| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,802.25 |
2,801.25 |
-1.00 |
0.0% |
2,774.00 |
| High |
2,806.00 |
2,814.75 |
8.75 |
0.3% |
2,806.50 |
| Low |
2,776.50 |
2,791.50 |
15.00 |
0.5% |
2,748.25 |
| Close |
2,801.00 |
2,811.00 |
10.00 |
0.4% |
2,793.50 |
| Range |
29.50 |
23.25 |
-6.25 |
-21.2% |
58.25 |
| ATR |
30.33 |
29.82 |
-0.51 |
-1.7% |
0.00 |
| Volume |
185,710 |
145,542 |
-40,168 |
-21.6% |
1,157,811 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.50 |
2,866.50 |
2,823.75 |
|
| R3 |
2,852.25 |
2,843.25 |
2,817.50 |
|
| R2 |
2,829.00 |
2,829.00 |
2,815.25 |
|
| R1 |
2,820.00 |
2,820.00 |
2,813.25 |
2,824.50 |
| PP |
2,805.75 |
2,805.75 |
2,805.75 |
2,808.00 |
| S1 |
2,796.75 |
2,796.75 |
2,808.75 |
2,801.25 |
| S2 |
2,782.50 |
2,782.50 |
2,806.75 |
|
| S3 |
2,759.25 |
2,773.50 |
2,804.50 |
|
| S4 |
2,736.00 |
2,750.25 |
2,798.25 |
|
|
| 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 |
2,814.75 |
2,763.25 |
51.50 |
1.8% |
29.75 |
1.1% |
93% |
True |
False |
185,979 |
| 10 |
2,814.75 |
2,748.25 |
66.50 |
2.4% |
32.50 |
1.2% |
94% |
True |
False |
205,893 |
| 20 |
2,817.00 |
2,707.50 |
109.50 |
3.9% |
29.00 |
1.0% |
95% |
False |
False |
162,280 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.7% |
30.00 |
1.1% |
96% |
False |
False |
81,435 |
| 60 |
2,817.00 |
2,678.50 |
138.50 |
4.9% |
25.75 |
0.9% |
96% |
False |
False |
54,295 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
22.75 |
0.8% |
98% |
False |
False |
40,729 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
18.25 |
0.7% |
98% |
False |
False |
32,583 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.2% |
15.75 |
0.6% |
98% |
False |
False |
27,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.50 |
|
2.618 |
2,875.50 |
|
1.618 |
2,852.25 |
|
1.000 |
2,838.00 |
|
0.618 |
2,829.00 |
|
HIGH |
2,814.75 |
|
0.618 |
2,805.75 |
|
0.500 |
2,803.00 |
|
0.382 |
2,800.50 |
|
LOW |
2,791.50 |
|
0.618 |
2,777.25 |
|
1.000 |
2,768.25 |
|
1.618 |
2,754.00 |
|
2.618 |
2,730.75 |
|
4.250 |
2,692.75 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.50 |
2,806.00 |
| PP |
2,805.75 |
2,800.75 |
| S1 |
2,803.00 |
2,795.50 |
|