| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,113.42 |
15,092.15 |
-21.27 |
-0.1% |
14,973.96 |
| High |
15,113.42 |
15,219.55 |
106.13 |
0.7% |
15,144.83 |
| Low |
15,053.46 |
15,089.30 |
35.84 |
0.2% |
14,941.09 |
| Close |
15,091.68 |
15,215.25 |
123.57 |
0.8% |
15,118.49 |
| Range |
59.96 |
130.25 |
70.29 |
117.2% |
203.74 |
| ATR |
110.42 |
111.83 |
1.42 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,565.45 |
15,520.60 |
15,286.89 |
|
| R3 |
15,435.20 |
15,390.35 |
15,251.07 |
|
| R2 |
15,304.95 |
15,304.95 |
15,239.13 |
|
| R1 |
15,260.10 |
15,260.10 |
15,227.19 |
15,282.53 |
| PP |
15,174.70 |
15,174.70 |
15,174.70 |
15,185.91 |
| S1 |
15,129.85 |
15,129.85 |
15,203.31 |
15,152.28 |
| S2 |
15,044.45 |
15,044.45 |
15,191.37 |
|
| S3 |
14,914.20 |
14,999.60 |
15,179.43 |
|
| S4 |
14,783.95 |
14,869.35 |
15,143.61 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,679.36 |
15,602.66 |
15,230.55 |
|
| R3 |
15,475.62 |
15,398.92 |
15,174.52 |
|
| R2 |
15,271.88 |
15,271.88 |
15,155.84 |
|
| R1 |
15,195.18 |
15,195.18 |
15,137.17 |
15,233.53 |
| PP |
15,068.14 |
15,068.14 |
15,068.14 |
15,087.31 |
| S1 |
14,991.44 |
14,991.44 |
15,099.81 |
15,029.79 |
| S2 |
14,864.40 |
14,864.40 |
15,081.14 |
|
| S3 |
14,660.66 |
14,787.70 |
15,062.46 |
|
| S4 |
14,456.92 |
14,583.96 |
15,006.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,219.55 |
15,021.87 |
197.68 |
1.3% |
90.68 |
0.6% |
98% |
True |
False |
|
| 10 |
15,219.55 |
14,687.05 |
532.50 |
3.5% |
105.34 |
0.7% |
99% |
True |
False |
|
| 20 |
15,219.55 |
14,444.03 |
775.52 |
5.1% |
114.62 |
0.8% |
99% |
True |
False |
|
| 40 |
15,219.55 |
14,382.09 |
837.46 |
5.5% |
120.10 |
0.8% |
99% |
True |
False |
|
| 60 |
15,219.55 |
13,784.01 |
1,435.54 |
9.4% |
118.13 |
0.8% |
100% |
True |
False |
|
| 80 |
15,219.55 |
13,571.86 |
1,647.69 |
10.8% |
111.26 |
0.7% |
100% |
True |
False |
|
| 100 |
15,219.55 |
12,883.89 |
2,335.66 |
15.4% |
112.44 |
0.7% |
100% |
True |
False |
|
| 120 |
15,219.55 |
12,701.07 |
2,518.48 |
16.6% |
112.13 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,773.11 |
|
2.618 |
15,560.54 |
|
1.618 |
15,430.29 |
|
1.000 |
15,349.80 |
|
0.618 |
15,300.04 |
|
HIGH |
15,219.55 |
|
0.618 |
15,169.79 |
|
0.500 |
15,154.43 |
|
0.382 |
15,139.06 |
|
LOW |
15,089.30 |
|
0.618 |
15,008.81 |
|
1.000 |
14,959.05 |
|
1.618 |
14,878.56 |
|
2.618 |
14,748.31 |
|
4.250 |
14,535.74 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,194.98 |
15,186.46 |
| PP |
15,174.70 |
15,157.66 |
| S1 |
15,154.43 |
15,128.87 |
|