| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
14,399 |
14,481 |
82 |
0.6% |
14,368 |
| High |
14,487 |
14,495 |
8 |
0.1% |
14,476 |
| Low |
14,385 |
14,364 |
-21 |
-0.1% |
14,269 |
| Close |
14,478 |
14,445 |
-33 |
-0.2% |
14,459 |
| Range |
102 |
131 |
29 |
28.4% |
207 |
| ATR |
120 |
121 |
1 |
0.7% |
0 |
| Volume |
111,768 |
130,736 |
18,968 |
17.0% |
816,592 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,828 |
14,767 |
14,517 |
|
| R3 |
14,697 |
14,636 |
14,481 |
|
| R2 |
14,566 |
14,566 |
14,469 |
|
| R1 |
14,505 |
14,505 |
14,457 |
14,470 |
| PP |
14,435 |
14,435 |
14,435 |
14,417 |
| S1 |
14,374 |
14,374 |
14,433 |
14,339 |
| S2 |
14,304 |
14,304 |
14,421 |
|
| S3 |
14,173 |
14,243 |
14,409 |
|
| S4 |
14,042 |
14,112 |
14,373 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,022 |
14,948 |
14,573 |
|
| R3 |
14,815 |
14,741 |
14,516 |
|
| R2 |
14,608 |
14,608 |
14,497 |
|
| R1 |
14,534 |
14,534 |
14,478 |
14,571 |
| PP |
14,401 |
14,401 |
14,401 |
14,420 |
| S1 |
14,327 |
14,327 |
14,440 |
14,364 |
| S2 |
14,194 |
14,194 |
14,421 |
|
| S3 |
13,987 |
14,120 |
14,402 |
|
| S4 |
13,780 |
13,913 |
14,345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,517 |
14,309 |
208 |
1.4% |
142 |
1.0% |
65% |
False |
False |
150,775 |
| 10 |
14,517 |
14,269 |
248 |
1.7% |
132 |
0.9% |
71% |
False |
False |
147,326 |
| 20 |
14,517 |
13,858 |
659 |
4.6% |
118 |
0.8% |
89% |
False |
False |
99,368 |
| 40 |
14,517 |
13,681 |
836 |
5.8% |
111 |
0.8% |
91% |
False |
False |
49,858 |
| 60 |
14,517 |
12,700 |
1,817 |
12.6% |
93 |
0.6% |
96% |
False |
False |
33,248 |
| 80 |
14,517 |
12,700 |
1,817 |
12.6% |
81 |
0.6% |
96% |
False |
False |
24,937 |
| 100 |
14,517 |
12,342 |
2,175 |
15.1% |
77 |
0.5% |
97% |
False |
False |
19,952 |
| 120 |
14,517 |
12,342 |
2,175 |
15.1% |
69 |
0.5% |
97% |
False |
False |
16,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,052 |
|
2.618 |
14,838 |
|
1.618 |
14,707 |
|
1.000 |
14,626 |
|
0.618 |
14,576 |
|
HIGH |
14,495 |
|
0.618 |
14,445 |
|
0.500 |
14,430 |
|
0.382 |
14,414 |
|
LOW |
14,364 |
|
0.618 |
14,283 |
|
1.000 |
14,233 |
|
1.618 |
14,152 |
|
2.618 |
14,021 |
|
4.250 |
13,807 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,440 |
14,436 |
| PP |
14,435 |
14,427 |
| S1 |
14,430 |
14,419 |
|