| 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 |
2,788.25 |
2,802.25 |
14.00 |
0.5% |
2,774.00 |
| High |
2,803.75 |
2,806.00 |
2.25 |
0.1% |
2,806.50 |
| Low |
2,784.50 |
2,776.50 |
-8.00 |
-0.3% |
2,748.25 |
| Close |
2,799.75 |
2,801.00 |
1.25 |
0.0% |
2,793.50 |
| Range |
19.25 |
29.50 |
10.25 |
53.2% |
58.25 |
| ATR |
30.39 |
30.33 |
-0.06 |
-0.2% |
0.00 |
| Volume |
168,868 |
185,710 |
16,842 |
10.0% |
1,157,811 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.00 |
2,871.50 |
2,817.25 |
|
| R3 |
2,853.50 |
2,842.00 |
2,809.00 |
|
| R2 |
2,824.00 |
2,824.00 |
2,806.50 |
|
| R1 |
2,812.50 |
2,812.50 |
2,803.75 |
2,803.50 |
| PP |
2,794.50 |
2,794.50 |
2,794.50 |
2,790.00 |
| S1 |
2,783.00 |
2,783.00 |
2,798.25 |
2,774.00 |
| S2 |
2,765.00 |
2,765.00 |
2,795.50 |
|
| S3 |
2,735.50 |
2,753.50 |
2,793.00 |
|
| S4 |
2,706.00 |
2,724.00 |
2,784.75 |
|
|
| 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 |
2,761.25 |
50.25 |
1.8% |
30.50 |
1.1% |
79% |
False |
False |
201,126 |
| 10 |
2,811.50 |
2,748.25 |
63.25 |
2.3% |
31.75 |
1.1% |
83% |
False |
False |
207,735 |
| 20 |
2,817.00 |
2,707.50 |
109.50 |
3.9% |
29.25 |
1.0% |
85% |
False |
False |
155,082 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.75 |
1.1% |
88% |
False |
False |
77,798 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
26.75 |
1.0% |
94% |
False |
False |
51,870 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
22.25 |
0.8% |
94% |
False |
False |
38,909 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
18.00 |
0.6% |
95% |
False |
False |
31,128 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
15.50 |
0.6% |
95% |
False |
False |
25,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.50 |
|
2.618 |
2,883.25 |
|
1.618 |
2,853.75 |
|
1.000 |
2,835.50 |
|
0.618 |
2,824.25 |
|
HIGH |
2,806.00 |
|
0.618 |
2,794.75 |
|
0.500 |
2,791.25 |
|
0.382 |
2,787.75 |
|
LOW |
2,776.50 |
|
0.618 |
2,758.25 |
|
1.000 |
2,747.00 |
|
1.618 |
2,728.75 |
|
2.618 |
2,699.25 |
|
4.250 |
2,651.00 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.75 |
2,797.75 |
| PP |
2,794.50 |
2,794.50 |
| S1 |
2,791.25 |
2,791.25 |
|