| 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 |
14,451 |
14,399 |
-52 |
-0.4% |
14,368 |
| High |
14,517 |
14,487 |
-30 |
-0.2% |
14,476 |
| Low |
14,320 |
14,385 |
65 |
0.5% |
14,269 |
| Close |
14,386 |
14,478 |
92 |
0.6% |
14,459 |
| Range |
197 |
102 |
-95 |
-48.2% |
207 |
| ATR |
121 |
120 |
-1 |
-1.1% |
0 |
| Volume |
207,407 |
111,768 |
-95,639 |
-46.1% |
816,592 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,756 |
14,719 |
14,534 |
|
| R3 |
14,654 |
14,617 |
14,506 |
|
| R2 |
14,552 |
14,552 |
14,497 |
|
| R1 |
14,515 |
14,515 |
14,487 |
14,534 |
| PP |
14,450 |
14,450 |
14,450 |
14,459 |
| S1 |
14,413 |
14,413 |
14,469 |
14,432 |
| S2 |
14,348 |
14,348 |
14,459 |
|
| S3 |
14,246 |
14,311 |
14,450 |
|
| S4 |
14,144 |
14,209 |
14,422 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,022 |
14,948 |
14,573 |
|
| R3 |
14,815 |
14,741 |
14,516 |
|
| R2 |
14,608 |
14,608 |
14,497 |
|
| R1 |
14,534 |
14,534 |
14,478 |
14,571 |
| PP |
14,401 |
14,401 |
14,401 |
14,420 |
| S1 |
14,327 |
14,327 |
14,440 |
14,364 |
| S2 |
14,194 |
14,194 |
14,421 |
|
| S3 |
13,987 |
14,120 |
14,402 |
|
| S4 |
13,780 |
13,913 |
14,345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,517 |
14,309 |
208 |
1.4% |
141 |
1.0% |
81% |
False |
False |
151,570 |
| 10 |
14,517 |
14,269 |
248 |
1.7% |
125 |
0.9% |
84% |
False |
False |
145,190 |
| 20 |
14,517 |
13,784 |
733 |
5.1% |
123 |
0.9% |
95% |
False |
False |
92,921 |
| 40 |
14,517 |
13,681 |
836 |
5.8% |
111 |
0.8% |
95% |
False |
False |
46,595 |
| 60 |
14,517 |
12,700 |
1,817 |
12.6% |
94 |
0.6% |
98% |
False |
False |
31,069 |
| 80 |
14,517 |
12,700 |
1,817 |
12.6% |
79 |
0.5% |
98% |
False |
False |
23,303 |
| 100 |
14,517 |
12,342 |
2,175 |
15.0% |
75 |
0.5% |
98% |
False |
False |
18,645 |
| 120 |
14,517 |
12,342 |
2,175 |
15.0% |
68 |
0.5% |
98% |
False |
False |
15,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,921 |
|
2.618 |
14,754 |
|
1.618 |
14,652 |
|
1.000 |
14,589 |
|
0.618 |
14,550 |
|
HIGH |
14,487 |
|
0.618 |
14,448 |
|
0.500 |
14,436 |
|
0.382 |
14,424 |
|
LOW |
14,385 |
|
0.618 |
14,322 |
|
1.000 |
14,283 |
|
1.618 |
14,220 |
|
2.618 |
14,118 |
|
4.250 |
13,952 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,464 |
14,458 |
| PP |
14,450 |
14,438 |
| S1 |
14,436 |
14,419 |
|