| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,776.75 |
2,788.25 |
11.50 |
0.4% |
2,799.00 |
| High |
2,806.50 |
2,788.25 |
-18.25 |
-0.7% |
2,808.00 |
| Low |
2,771.75 |
2,761.25 |
-10.50 |
-0.4% |
2,782.50 |
| Close |
2,785.25 |
2,769.75 |
-15.50 |
-0.6% |
2,790.50 |
| Range |
34.75 |
27.00 |
-7.75 |
-22.3% |
25.50 |
| ATR |
30.31 |
30.08 |
-0.24 |
-0.8% |
0.00 |
| Volume |
213,748 |
221,279 |
7,531 |
3.5% |
1,001,231 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.00 |
2,839.00 |
2,784.50 |
|
| R3 |
2,827.00 |
2,812.00 |
2,777.25 |
|
| R2 |
2,800.00 |
2,800.00 |
2,774.75 |
|
| R1 |
2,785.00 |
2,785.00 |
2,772.25 |
2,779.00 |
| PP |
2,773.00 |
2,773.00 |
2,773.00 |
2,770.00 |
| S1 |
2,758.00 |
2,758.00 |
2,767.25 |
2,752.00 |
| S2 |
2,746.00 |
2,746.00 |
2,764.75 |
|
| S3 |
2,719.00 |
2,731.00 |
2,762.25 |
|
| S4 |
2,692.00 |
2,704.00 |
2,755.00 |
|
|
| 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 |
2,806.50 |
2,748.25 |
58.25 |
2.1% |
35.25 |
1.3% |
37% |
False |
False |
225,807 |
| 10 |
2,817.00 |
2,748.25 |
68.75 |
2.5% |
28.75 |
1.0% |
31% |
False |
False |
219,495 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
31.75 |
1.1% |
65% |
False |
False |
116,203 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.00 |
1.0% |
65% |
False |
False |
58,190 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
26.25 |
0.9% |
81% |
False |
False |
38,800 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
20.75 |
0.8% |
81% |
False |
False |
29,105 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.4% |
16.75 |
0.6% |
85% |
False |
False |
23,284 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.4% |
14.50 |
0.5% |
85% |
False |
False |
19,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.00 |
|
2.618 |
2,859.00 |
|
1.618 |
2,832.00 |
|
1.000 |
2,815.25 |
|
0.618 |
2,805.00 |
|
HIGH |
2,788.25 |
|
0.618 |
2,778.00 |
|
0.500 |
2,774.75 |
|
0.382 |
2,771.50 |
|
LOW |
2,761.25 |
|
0.618 |
2,744.50 |
|
1.000 |
2,734.25 |
|
1.618 |
2,717.50 |
|
2.618 |
2,690.50 |
|
4.250 |
2,646.50 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.75 |
2,781.00 |
| PP |
2,773.00 |
2,777.25 |
| S1 |
2,771.50 |
2,773.50 |
|