |
68.75 |
2.5% |
26.00 |
0.9% |
56% |
False |
True |
159,118 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
32.25 |
1.2% |
78% |
False |
False |
80,444 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
27.50 |
1.0% |
78% |
False |
False |
40,294 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
25.75 |
0.9% |
88% |
False |
False |
26,875 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
19.50 |
0.7% |
88% |
False |
False |
20,157 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.75 |
0.6% |
90% |
False |
False |
16,125 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
13.50 |
0.5% |
90% |
False |
False |
13,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.50 |
|
2.618 |
2,925.50 |
|
1.618 |
2,876.50 |
|
1.000 |
2,846.25 |
|
0.618 |
2,827.50 |
|
HIGH |
2,797.25 |
|
0.618 |
2,778.50 |
|
0.500 |
2,772.75 |
|
0.382 |
2,767.00 |
|
LOW |
2,748.25 |
|
0.618 |
2,718.00 |
|
1.000 |
2,699.25 |
|
1.618 |
2,669.00 |
|
2.618 |
2,620.00 |
|
4.250 |
2,540.00 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.25 |
2,784.00 |
| PP |
2,777.50 |
2,781.00 |
| S1 |
2,772.75 |
2,778.00 |
|