| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,300.57 |
15,290.74 |
-9.83 |
-0.1% |
15,348.33 |
| High |
15,348.41 |
15,306.71 |
-41.70 |
-0.3% |
15,542.40 |
| Low |
15,180.23 |
15,199.63 |
19.40 |
0.1% |
15,180.23 |
| Close |
15,294.50 |
15,303.10 |
8.60 |
0.1% |
15,303.10 |
| Range |
168.18 |
107.08 |
-61.10 |
-36.3% |
362.17 |
| ATR |
124.70 |
123.44 |
-1.26 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,591.05 |
15,554.16 |
15,361.99 |
|
| R3 |
15,483.97 |
15,447.08 |
15,332.55 |
|
| R2 |
15,376.89 |
15,376.89 |
15,322.73 |
|
| R1 |
15,340.00 |
15,340.00 |
15,312.92 |
15,358.45 |
| PP |
15,269.81 |
15,269.81 |
15,269.81 |
15,279.04 |
| S1 |
15,232.92 |
15,232.92 |
15,293.28 |
15,251.37 |
| S2 |
15,162.73 |
15,162.73 |
15,283.47 |
|
| S3 |
15,055.65 |
15,125.84 |
15,273.65 |
|
| S4 |
14,948.57 |
15,018.76 |
15,244.21 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,428.42 |
16,227.93 |
15,502.29 |
|
| R3 |
16,066.25 |
15,865.76 |
15,402.70 |
|
| R2 |
15,704.08 |
15,704.08 |
15,369.50 |
|
| R1 |
15,503.59 |
15,503.59 |
15,336.30 |
15,422.75 |
| PP |
15,341.91 |
15,341.91 |
15,341.91 |
15,301.49 |
| S1 |
15,141.42 |
15,141.42 |
15,269.90 |
15,060.58 |
| S2 |
14,979.74 |
14,979.74 |
15,236.70 |
|
| S3 |
14,617.57 |
14,779.25 |
15,203.50 |
|
| S4 |
14,255.40 |
14,417.08 |
15,103.91 |
|
|
| 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% |
147.64 |
1.0% |
34% |
False |
False |
|
| 10 |
15,542.40 |
15,053.46 |
488.94 |
3.2% |
126.37 |
0.8% |
51% |
False |
False |
|
| 20 |
15,542.40 |
14,687.05 |
855.35 |
5.6% |
118.23 |
0.8% |
72% |
False |
False |
|
| 40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
124.01 |
0.8% |
78% |
False |
False |
|
| 60 |
15,542.40 |
13,937.60 |
1,604.80 |
10.5% |
116.43 |
0.8% |
85% |
False |
False |
|
| 80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
116.75 |
0.8% |
86% |
False |
False |
|
| 100 |
15,542.40 |
13,104.30 |
2,438.10 |
15.9% |
111.94 |
0.7% |
90% |
False |
False |
|
| 120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
113.11 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,761.80 |
|
2.618 |
15,587.05 |
|
1.618 |
15,479.97 |
|
1.000 |
15,413.79 |
|
0.618 |
15,372.89 |
|
HIGH |
15,306.71 |
|
0.618 |
15,265.81 |
|
0.500 |
15,253.17 |
|
0.382 |
15,240.53 |
|
LOW |
15,199.63 |
|
0.618 |
15,133.45 |
|
1.000 |
15,092.55 |
|
1.618 |
15,026.37 |
|
2.618 |
14,919.29 |
|
4.250 |
14,744.54 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,286.46 |
15,361.32 |
| PP |
15,269.81 |
15,341.91 |
| S1 |
15,253.17 |
15,322.51 |
|