| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,787.25 |
2,776.75 |
-10.50 |
-0.4% |
2,799.00 |
| High |
2,800.00 |
2,806.50 |
6.50 |
0.2% |
2,808.00 |
| Low |
2,755.25 |
2,771.75 |
16.50 |
0.6% |
2,782.50 |
| Close |
2,779.50 |
2,785.25 |
5.75 |
0.2% |
2,790.50 |
| Range |
44.75 |
34.75 |
-10.00 |
-22.3% |
25.50 |
| ATR |
29.97 |
30.31 |
0.34 |
1.1% |
0.00 |
| Volume |
280,858 |
213,748 |
-67,110 |
-23.9% |
1,001,231 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.00 |
2,873.50 |
2,804.25 |
|
| R3 |
2,857.25 |
2,838.75 |
2,794.75 |
|
| R2 |
2,822.50 |
2,822.50 |
2,791.50 |
|
| R1 |
2,804.00 |
2,804.00 |
2,788.50 |
2,813.25 |
| PP |
2,787.75 |
2,787.75 |
2,787.75 |
2,792.50 |
| S1 |
2,769.25 |
2,769.25 |
2,782.00 |
2,778.50 |
| S2 |
2,753.00 |
2,753.00 |
2,779.00 |
|
| S3 |
2,718.25 |
2,734.50 |
2,775.75 |
|
| S4 |
2,683.50 |
2,699.75 |
2,766.25 |
|
|
| 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 |
2,807.50 |
2,748.25 |
59.25 |
2.1% |
33.00 |
1.2% |
62% |
False |
False |
214,345 |
| 10 |
2,817.00 |
2,748.25 |
68.75 |
2.5% |
27.50 |
1.0% |
54% |
False |
False |
204,590 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
32.25 |
1.2% |
76% |
False |
False |
105,164 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
28.50 |
1.0% |
76% |
False |
False |
52,659 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
26.50 |
0.9% |
87% |
False |
False |
35,112 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
20.50 |
0.7% |
87% |
False |
False |
26,339 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
16.50 |
0.6% |
90% |
False |
False |
21,071 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
14.25 |
0.5% |
90% |
False |
False |
17,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,954.25 |
|
2.618 |
2,897.50 |
|
1.618 |
2,862.75 |
|
1.000 |
2,841.25 |
|
0.618 |
2,828.00 |
|
HIGH |
2,806.50 |
|
0.618 |
2,793.25 |
|
0.500 |
2,789.00 |
|
0.382 |
2,785.00 |
|
LOW |
2,771.75 |
|
0.618 |
2,750.25 |
|
1.000 |
2,737.00 |
|
1.618 |
2,715.50 |
|
2.618 |
2,680.75 |
|
4.250 |
2,624.00 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.00 |
2,782.50 |
| PP |
2,787.75 |
2,780.00 |
| S1 |
2,786.50 |
2,777.50 |
|