| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,320 |
15,320 |
0 |
0.0% |
14,805 |
| High |
15,425 |
15,560 |
135 |
0.9% |
15,425 |
| Low |
15,275 |
15,300 |
25 |
0.2% |
14,770 |
| Close |
15,340 |
15,510 |
170 |
1.1% |
15,380 |
| Range |
150 |
260 |
110 |
73.3% |
655 |
| ATR |
269 |
269 |
-1 |
-0.2% |
0 |
| Volume |
11,949 |
10,483 |
-1,466 |
-12.3% |
63,622 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,237 |
16,133 |
15,653 |
|
| R3 |
15,977 |
15,873 |
15,582 |
|
| R2 |
15,717 |
15,717 |
15,558 |
|
| R1 |
15,613 |
15,613 |
15,534 |
15,665 |
| PP |
15,457 |
15,457 |
15,457 |
15,483 |
| S1 |
15,353 |
15,353 |
15,486 |
15,405 |
| S2 |
15,197 |
15,197 |
15,462 |
|
| S3 |
14,937 |
15,093 |
15,439 |
|
| S4 |
14,677 |
14,833 |
15,367 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,157 |
16,923 |
15,740 |
|
| R3 |
16,502 |
16,268 |
15,560 |
|
| R2 |
15,847 |
15,847 |
15,500 |
|
| R1 |
15,613 |
15,613 |
15,440 |
15,730 |
| PP |
15,192 |
15,192 |
15,192 |
15,250 |
| S1 |
14,958 |
14,958 |
15,320 |
15,075 |
| S2 |
14,537 |
14,537 |
15,260 |
|
| S3 |
13,882 |
14,303 |
15,200 |
|
| S4 |
13,227 |
13,648 |
15,020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,560 |
14,925 |
635 |
4.1% |
284 |
1.8% |
92% |
True |
False |
12,895 |
| 10 |
15,560 |
14,215 |
1,345 |
8.7% |
288 |
1.9% |
96% |
True |
False |
13,090 |
| 20 |
15,560 |
13,695 |
1,865 |
12.0% |
246 |
1.6% |
97% |
True |
False |
11,066 |
| 40 |
15,560 |
11,870 |
3,690 |
23.8% |
290 |
1.9% |
99% |
True |
False |
14,552 |
| 60 |
15,560 |
11,235 |
4,325 |
27.9% |
268 |
1.7% |
99% |
True |
False |
14,190 |
| 80 |
15,560 |
10,750 |
4,810 |
31.0% |
245 |
1.6% |
99% |
True |
False |
10,780 |
| 100 |
15,560 |
10,330 |
5,230 |
33.7% |
220 |
1.4% |
99% |
True |
False |
8,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,665 |
|
2.618 |
16,241 |
|
1.618 |
15,981 |
|
1.000 |
15,820 |
|
0.618 |
15,721 |
|
HIGH |
15,560 |
|
0.618 |
15,461 |
|
0.500 |
15,430 |
|
0.382 |
15,399 |
|
LOW |
15,300 |
|
0.618 |
15,139 |
|
1.000 |
15,040 |
|
1.618 |
14,879 |
|
2.618 |
14,619 |
|
4.250 |
14,195 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,483 |
15,424 |
| PP |
15,457 |
15,338 |
| S1 |
15,430 |
15,253 |
|