| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
14,610 |
14,805 |
195 |
1.3% |
14,215 |
| High |
14,830 |
14,930 |
100 |
0.7% |
14,830 |
| Low |
14,520 |
14,770 |
250 |
1.7% |
14,105 |
| Close |
14,805 |
14,910 |
105 |
0.7% |
14,805 |
| Range |
310 |
160 |
-150 |
-48.4% |
725 |
| ATR |
265 |
258 |
-8 |
-2.8% |
0 |
| Volume |
13,719 |
10,804 |
-2,915 |
-21.2% |
58,616 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,350 |
15,290 |
14,998 |
|
| R3 |
15,190 |
15,130 |
14,954 |
|
| R2 |
15,030 |
15,030 |
14,939 |
|
| R1 |
14,970 |
14,970 |
14,925 |
15,000 |
| PP |
14,870 |
14,870 |
14,870 |
14,885 |
| S1 |
14,810 |
14,810 |
14,895 |
14,840 |
| S2 |
14,710 |
14,710 |
14,881 |
|
| S3 |
14,550 |
14,650 |
14,866 |
|
| S4 |
14,390 |
14,490 |
14,822 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,755 |
16,505 |
15,204 |
|
| R3 |
16,030 |
15,780 |
15,005 |
|
| R2 |
15,305 |
15,305 |
14,938 |
|
| R1 |
15,055 |
15,055 |
14,872 |
15,180 |
| PP |
14,580 |
14,580 |
14,580 |
14,643 |
| S1 |
14,330 |
14,330 |
14,739 |
14,455 |
| S2 |
13,855 |
13,855 |
14,672 |
|
| S3 |
13,130 |
13,605 |
14,606 |
|
| S4 |
12,405 |
12,880 |
14,406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,930 |
14,105 |
825 |
5.5% |
266 |
1.8% |
98% |
True |
False |
13,000 |
| 10 |
14,930 |
13,695 |
1,235 |
8.3% |
228 |
1.5% |
98% |
True |
False |
10,309 |
| 20 |
14,930 |
13,020 |
1,910 |
12.8% |
250 |
1.7% |
99% |
True |
False |
12,288 |
| 40 |
14,930 |
11,870 |
3,060 |
20.5% |
282 |
1.9% |
99% |
True |
False |
14,848 |
| 60 |
14,930 |
11,085 |
3,845 |
25.8% |
265 |
1.8% |
99% |
True |
False |
12,953 |
| 80 |
14,930 |
10,450 |
4,480 |
30.0% |
237 |
1.6% |
100% |
True |
False |
9,840 |
| 100 |
14,930 |
9,930 |
5,000 |
33.5% |
206 |
1.4% |
100% |
True |
False |
7,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,610 |
|
2.618 |
15,349 |
|
1.618 |
15,189 |
|
1.000 |
15,090 |
|
0.618 |
15,029 |
|
HIGH |
14,930 |
|
0.618 |
14,869 |
|
0.500 |
14,850 |
|
0.382 |
14,831 |
|
LOW |
14,770 |
|
0.618 |
14,671 |
|
1.000 |
14,610 |
|
1.618 |
14,511 |
|
2.618 |
14,351 |
|
4.250 |
14,090 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,890 |
14,798 |
| PP |
14,870 |
14,685 |
| S1 |
14,850 |
14,573 |
|