| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
6,346.5 |
6,341.0 |
-5.5 |
-0.1% |
6,356.0 |
| High |
6,370.0 |
6,393.0 |
23.0 |
0.4% |
6,420.5 |
| Low |
6,287.5 |
6,312.0 |
24.5 |
0.4% |
6,275.0 |
| Close |
6,331.0 |
6,351.0 |
20.0 |
0.3% |
6,339.5 |
| Range |
82.5 |
81.0 |
-1.5 |
-1.8% |
145.5 |
| ATR |
68.2 |
69.1 |
0.9 |
1.3% |
0.0 |
| Volume |
106,546 |
109,605 |
3,059 |
2.9% |
477,024 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,595.0 |
6,554.0 |
6,395.5 |
|
| R3 |
6,514.0 |
6,473.0 |
6,373.5 |
|
| R2 |
6,433.0 |
6,433.0 |
6,366.0 |
|
| R1 |
6,392.0 |
6,392.0 |
6,358.5 |
6,412.5 |
| PP |
6,352.0 |
6,352.0 |
6,352.0 |
6,362.0 |
| S1 |
6,311.0 |
6,311.0 |
6,343.5 |
6,331.5 |
| S2 |
6,271.0 |
6,271.0 |
6,336.0 |
|
| S3 |
6,190.0 |
6,230.0 |
6,328.5 |
|
| S4 |
6,109.0 |
6,149.0 |
6,306.5 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,781.5 |
6,706.0 |
6,419.5 |
|
| R3 |
6,636.0 |
6,560.5 |
6,379.5 |
|
| R2 |
6,490.5 |
6,490.5 |
6,366.0 |
|
| R1 |
6,415.0 |
6,415.0 |
6,353.0 |
6,380.0 |
| PP |
6,345.0 |
6,345.0 |
6,345.0 |
6,327.5 |
| S1 |
6,269.5 |
6,269.5 |
6,326.0 |
6,234.5 |
| S2 |
6,199.5 |
6,199.5 |
6,313.0 |
|
| S3 |
6,054.0 |
6,124.0 |
6,299.5 |
|
| S4 |
5,908.5 |
5,978.5 |
6,259.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,402.5 |
6,287.5 |
115.0 |
1.8% |
76.5 |
1.2% |
55% |
False |
False |
99,699 |
| 10 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
79.0 |
1.2% |
37% |
False |
False |
97,260 |
| 20 |
6,481.5 |
6,226.5 |
255.0 |
4.0% |
64.5 |
1.0% |
49% |
False |
False |
110,830 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
58.5 |
0.9% |
63% |
False |
False |
55,785 |
| 60 |
6,481.5 |
5,944.0 |
537.5 |
8.5% |
47.5 |
0.7% |
76% |
False |
False |
37,247 |
| 80 |
6,481.5 |
5,760.0 |
721.5 |
11.4% |
38.5 |
0.6% |
82% |
False |
False |
27,941 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
31.0 |
0.5% |
87% |
False |
False |
22,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,737.0 |
|
2.618 |
6,605.0 |
|
1.618 |
6,524.0 |
|
1.000 |
6,474.0 |
|
0.618 |
6,443.0 |
|
HIGH |
6,393.0 |
|
0.618 |
6,362.0 |
|
0.500 |
6,352.5 |
|
0.382 |
6,343.0 |
|
LOW |
6,312.0 |
|
0.618 |
6,262.0 |
|
1.000 |
6,231.0 |
|
1.618 |
6,181.0 |
|
2.618 |
6,100.0 |
|
4.250 |
5,968.0 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,352.5 |
6,347.5 |
| PP |
6,352.0 |
6,344.0 |
| S1 |
6,351.5 |
6,340.0 |
|