| 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 |
1,541.00 |
1,551.25 |
10.25 |
0.7% |
1,537.50 |
| High |
1,552.25 |
1,554.25 |
2.00 |
0.1% |
1,549.50 |
| Low |
1,541.00 |
1,540.00 |
-1.00 |
-0.1% |
1,523.50 |
| Close |
1,551.00 |
1,550.75 |
-0.25 |
0.0% |
1,545.75 |
| Range |
11.25 |
14.25 |
3.00 |
26.7% |
26.00 |
| ATR |
13.91 |
13.93 |
0.02 |
0.2% |
0.00 |
| Volume |
1,755 |
1,042 |
-713 |
-40.6% |
6,491 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.00 |
1,585.25 |
1,558.50 |
|
| R3 |
1,576.75 |
1,571.00 |
1,554.75 |
|
| R2 |
1,562.50 |
1,562.50 |
1,553.25 |
|
| R1 |
1,556.75 |
1,556.75 |
1,552.00 |
1,552.50 |
| PP |
1,548.25 |
1,548.25 |
1,548.25 |
1,546.25 |
| S1 |
1,542.50 |
1,542.50 |
1,549.50 |
1,538.25 |
| S2 |
1,534.00 |
1,534.00 |
1,548.25 |
|
| S3 |
1,519.75 |
1,528.25 |
1,546.75 |
|
| S4 |
1,505.50 |
1,514.00 |
1,543.00 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.50 |
1,607.75 |
1,560.00 |
|
| R3 |
1,591.50 |
1,581.75 |
1,553.00 |
|
| R2 |
1,565.50 |
1,565.50 |
1,550.50 |
|
| R1 |
1,555.75 |
1,555.75 |
1,548.25 |
1,560.50 |
| PP |
1,539.50 |
1,539.50 |
1,539.50 |
1,542.00 |
| S1 |
1,529.75 |
1,529.75 |
1,543.25 |
1,534.50 |
| S2 |
1,513.50 |
1,513.50 |
1,541.00 |
|
| S3 |
1,487.50 |
1,503.75 |
1,538.50 |
|
| S4 |
1,461.50 |
1,477.75 |
1,531.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,554.25 |
1,529.00 |
25.25 |
1.6% |
15.75 |
1.0% |
86% |
True |
False |
1,311 |
| 10 |
1,554.25 |
1,523.50 |
30.75 |
2.0% |
15.25 |
1.0% |
89% |
True |
False |
1,677 |
| 20 |
1,554.25 |
1,488.25 |
66.00 |
4.3% |
13.25 |
0.9% |
95% |
True |
False |
1,188 |
| 40 |
1,554.25 |
1,470.25 |
84.00 |
5.4% |
12.50 |
0.8% |
96% |
True |
False |
714 |
| 60 |
1,554.25 |
1,372.25 |
182.00 |
11.7% |
11.50 |
0.7% |
98% |
True |
False |
509 |
| 80 |
1,554.25 |
1,370.50 |
183.75 |
11.8% |
10.50 |
0.7% |
98% |
True |
False |
388 |
| 100 |
1,554.25 |
1,330.50 |
223.75 |
14.4% |
9.25 |
0.6% |
98% |
True |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,614.75 |
|
2.618 |
1,591.50 |
|
1.618 |
1,577.25 |
|
1.000 |
1,568.50 |
|
0.618 |
1,563.00 |
|
HIGH |
1,554.25 |
|
0.618 |
1,548.75 |
|
0.500 |
1,547.00 |
|
0.382 |
1,545.50 |
|
LOW |
1,540.00 |
|
0.618 |
1,531.25 |
|
1.000 |
1,525.75 |
|
1.618 |
1,517.00 |
|
2.618 |
1,502.75 |
|
4.250 |
1,479.50 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,549.50 |
1,548.50 |
| PP |
1,548.25 |
1,546.25 |
| S1 |
1,547.00 |
1,544.00 |
|