| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,532.50 |
1,543.00 |
10.50 |
0.7% |
1,536.75 |
| High |
1,549.50 |
1,544.50 |
-5.00 |
-0.3% |
1,551.25 |
| Low |
1,531.75 |
1,530.75 |
-1.00 |
-0.1% |
1,536.00 |
| Close |
1,543.00 |
1,533.00 |
-10.00 |
-0.6% |
1,547.00 |
| Range |
17.75 |
13.75 |
-4.00 |
-22.5% |
15.25 |
| ATR |
13.14 |
13.18 |
0.04 |
0.3% |
0.00 |
| Volume |
1,171 |
2,033 |
862 |
73.6% |
10,252 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.25 |
1,569.00 |
1,540.50 |
|
| R3 |
1,563.50 |
1,555.25 |
1,536.75 |
|
| R2 |
1,549.75 |
1,549.75 |
1,535.50 |
|
| R1 |
1,541.50 |
1,541.50 |
1,534.25 |
1,538.75 |
| PP |
1,536.00 |
1,536.00 |
1,536.00 |
1,534.75 |
| S1 |
1,527.75 |
1,527.75 |
1,531.75 |
1,525.00 |
| S2 |
1,522.25 |
1,522.25 |
1,530.50 |
|
| S3 |
1,508.50 |
1,514.00 |
1,529.25 |
|
| S4 |
1,494.75 |
1,500.25 |
1,525.50 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.50 |
1,584.00 |
1,555.50 |
|
| R3 |
1,575.25 |
1,568.75 |
1,551.25 |
|
| R2 |
1,560.00 |
1,560.00 |
1,549.75 |
|
| R1 |
1,553.50 |
1,553.50 |
1,548.50 |
1,556.75 |
| PP |
1,544.75 |
1,544.75 |
1,544.75 |
1,546.50 |
| S1 |
1,538.25 |
1,538.25 |
1,545.50 |
1,541.50 |
| S2 |
1,529.50 |
1,529.50 |
1,544.25 |
|
| S3 |
1,514.25 |
1,523.00 |
1,542.75 |
|
| S4 |
1,499.00 |
1,507.75 |
1,538.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.25 |
1,523.50 |
27.75 |
1.8% |
16.00 |
1.0% |
34% |
False |
False |
2,086 |
| 10 |
1,551.25 |
1,523.50 |
27.75 |
1.8% |
12.00 |
0.8% |
34% |
False |
False |
1,620 |
| 20 |
1,551.25 |
1,470.25 |
81.00 |
5.3% |
14.25 |
0.9% |
77% |
False |
False |
991 |
| 40 |
1,551.25 |
1,470.25 |
81.00 |
5.3% |
11.75 |
0.8% |
77% |
False |
False |
627 |
| 60 |
1,551.25 |
1,370.50 |
180.75 |
11.8% |
11.00 |
0.7% |
90% |
False |
False |
435 |
| 80 |
1,551.25 |
1,370.50 |
180.75 |
11.8% |
9.75 |
0.6% |
90% |
False |
False |
332 |
| 100 |
1,551.25 |
1,330.50 |
220.75 |
14.4% |
8.75 |
0.6% |
92% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,603.00 |
|
2.618 |
1,580.50 |
|
1.618 |
1,566.75 |
|
1.000 |
1,558.25 |
|
0.618 |
1,553.00 |
|
HIGH |
1,544.50 |
|
0.618 |
1,539.25 |
|
0.500 |
1,537.50 |
|
0.382 |
1,536.00 |
|
LOW |
1,530.75 |
|
0.618 |
1,522.25 |
|
1.000 |
1,517.00 |
|
1.618 |
1,508.50 |
|
2.618 |
1,494.75 |
|
4.250 |
1,472.25 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,537.50 |
1,537.75 |
| PP |
1,536.00 |
1,536.25 |
| S1 |
1,534.50 |
1,534.50 |
|