| 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 |
2,793.50 |
2,788.25 |
-5.25 |
-0.2% |
2,774.00 |
| High |
2,811.50 |
2,803.75 |
-7.75 |
-0.3% |
2,806.50 |
| Low |
2,771.00 |
2,784.50 |
13.50 |
0.5% |
2,748.25 |
| Close |
2,784.25 |
2,799.75 |
15.50 |
0.6% |
2,793.50 |
| Range |
40.50 |
19.25 |
-21.25 |
-52.5% |
58.25 |
| ATR |
31.23 |
30.39 |
-0.84 |
-2.7% |
0.00 |
| Volume |
249,371 |
168,868 |
-80,503 |
-32.3% |
1,157,811 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.75 |
2,846.00 |
2,810.25 |
|
| R3 |
2,834.50 |
2,826.75 |
2,805.00 |
|
| R2 |
2,815.25 |
2,815.25 |
2,803.25 |
|
| R1 |
2,807.50 |
2,807.50 |
2,801.50 |
2,811.50 |
| PP |
2,796.00 |
2,796.00 |
2,796.00 |
2,798.00 |
| S1 |
2,788.25 |
2,788.25 |
2,798.00 |
2,792.00 |
| S2 |
2,776.75 |
2,776.75 |
2,796.25 |
|
| S3 |
2,757.50 |
2,769.00 |
2,794.50 |
|
| S4 |
2,738.25 |
2,749.75 |
2,789.25 |
|
|
| 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 |
2,811.50 |
2,761.25 |
50.25 |
1.8% |
31.50 |
1.1% |
77% |
False |
False |
206,734 |
| 10 |
2,811.50 |
2,748.25 |
63.25 |
2.3% |
30.75 |
1.1% |
81% |
False |
False |
210,382 |
| 20 |
2,817.00 |
2,698.50 |
118.50 |
4.2% |
30.50 |
1.1% |
85% |
False |
False |
145,921 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
29.75 |
1.1% |
87% |
False |
False |
73,155 |
| 60 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
26.75 |
1.0% |
93% |
False |
False |
48,776 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.8% |
22.00 |
0.8% |
93% |
False |
False |
36,588 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
17.75 |
0.6% |
95% |
False |
False |
29,271 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
15.25 |
0.5% |
95% |
False |
False |
24,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.50 |
|
2.618 |
2,854.25 |
|
1.618 |
2,835.00 |
|
1.000 |
2,823.00 |
|
0.618 |
2,815.75 |
|
HIGH |
2,803.75 |
|
0.618 |
2,796.50 |
|
0.500 |
2,794.00 |
|
0.382 |
2,791.75 |
|
LOW |
2,784.50 |
|
0.618 |
2,772.50 |
|
1.000 |
2,765.25 |
|
1.618 |
2,753.25 |
|
2.618 |
2,734.00 |
|
4.250 |
2,702.75 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.00 |
2,795.50 |
| PP |
2,796.00 |
2,791.50 |
| S1 |
2,794.00 |
2,787.50 |
|