| 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 |
1,607.9 |
1,617.8 |
9.9 |
0.6% |
1,606.0 |
| High |
1,619.3 |
1,617.8 |
-1.5 |
-0.1% |
1,619.3 |
| Low |
1,607.9 |
1,606.4 |
-1.5 |
-0.1% |
1,598.2 |
| Close |
1,617.4 |
1,609.7 |
-7.7 |
-0.5% |
1,609.7 |
| Range |
11.4 |
11.4 |
0.0 |
0.0% |
21.1 |
| ATR |
16.0 |
15.6 |
-0.3 |
-2.0% |
0.0 |
| Volume |
3,033 |
5,065 |
2,032 |
67.0% |
16,482 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.5 |
1,639.0 |
1,616.0 |
|
| R3 |
1,634.1 |
1,627.6 |
1,612.8 |
|
| R2 |
1,622.7 |
1,622.7 |
1,611.8 |
|
| R1 |
1,616.2 |
1,616.2 |
1,610.7 |
1,613.8 |
| PP |
1,611.3 |
1,611.3 |
1,611.3 |
1,610.1 |
| S1 |
1,604.8 |
1,604.8 |
1,608.7 |
1,602.4 |
| S2 |
1,599.9 |
1,599.9 |
1,607.6 |
|
| S3 |
1,588.5 |
1,593.4 |
1,606.6 |
|
| S4 |
1,577.1 |
1,582.0 |
1,603.4 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.4 |
1,662.1 |
1,621.3 |
|
| R3 |
1,651.3 |
1,641.0 |
1,615.5 |
|
| R2 |
1,630.2 |
1,630.2 |
1,613.6 |
|
| R1 |
1,619.9 |
1,619.9 |
1,611.6 |
1,625.1 |
| PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,611.6 |
| S1 |
1,598.8 |
1,598.8 |
1,607.8 |
1,604.0 |
| S2 |
1,588.0 |
1,588.0 |
1,605.8 |
|
| S3 |
1,566.9 |
1,577.7 |
1,603.9 |
|
| S4 |
1,545.8 |
1,556.6 |
1,598.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.3 |
1,598.2 |
21.1 |
1.3% |
12.7 |
0.8% |
55% |
False |
False |
3,296 |
| 10 |
1,619.3 |
1,579.7 |
39.6 |
2.5% |
12.0 |
0.7% |
76% |
False |
False |
3,417 |
| 20 |
1,622.0 |
1,564.9 |
57.1 |
3.5% |
15.6 |
1.0% |
78% |
False |
False |
3,711 |
| 40 |
1,687.6 |
1,560.0 |
127.6 |
7.9% |
16.8 |
1.0% |
39% |
False |
False |
3,289 |
| 60 |
1,702.4 |
1,560.0 |
142.4 |
8.8% |
16.3 |
1.0% |
35% |
False |
False |
2,711 |
| 80 |
1,757.0 |
1,560.0 |
197.0 |
12.2% |
16.0 |
1.0% |
25% |
False |
False |
2,252 |
| 100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.0 |
0.9% |
25% |
False |
False |
2,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,666.3 |
|
2.618 |
1,647.6 |
|
1.618 |
1,636.2 |
|
1.000 |
1,629.2 |
|
0.618 |
1,624.8 |
|
HIGH |
1,617.8 |
|
0.618 |
1,613.4 |
|
0.500 |
1,612.1 |
|
0.382 |
1,610.8 |
|
LOW |
1,606.4 |
|
0.618 |
1,599.4 |
|
1.000 |
1,595.0 |
|
1.618 |
1,588.0 |
|
2.618 |
1,576.6 |
|
4.250 |
1,558.0 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,612.1 |
1,612.8 |
| PP |
1,611.3 |
1,611.8 |
| S1 |
1,610.5 |
1,610.7 |
|