| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,387.12 |
15,300.57 |
-86.55 |
-0.6% |
15,113.42 |
| High |
15,542.40 |
15,348.41 |
-193.99 |
-1.2% |
15,357.40 |
| Low |
15,265.96 |
15,180.23 |
-85.73 |
-0.6% |
15,053.46 |
| Close |
15,307.17 |
15,294.50 |
-12.67 |
-0.1% |
15,354.40 |
| Range |
276.44 |
168.18 |
-108.26 |
-39.2% |
303.94 |
| ATR |
121.35 |
124.70 |
3.34 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,778.92 |
15,704.89 |
15,387.00 |
|
| R3 |
15,610.74 |
15,536.71 |
15,340.75 |
|
| R2 |
15,442.56 |
15,442.56 |
15,325.33 |
|
| R1 |
15,368.53 |
15,368.53 |
15,309.92 |
15,321.46 |
| PP |
15,274.38 |
15,274.38 |
15,274.38 |
15,250.84 |
| S1 |
15,200.35 |
15,200.35 |
15,279.08 |
15,153.28 |
| S2 |
15,106.20 |
15,106.20 |
15,263.67 |
|
| S3 |
14,938.02 |
15,032.17 |
15,248.25 |
|
| S4 |
14,769.84 |
14,863.99 |
15,202.00 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,166.91 |
16,064.59 |
15,521.57 |
|
| R3 |
15,862.97 |
15,760.65 |
15,437.98 |
|
| R2 |
15,559.03 |
15,559.03 |
15,410.12 |
|
| R1 |
15,456.71 |
15,456.71 |
15,382.26 |
15,507.87 |
| PP |
15,255.09 |
15,255.09 |
15,255.09 |
15,280.67 |
| S1 |
15,152.77 |
15,152.77 |
15,326.54 |
15,203.93 |
| S2 |
14,951.15 |
14,951.15 |
15,298.68 |
|
| S3 |
14,647.21 |
14,848.83 |
15,270.82 |
|
| S4 |
14,343.27 |
14,544.89 |
15,187.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,542.40 |
15,180.23 |
362.17 |
2.4% |
150.76 |
1.0% |
32% |
False |
True |
|
| 10 |
15,542.40 |
15,038.18 |
504.22 |
3.3% |
123.69 |
0.8% |
51% |
False |
False |
|
| 20 |
15,542.40 |
14,684.82 |
857.58 |
5.6% |
115.81 |
0.8% |
71% |
False |
False |
|
| 40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
122.94 |
0.8% |
78% |
False |
False |
|
| 60 |
15,542.40 |
13,937.60 |
1,604.80 |
10.5% |
116.30 |
0.8% |
85% |
False |
False |
|
| 80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
116.27 |
0.8% |
86% |
False |
False |
|
| 100 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
113.12 |
0.7% |
91% |
False |
False |
|
| 120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
112.76 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,063.18 |
|
2.618 |
15,788.71 |
|
1.618 |
15,620.53 |
|
1.000 |
15,516.59 |
|
0.618 |
15,452.35 |
|
HIGH |
15,348.41 |
|
0.618 |
15,284.17 |
|
0.500 |
15,264.32 |
|
0.382 |
15,244.47 |
|
LOW |
15,180.23 |
|
0.618 |
15,076.29 |
|
1.000 |
15,012.05 |
|
1.618 |
14,908.11 |
|
2.618 |
14,739.93 |
|
4.250 |
14,465.47 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,284.44 |
15,361.32 |
| PP |
15,274.38 |
15,339.04 |
| S1 |
15,264.32 |
15,316.77 |
|