| 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 |
1,616.4 |
1,611.4 |
-5.0 |
-0.3% |
1,597.4 |
| High |
1,617.3 |
1,614.5 |
-2.8 |
-0.2% |
1,618.3 |
| Low |
1,604.8 |
1,590.4 |
-14.4 |
-0.9% |
1,592.1 |
| Close |
1,608.0 |
1,606.5 |
-1.5 |
-0.1% |
1,608.0 |
| Range |
12.5 |
24.1 |
11.6 |
92.8% |
26.2 |
| ATR |
17.3 |
17.8 |
0.5 |
2.8% |
0.0 |
| Volume |
44,627 |
98,644 |
54,017 |
121.0% |
165,937 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,676.1 |
1,665.4 |
1,619.8 |
|
| R3 |
1,652.0 |
1,641.3 |
1,613.1 |
|
| R2 |
1,627.9 |
1,627.9 |
1,610.9 |
|
| R1 |
1,617.2 |
1,617.2 |
1,608.7 |
1,610.5 |
| PP |
1,603.8 |
1,603.8 |
1,603.8 |
1,600.5 |
| S1 |
1,593.1 |
1,593.1 |
1,604.3 |
1,586.4 |
| S2 |
1,579.7 |
1,579.7 |
1,602.1 |
|
| S3 |
1,555.6 |
1,569.0 |
1,599.9 |
|
| S4 |
1,531.5 |
1,544.9 |
1,593.2 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,684.7 |
1,672.6 |
1,622.4 |
|
| R3 |
1,658.5 |
1,646.4 |
1,615.2 |
|
| R2 |
1,632.3 |
1,632.3 |
1,612.8 |
|
| R1 |
1,620.2 |
1,620.2 |
1,610.4 |
1,626.3 |
| PP |
1,606.1 |
1,606.1 |
1,606.1 |
1,609.2 |
| S1 |
1,594.0 |
1,594.0 |
1,605.6 |
1,600.1 |
| S2 |
1,579.9 |
1,579.9 |
1,603.2 |
|
| S3 |
1,553.7 |
1,567.8 |
1,600.8 |
|
| S4 |
1,527.5 |
1,541.6 |
1,593.6 |
|
|
| 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 |
1,590.4 |
27.9 |
1.7% |
15.9 |
1.0% |
58% |
False |
True |
48,095 |
| 10 |
1,618.3 |
1,577.2 |
41.1 |
2.6% |
15.8 |
1.0% |
71% |
False |
False |
33,110 |
| 20 |
1,620.6 |
1,562.5 |
58.1 |
3.6% |
17.6 |
1.1% |
76% |
False |
False |
24,449 |
| 40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
18.8 |
1.2% |
38% |
False |
False |
15,743 |
| 60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.6 |
1.2% |
35% |
False |
False |
11,682 |
| 80 |
1,747.9 |
1,556.4 |
191.5 |
11.9% |
18.6 |
1.2% |
26% |
False |
False |
9,298 |
| 100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.0 |
1.1% |
25% |
False |
False |
7,752 |
| 120 |
1,803.0 |
1,556.4 |
246.6 |
15.4% |
17.3 |
1.1% |
20% |
False |
False |
6,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,716.9 |
|
2.618 |
1,677.6 |
|
1.618 |
1,653.5 |
|
1.000 |
1,638.6 |
|
0.618 |
1,629.4 |
|
HIGH |
1,614.5 |
|
0.618 |
1,605.3 |
|
0.500 |
1,602.5 |
|
0.382 |
1,599.6 |
|
LOW |
1,590.4 |
|
0.618 |
1,575.5 |
|
1.000 |
1,566.3 |
|
1.618 |
1,551.4 |
|
2.618 |
1,527.3 |
|
4.250 |
1,488.0 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,605.2 |
1,605.8 |
| PP |
1,603.8 |
1,605.1 |
| S1 |
1,602.5 |
1,604.4 |
|