| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,635.0 |
2,606.0 |
-29.0 |
-1.1% |
2,586.0 |
| High |
2,643.0 |
2,638.0 |
-5.0 |
-0.2% |
2,649.0 |
| Low |
2,602.0 |
2,597.0 |
-5.0 |
-0.2% |
2,564.0 |
| Close |
2,617.0 |
2,619.0 |
2.0 |
0.1% |
2,619.0 |
| Range |
41.0 |
41.0 |
0.0 |
0.0% |
85.0 |
| ATR |
45.2 |
44.9 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,176,757 |
957,068 |
-219,689 |
-18.7% |
5,540,783 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.0 |
2,721.0 |
2,641.6 |
|
| R3 |
2,700.0 |
2,680.0 |
2,630.3 |
|
| R2 |
2,659.0 |
2,659.0 |
2,626.5 |
|
| R1 |
2,639.0 |
2,639.0 |
2,622.8 |
2,649.0 |
| PP |
2,618.0 |
2,618.0 |
2,618.0 |
2,623.0 |
| S1 |
2,598.0 |
2,598.0 |
2,615.2 |
2,608.0 |
| S2 |
2,577.0 |
2,577.0 |
2,611.5 |
|
| S3 |
2,536.0 |
2,557.0 |
2,607.7 |
|
| S4 |
2,495.0 |
2,516.0 |
2,596.5 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,827.3 |
2,665.8 |
|
| R3 |
2,780.7 |
2,742.3 |
2,642.4 |
|
| R2 |
2,695.7 |
2,695.7 |
2,634.6 |
|
| R1 |
2,657.3 |
2,657.3 |
2,626.8 |
2,676.5 |
| PP |
2,610.7 |
2,610.7 |
2,610.7 |
2,620.3 |
| S1 |
2,572.3 |
2,572.3 |
2,611.2 |
2,591.5 |
| S2 |
2,525.7 |
2,525.7 |
2,603.4 |
|
| S3 |
2,440.7 |
2,487.3 |
2,595.6 |
|
| S4 |
2,355.7 |
2,402.3 |
2,572.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,649.0 |
2,564.0 |
85.0 |
3.2% |
48.8 |
1.9% |
65% |
False |
False |
1,108,156 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.6% |
38.1 |
1.5% |
46% |
False |
False |
1,071,711 |
| 20 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
45.0 |
1.7% |
66% |
False |
False |
596,469 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
41.1 |
1.6% |
65% |
False |
False |
298,836 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
35.9 |
1.4% |
65% |
False |
False |
199,487 |
| 80 |
2,689.0 |
2,455.0 |
234.0 |
8.9% |
32.5 |
1.2% |
70% |
False |
False |
150,545 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
31.2 |
1.2% |
79% |
False |
False |
120,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.3 |
|
2.618 |
2,745.3 |
|
1.618 |
2,704.3 |
|
1.000 |
2,679.0 |
|
0.618 |
2,663.3 |
|
HIGH |
2,638.0 |
|
0.618 |
2,622.3 |
|
0.500 |
2,617.5 |
|
0.382 |
2,612.7 |
|
LOW |
2,597.0 |
|
0.618 |
2,571.7 |
|
1.000 |
2,556.0 |
|
1.618 |
2,530.7 |
|
2.618 |
2,489.7 |
|
4.250 |
2,422.8 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.5 |
2,623.0 |
| PP |
2,618.0 |
2,621.7 |
| S1 |
2,617.5 |
2,620.3 |
|