| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,658.0 |
2,595.0 |
-63.0 |
-2.4% |
2,586.0 |
| High |
2,666.0 |
2,599.0 |
-67.0 |
-2.5% |
2,649.0 |
| Low |
2,565.0 |
2,566.0 |
1.0 |
0.0% |
2,564.0 |
| Close |
2,587.0 |
2,577.0 |
-10.0 |
-0.4% |
2,619.0 |
| Range |
101.0 |
33.0 |
-68.0 |
-67.3% |
85.0 |
| ATR |
48.9 |
47.8 |
-1.1 |
-2.3% |
0.0 |
| Volume |
1,511,356 |
1,079,095 |
-432,261 |
-28.6% |
5,540,783 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.7 |
2,661.3 |
2,595.2 |
|
| R3 |
2,646.7 |
2,628.3 |
2,586.1 |
|
| R2 |
2,613.7 |
2,613.7 |
2,583.1 |
|
| R1 |
2,595.3 |
2,595.3 |
2,580.0 |
2,588.0 |
| PP |
2,580.7 |
2,580.7 |
2,580.7 |
2,577.0 |
| S1 |
2,562.3 |
2,562.3 |
2,574.0 |
2,555.0 |
| S2 |
2,547.7 |
2,547.7 |
2,571.0 |
|
| S3 |
2,514.7 |
2,529.3 |
2,567.9 |
|
| S4 |
2,481.7 |
2,496.3 |
2,558.9 |
|
|
| 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 |
2,666.0 |
2,565.0 |
101.0 |
3.9% |
50.4 |
2.0% |
12% |
False |
False |
1,166,898 |
| 10 |
2,684.0 |
2,564.0 |
120.0 |
4.7% |
46.7 |
1.8% |
11% |
False |
False |
1,120,771 |
| 20 |
2,684.0 |
2,498.0 |
186.0 |
7.2% |
42.9 |
1.7% |
42% |
False |
False |
725,826 |
| 40 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
43.8 |
1.7% |
43% |
False |
False |
363,589 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
36.8 |
1.4% |
43% |
False |
False |
242,633 |
| 80 |
2,689.0 |
2,455.0 |
234.0 |
9.1% |
33.9 |
1.3% |
52% |
False |
False |
182,925 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
32.0 |
1.2% |
66% |
False |
False |
146,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,739.3 |
|
2.618 |
2,685.4 |
|
1.618 |
2,652.4 |
|
1.000 |
2,632.0 |
|
0.618 |
2,619.4 |
|
HIGH |
2,599.0 |
|
0.618 |
2,586.4 |
|
0.500 |
2,582.5 |
|
0.382 |
2,578.6 |
|
LOW |
2,566.0 |
|
0.618 |
2,545.6 |
|
1.000 |
2,533.0 |
|
1.618 |
2,512.6 |
|
2.618 |
2,479.6 |
|
4.250 |
2,425.8 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.5 |
2,615.5 |
| PP |
2,580.7 |
2,602.7 |
| S1 |
2,578.8 |
2,589.8 |
|