| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
154.34 |
155.30 |
0.96 |
0.6% |
155.33 |
| High |
155.64 |
155.51 |
-0.13 |
-0.1% |
156.80 |
| Low |
154.20 |
153.59 |
-0.61 |
-0.4% |
155.13 |
| Close |
154.97 |
154.61 |
-0.36 |
-0.2% |
155.83 |
| Range |
1.44 |
1.92 |
0.48 |
33.3% |
1.67 |
| ATR |
1.29 |
1.34 |
0.04 |
3.5% |
0.00 |
| Volume |
126,704,203 |
167,567,203 |
40,863,000 |
32.3% |
546,984,109 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.33 |
159.39 |
155.67 |
|
| R3 |
158.41 |
157.47 |
155.14 |
|
| R2 |
156.49 |
156.49 |
154.96 |
|
| R1 |
155.55 |
155.55 |
154.79 |
155.06 |
| PP |
154.57 |
154.57 |
154.57 |
154.33 |
| S1 |
153.63 |
153.63 |
154.43 |
153.14 |
| S2 |
152.65 |
152.65 |
154.26 |
|
| S3 |
150.73 |
151.71 |
154.08 |
|
| S4 |
148.81 |
149.79 |
153.55 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.93 |
160.05 |
156.75 |
|
| R3 |
159.26 |
158.38 |
156.29 |
|
| R2 |
157.59 |
157.59 |
156.14 |
|
| R1 |
156.71 |
156.71 |
155.98 |
157.15 |
| PP |
155.92 |
155.92 |
155.92 |
156.14 |
| S1 |
155.04 |
155.04 |
155.68 |
155.48 |
| S2 |
154.25 |
154.25 |
155.52 |
|
| S3 |
152.58 |
153.37 |
155.37 |
|
| S4 |
150.91 |
151.70 |
154.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156.80 |
153.59 |
3.21 |
2.1% |
1.17 |
0.8% |
32% |
False |
True |
130,350,623 |
| 10 |
156.80 |
153.59 |
3.21 |
2.1% |
0.99 |
0.6% |
32% |
False |
True |
114,531,421 |
| 20 |
156.80 |
148.73 |
8.07 |
5.2% |
1.42 |
0.9% |
73% |
False |
False |
134,843,905 |
| 40 |
156.80 |
147.98 |
8.82 |
5.7% |
1.21 |
0.8% |
75% |
False |
False |
127,339,747 |
| 60 |
156.80 |
139.54 |
17.26 |
11.2% |
1.21 |
0.8% |
87% |
False |
False |
130,684,900 |
| 80 |
156.80 |
139.00 |
17.80 |
11.5% |
1.21 |
0.8% |
88% |
False |
False |
130,454,395 |
| 100 |
156.80 |
134.70 |
22.10 |
14.3% |
1.32 |
0.9% |
90% |
False |
False |
134,502,213 |
| 120 |
156.80 |
134.70 |
22.10 |
14.3% |
1.32 |
0.9% |
90% |
False |
False |
133,218,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.67 |
|
2.618 |
160.54 |
|
1.618 |
158.62 |
|
1.000 |
157.43 |
|
0.618 |
156.70 |
|
HIGH |
155.51 |
|
0.618 |
154.78 |
|
0.500 |
154.55 |
|
0.382 |
154.32 |
|
LOW |
153.59 |
|
0.618 |
152.40 |
|
1.000 |
151.67 |
|
1.618 |
150.48 |
|
2.618 |
148.56 |
|
4.250 |
145.43 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
154.59 |
154.82 |
| PP |
154.57 |
154.75 |
| S1 |
154.55 |
154.68 |
|