| 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 |
1,606.8 |
1,602.5 |
-4.3 |
-0.3% |
1,606.0 |
| High |
1,606.8 |
1,610.0 |
3.2 |
0.2% |
1,619.3 |
| Low |
1,597.4 |
1,593.7 |
-3.7 |
-0.2% |
1,598.2 |
| Close |
1,599.0 |
1,608.9 |
9.9 |
0.6% |
1,609.7 |
| Range |
9.4 |
16.3 |
6.9 |
73.4% |
21.1 |
| ATR |
15.7 |
15.8 |
0.0 |
0.3% |
0.0 |
| Volume |
9,923 |
7,326 |
-2,597 |
-26.2% |
16,482 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.1 |
1,647.3 |
1,617.9 |
|
| R3 |
1,636.8 |
1,631.0 |
1,613.4 |
|
| R2 |
1,620.5 |
1,620.5 |
1,611.9 |
|
| R1 |
1,614.7 |
1,614.7 |
1,610.4 |
1,617.6 |
| PP |
1,604.2 |
1,604.2 |
1,604.2 |
1,605.7 |
| S1 |
1,598.4 |
1,598.4 |
1,607.4 |
1,601.3 |
| S2 |
1,587.9 |
1,587.9 |
1,605.9 |
|
| S3 |
1,571.6 |
1,582.1 |
1,604.4 |
|
| S4 |
1,555.3 |
1,565.8 |
1,599.9 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.4 |
1,662.1 |
1,621.3 |
|
| R3 |
1,651.3 |
1,641.0 |
1,615.5 |
|
| R2 |
1,630.2 |
1,630.2 |
1,613.6 |
|
| R1 |
1,619.9 |
1,619.9 |
1,611.6 |
1,625.1 |
| PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,611.6 |
| S1 |
1,598.8 |
1,598.8 |
1,607.8 |
1,604.0 |
| S2 |
1,588.0 |
1,588.0 |
1,605.8 |
|
| S3 |
1,566.9 |
1,577.7 |
1,603.9 |
|
| S4 |
1,545.8 |
1,556.6 |
1,598.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.3 |
1,592.7 |
26.6 |
1.7% |
14.1 |
0.9% |
61% |
False |
False |
6,220 |
| 10 |
1,619.3 |
1,579.7 |
39.6 |
2.5% |
13.4 |
0.8% |
74% |
False |
False |
4,834 |
| 20 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
14.3 |
0.9% |
81% |
False |
False |
4,495 |
| 40 |
1,687.6 |
1,560.0 |
127.6 |
7.9% |
17.2 |
1.1% |
38% |
False |
False |
3,725 |
| 60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.6 |
1.0% |
34% |
False |
False |
3,041 |
| 80 |
1,738.1 |
1,560.0 |
178.1 |
11.1% |
16.0 |
1.0% |
27% |
False |
False |
2,510 |
| 100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.4 |
1.0% |
24% |
False |
False |
2,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.3 |
|
2.618 |
1,652.7 |
|
1.618 |
1,636.4 |
|
1.000 |
1,626.3 |
|
0.618 |
1,620.1 |
|
HIGH |
1,610.0 |
|
0.618 |
1,603.8 |
|
0.500 |
1,601.9 |
|
0.382 |
1,599.9 |
|
LOW |
1,593.7 |
|
0.618 |
1,583.6 |
|
1.000 |
1,577.4 |
|
1.618 |
1,567.3 |
|
2.618 |
1,551.0 |
|
4.250 |
1,524.4 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,606.6 |
1,607.2 |
| PP |
1,604.2 |
1,605.4 |
| S1 |
1,601.9 |
1,603.7 |
|