| 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 |
1,614.0 |
1,607.5 |
-6.5 |
-0.4% |
1,578.9 |
| High |
1,615.8 |
1,618.3 |
2.5 |
0.2% |
1,600.4 |
| Low |
1,601.7 |
1,605.6 |
3.9 |
0.2% |
1,577.2 |
| Close |
1,609.4 |
1,615.7 |
6.3 |
0.4% |
1,594.7 |
| Range |
14.1 |
12.7 |
-1.4 |
-9.9% |
23.2 |
| ATR |
18.0 |
17.6 |
-0.4 |
-2.1% |
0.0 |
| Volume |
30,730 |
39,069 |
8,339 |
27.1% |
94,786 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,651.3 |
1,646.2 |
1,622.7 |
|
| R3 |
1,638.6 |
1,633.5 |
1,619.2 |
|
| R2 |
1,625.9 |
1,625.9 |
1,618.0 |
|
| R1 |
1,620.8 |
1,620.8 |
1,616.9 |
1,623.4 |
| PP |
1,613.2 |
1,613.2 |
1,613.2 |
1,614.5 |
| S1 |
1,608.1 |
1,608.1 |
1,614.5 |
1,610.7 |
| S2 |
1,600.5 |
1,600.5 |
1,613.4 |
|
| S3 |
1,587.8 |
1,595.4 |
1,612.2 |
|
| S4 |
1,575.1 |
1,582.7 |
1,608.7 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.4 |
1,650.7 |
1,607.5 |
|
| R3 |
1,637.2 |
1,627.5 |
1,601.1 |
|
| R2 |
1,614.0 |
1,614.0 |
1,599.0 |
|
| R1 |
1,604.3 |
1,604.3 |
1,596.8 |
1,609.2 |
| PP |
1,590.8 |
1,590.8 |
1,590.8 |
1,593.2 |
| S1 |
1,581.1 |
1,581.1 |
1,592.6 |
1,586.0 |
| S2 |
1,567.6 |
1,567.6 |
1,590.4 |
|
| S3 |
1,544.4 |
1,557.9 |
1,588.3 |
|
| S4 |
1,521.2 |
1,534.7 |
1,581.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,618.3 |
1,589.8 |
28.5 |
1.8% |
14.5 |
0.9% |
91% |
True |
False |
25,802 |
| 10 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
15.1 |
0.9% |
95% |
True |
False |
24,420 |
| 20 |
1,620.6 |
1,562.5 |
58.1 |
3.6% |
17.6 |
1.1% |
92% |
False |
False |
17,728 |
| 40 |
1,689.6 |
1,556.4 |
133.2 |
8.2% |
18.8 |
1.2% |
45% |
False |
False |
12,308 |
| 60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.5 |
1.1% |
41% |
False |
False |
9,354 |
| 80 |
1,758.4 |
1,556.4 |
202.0 |
12.5% |
18.4 |
1.1% |
29% |
False |
False |
7,568 |
| 100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
17.9 |
1.1% |
29% |
False |
False |
6,349 |
| 120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.3 |
1.1% |
24% |
False |
False |
5,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,672.3 |
|
2.618 |
1,651.5 |
|
1.618 |
1,638.8 |
|
1.000 |
1,631.0 |
|
0.618 |
1,626.1 |
|
HIGH |
1,618.3 |
|
0.618 |
1,613.4 |
|
0.500 |
1,612.0 |
|
0.382 |
1,610.5 |
|
LOW |
1,605.6 |
|
0.618 |
1,597.8 |
|
1.000 |
1,592.9 |
|
1.618 |
1,585.1 |
|
2.618 |
1,572.4 |
|
4.250 |
1,551.6 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,614.5 |
1,613.7 |
| PP |
1,613.2 |
1,611.7 |
| S1 |
1,612.0 |
1,609.7 |
|