| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,774.00 |
2,787.25 |
13.25 |
0.5% |
2,799.00 |
| High |
2,797.25 |
2,800.00 |
2.75 |
0.1% |
2,808.00 |
| Low |
2,748.25 |
2,755.25 |
7.00 |
0.3% |
2,782.50 |
| Close |
2,787.00 |
2,779.50 |
-7.50 |
-0.3% |
2,790.50 |
| Range |
49.00 |
44.75 |
-4.25 |
-8.7% |
25.50 |
| ATR |
28.83 |
29.97 |
1.14 |
3.9% |
0.00 |
| Volume |
261,520 |
280,858 |
19,338 |
7.4% |
1,001,231 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.50 |
2,890.75 |
2,804.00 |
|
| R3 |
2,867.75 |
2,846.00 |
2,791.75 |
|
| R2 |
2,823.00 |
2,823.00 |
2,787.75 |
|
| R1 |
2,801.25 |
2,801.25 |
2,783.50 |
2,789.75 |
| PP |
2,778.25 |
2,778.25 |
2,778.25 |
2,772.50 |
| S1 |
2,756.50 |
2,756.50 |
2,775.50 |
2,745.00 |
| S2 |
2,733.50 |
2,733.50 |
2,771.25 |
|
| S3 |
2,688.75 |
2,711.75 |
2,767.25 |
|
| S4 |
2,644.00 |
2,667.00 |
2,755.00 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,855.75 |
2,804.50 |
|
| R3 |
2,844.75 |
2,830.25 |
2,797.50 |
|
| R2 |
2,819.25 |
2,819.25 |
2,795.25 |
|
| R1 |
2,804.75 |
2,804.75 |
2,792.75 |
2,799.25 |
| PP |
2,793.75 |
2,793.75 |
2,793.75 |
2,791.00 |
| S1 |
2,779.25 |
2,779.25 |
2,788.25 |
2,773.75 |
| S2 |
2,768.25 |
2,768.25 |
2,785.75 |
|
| S3 |
2,742.75 |
2,753.75 |
2,783.50 |
|
| S4 |
2,717.25 |
2,728.25 |
2,776.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.50 |
2,748.25 |
59.25 |
2.1% |
30.25 |
1.1% |
53% |
False |
False |
214,029 |
| 10 |
2,817.00 |
2,748.25 |
68.75 |
2.5% |
26.25 |
0.9% |
45% |
False |
False |
186,121 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
33.25 |
1.2% |
72% |
False |
False |
94,481 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
28.50 |
1.0% |
72% |
False |
False |
47,315 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
26.00 |
0.9% |
85% |
False |
False |
31,556 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
20.00 |
0.7% |
85% |
False |
False |
23,667 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
16.25 |
0.6% |
88% |
False |
False |
18,934 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
14.00 |
0.5% |
88% |
False |
False |
15,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.25 |
|
2.618 |
2,917.25 |
|
1.618 |
2,872.50 |
|
1.000 |
2,844.75 |
|
0.618 |
2,827.75 |
|
HIGH |
2,800.00 |
|
0.618 |
2,783.00 |
|
0.500 |
2,777.50 |
|
0.382 |
2,772.25 |
|
LOW |
2,755.25 |
|
0.618 |
2,727.50 |
|
1.000 |
2,710.50 |
|
1.618 |
2,682.75 |
|
2.618 |
2,638.00 |
|
4.250 |
2,565.00 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,779.00 |
2,778.50 |
| PP |
2,778.25 |
2,777.75 |
| S1 |
2,777.50 |
2,776.75 |
|