| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,603.7 |
1,611.9 |
8.2 |
0.5% |
1,578.3 |
| High |
1,615.0 |
1,613.9 |
-1.1 |
-0.1% |
1,598.8 |
| Low |
1,599.0 |
1,599.6 |
0.6 |
0.0% |
1,574.5 |
| Close |
1,611.3 |
1,607.5 |
-3.8 |
-0.2% |
1,592.6 |
| Range |
16.0 |
14.3 |
-1.7 |
-10.6% |
24.3 |
| ATR |
18.9 |
18.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
165,885 |
127,570 |
-38,315 |
-23.1% |
636,572 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,649.9 |
1,643.0 |
1,615.4 |
|
| R3 |
1,635.6 |
1,628.7 |
1,611.4 |
|
| R2 |
1,621.3 |
1,621.3 |
1,610.1 |
|
| R1 |
1,614.4 |
1,614.4 |
1,608.8 |
1,610.7 |
| PP |
1,607.0 |
1,607.0 |
1,607.0 |
1,605.2 |
| S1 |
1,600.1 |
1,600.1 |
1,606.2 |
1,596.4 |
| S2 |
1,592.7 |
1,592.7 |
1,604.9 |
|
| S3 |
1,578.4 |
1,585.8 |
1,603.6 |
|
| S4 |
1,564.1 |
1,571.5 |
1,599.6 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,661.5 |
1,651.4 |
1,606.0 |
|
| R3 |
1,637.2 |
1,627.1 |
1,599.3 |
|
| R2 |
1,612.9 |
1,612.9 |
1,597.1 |
|
| R1 |
1,602.8 |
1,602.8 |
1,594.8 |
1,607.9 |
| PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,591.2 |
| S1 |
1,578.5 |
1,578.5 |
1,590.4 |
1,583.6 |
| S2 |
1,564.3 |
1,564.3 |
1,588.1 |
|
| S3 |
1,540.0 |
1,554.2 |
1,585.9 |
|
| S4 |
1,515.7 |
1,529.9 |
1,579.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,615.0 |
1,575.2 |
39.8 |
2.5% |
15.7 |
1.0% |
81% |
False |
False |
142,535 |
| 10 |
1,615.0 |
1,560.4 |
54.6 |
3.4% |
15.4 |
1.0% |
86% |
False |
False |
146,162 |
| 20 |
1,619.7 |
1,554.3 |
65.4 |
4.1% |
19.1 |
1.2% |
81% |
False |
False |
162,091 |
| 40 |
1,696.9 |
1,554.3 |
142.6 |
8.9% |
19.5 |
1.2% |
37% |
False |
False |
152,054 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.4 |
1.2% |
37% |
False |
False |
106,111 |
| 80 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
19.2 |
1.2% |
26% |
False |
False |
80,489 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.5 |
1.1% |
26% |
False |
False |
64,763 |
| 120 |
1,801.8 |
1,554.3 |
247.5 |
15.4% |
18.0 |
1.1% |
21% |
False |
False |
54,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,674.7 |
|
2.618 |
1,651.3 |
|
1.618 |
1,637.0 |
|
1.000 |
1,628.2 |
|
0.618 |
1,622.7 |
|
HIGH |
1,613.9 |
|
0.618 |
1,608.4 |
|
0.500 |
1,606.8 |
|
0.382 |
1,605.1 |
|
LOW |
1,599.6 |
|
0.618 |
1,590.8 |
|
1.000 |
1,585.3 |
|
1.618 |
1,576.5 |
|
2.618 |
1,562.2 |
|
4.250 |
1,538.8 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,607.3 |
1,605.8 |
| PP |
1,607.0 |
1,604.0 |
| S1 |
1,606.8 |
1,602.3 |
|