| 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 |
2,788.25 |
2,769.25 |
-19.00 |
-0.7% |
2,774.00 |
| High |
2,788.25 |
2,799.50 |
11.25 |
0.4% |
2,806.50 |
| Low |
2,761.25 |
2,763.25 |
2.00 |
0.1% |
2,748.25 |
| Close |
2,769.75 |
2,793.50 |
23.75 |
0.9% |
2,793.50 |
| Range |
27.00 |
36.25 |
9.25 |
34.3% |
58.25 |
| ATR |
30.08 |
30.52 |
0.44 |
1.5% |
0.00 |
| Volume |
221,279 |
180,406 |
-40,873 |
-18.5% |
1,157,811 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.25 |
2,880.00 |
2,813.50 |
|
| R3 |
2,858.00 |
2,843.75 |
2,803.50 |
|
| R2 |
2,821.75 |
2,821.75 |
2,800.25 |
|
| R1 |
2,807.50 |
2,807.50 |
2,796.75 |
2,814.50 |
| PP |
2,785.50 |
2,785.50 |
2,785.50 |
2,789.00 |
| S1 |
2,771.25 |
2,771.25 |
2,790.25 |
2,778.50 |
| S2 |
2,749.25 |
2,749.25 |
2,786.75 |
|
| S3 |
2,713.00 |
2,735.00 |
2,783.50 |
|
| S4 |
2,676.75 |
2,698.75 |
2,773.50 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.50 |
2,933.75 |
2,825.50 |
|
| R3 |
2,899.25 |
2,875.50 |
2,809.50 |
|
| R2 |
2,841.00 |
2,841.00 |
2,804.25 |
|
| R1 |
2,817.25 |
2,817.25 |
2,798.75 |
2,829.00 |
| PP |
2,782.75 |
2,782.75 |
2,782.75 |
2,788.75 |
| S1 |
2,759.00 |
2,759.00 |
2,788.25 |
2,771.00 |
| S2 |
2,724.50 |
2,724.50 |
2,782.75 |
|
| S3 |
2,666.25 |
2,700.75 |
2,777.50 |
|
| S4 |
2,608.00 |
2,642.50 |
2,761.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,806.50 |
2,748.25 |
58.25 |
2.1% |
38.25 |
1.4% |
78% |
False |
False |
231,562 |
| 10 |
2,808.00 |
2,748.25 |
59.75 |
2.1% |
29.50 |
1.1% |
76% |
False |
False |
215,904 |
| 20 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
32.25 |
1.2% |
82% |
False |
False |
125,173 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.25 |
1.0% |
82% |
False |
False |
62,700 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
27.00 |
1.0% |
91% |
False |
False |
41,806 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
21.25 |
0.8% |
91% |
False |
False |
31,360 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
17.25 |
0.6% |
93% |
False |
False |
25,088 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
14.75 |
0.5% |
93% |
False |
False |
20,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.50 |
|
2.618 |
2,894.50 |
|
1.618 |
2,858.25 |
|
1.000 |
2,835.75 |
|
0.618 |
2,822.00 |
|
HIGH |
2,799.50 |
|
0.618 |
2,785.75 |
|
0.500 |
2,781.50 |
|
0.382 |
2,777.00 |
|
LOW |
2,763.25 |
|
0.618 |
2,740.75 |
|
1.000 |
2,727.00 |
|
1.618 |
2,704.50 |
|
2.618 |
2,668.25 |
|
4.250 |
2,609.25 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.50 |
2,790.25 |
| PP |
2,785.50 |
2,787.00 |
| S1 |
2,781.50 |
2,784.00 |
|