| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,769.25 |
2,793.50 |
24.25 |
0.9% |
2,774.00 |
| High |
2,799.50 |
2,811.50 |
12.00 |
0.4% |
2,806.50 |
| Low |
2,763.25 |
2,771.00 |
7.75 |
0.3% |
2,748.25 |
| Close |
2,793.50 |
2,784.25 |
-9.25 |
-0.3% |
2,793.50 |
| Range |
36.25 |
40.50 |
4.25 |
11.7% |
58.25 |
| ATR |
30.52 |
31.23 |
0.71 |
2.3% |
0.00 |
| Volume |
180,406 |
249,371 |
68,965 |
38.2% |
1,157,811 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.50 |
2,887.75 |
2,806.50 |
|
| R3 |
2,870.00 |
2,847.25 |
2,795.50 |
|
| R2 |
2,829.50 |
2,829.50 |
2,791.75 |
|
| R1 |
2,806.75 |
2,806.75 |
2,788.00 |
2,798.00 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,784.50 |
| S1 |
2,766.25 |
2,766.25 |
2,780.50 |
2,757.50 |
| S2 |
2,748.50 |
2,748.50 |
2,776.75 |
|
| S3 |
2,708.00 |
2,725.75 |
2,773.00 |
|
| S4 |
2,667.50 |
2,685.25 |
2,762.00 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.50 |
2,933.75 |
2,825.50 |
|
| R3 |
2,899.25 |
2,875.50 |
2,809.50 |
|
| R2 |
2,841.00 |
2,841.00 |
2,804.25 |
|
| R1 |
2,817.25 |
2,817.25 |
2,798.75 |
2,829.00 |
| PP |
2,782.75 |
2,782.75 |
2,782.75 |
2,788.75 |
| S1 |
2,759.00 |
2,759.00 |
2,788.25 |
2,771.00 |
| S2 |
2,724.50 |
2,724.50 |
2,782.75 |
|
| S3 |
2,666.25 |
2,700.75 |
2,777.50 |
|
| S4 |
2,608.00 |
2,642.50 |
2,761.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,811.50 |
2,755.25 |
56.25 |
2.0% |
36.75 |
1.3% |
52% |
True |
False |
229,132 |
| 10 |
2,811.50 |
2,748.25 |
63.25 |
2.3% |
31.50 |
1.1% |
57% |
True |
False |
217,151 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
31.00 |
1.1% |
75% |
False |
False |
137,584 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.50 |
1.1% |
75% |
False |
False |
68,934 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
27.00 |
1.0% |
87% |
False |
False |
45,961 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
21.75 |
0.8% |
87% |
False |
False |
34,477 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
17.50 |
0.6% |
90% |
False |
False |
27,582 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.00 |
0.5% |
90% |
False |
False |
22,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.50 |
|
2.618 |
2,917.50 |
|
1.618 |
2,877.00 |
|
1.000 |
2,852.00 |
|
0.618 |
2,836.50 |
|
HIGH |
2,811.50 |
|
0.618 |
2,796.00 |
|
0.500 |
2,791.25 |
|
0.382 |
2,786.50 |
|
LOW |
2,771.00 |
|
0.618 |
2,746.00 |
|
1.000 |
2,730.50 |
|
1.618 |
2,705.50 |
|
2.618 |
2,665.00 |
|
4.250 |
2,599.00 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.25 |
2,786.50 |
| PP |
2,789.00 |
2,785.75 |
| S1 |
2,786.50 |
2,785.00 |
|