| 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 |
15,039 |
15,055 |
16 |
0.1% |
14,901 |
| High |
15,070 |
15,185 |
115 |
0.8% |
15,112 |
| Low |
15,012 |
15,013 |
1 |
0.0% |
14,876 |
| Close |
15,057 |
15,175 |
118 |
0.8% |
15,068 |
| Range |
58 |
172 |
114 |
196.6% |
236 |
| ATR |
127 |
130 |
3 |
2.6% |
0 |
| Volume |
93,983 |
121,583 |
27,600 |
29.4% |
550,723 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,640 |
15,580 |
15,270 |
|
| R3 |
15,468 |
15,408 |
15,222 |
|
| R2 |
15,296 |
15,296 |
15,207 |
|
| R1 |
15,236 |
15,236 |
15,191 |
15,266 |
| PP |
15,124 |
15,124 |
15,124 |
15,140 |
| S1 |
15,064 |
15,064 |
15,159 |
15,094 |
| S2 |
14,952 |
14,952 |
15,144 |
|
| S3 |
14,780 |
14,892 |
15,128 |
|
| S4 |
14,608 |
14,720 |
15,081 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,727 |
15,633 |
15,198 |
|
| R3 |
15,491 |
15,397 |
15,133 |
|
| R2 |
15,255 |
15,255 |
15,111 |
|
| R1 |
15,161 |
15,161 |
15,090 |
15,208 |
| PP |
15,019 |
15,019 |
15,019 |
15,042 |
| S1 |
14,925 |
14,925 |
15,046 |
14,972 |
| S2 |
14,783 |
14,783 |
15,025 |
|
| S3 |
14,547 |
14,689 |
15,003 |
|
| S4 |
14,311 |
14,453 |
14,938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,185 |
14,960 |
225 |
1.5% |
110 |
0.7% |
96% |
True |
False |
117,441 |
| 10 |
15,185 |
14,626 |
559 |
3.7% |
123 |
0.8% |
98% |
True |
False |
115,445 |
| 20 |
15,185 |
14,394 |
791 |
5.2% |
133 |
0.9% |
99% |
True |
False |
135,826 |
| 40 |
15,185 |
14,308 |
877 |
5.8% |
138 |
0.9% |
99% |
True |
False |
144,770 |
| 60 |
15,185 |
13,681 |
1,504 |
9.9% |
133 |
0.9% |
99% |
True |
False |
111,399 |
| 80 |
15,185 |
13,500 |
1,685 |
11.1% |
118 |
0.8% |
99% |
True |
False |
83,583 |
| 100 |
15,185 |
12,700 |
2,485 |
16.4% |
107 |
0.7% |
100% |
True |
False |
66,868 |
| 120 |
15,185 |
12,550 |
2,635 |
17.4% |
94 |
0.6% |
100% |
True |
False |
55,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,916 |
|
2.618 |
15,635 |
|
1.618 |
15,463 |
|
1.000 |
15,357 |
|
0.618 |
15,291 |
|
HIGH |
15,185 |
|
0.618 |
15,119 |
|
0.500 |
15,099 |
|
0.382 |
15,079 |
|
LOW |
15,013 |
|
0.618 |
14,907 |
|
1.000 |
14,841 |
|
1.618 |
14,735 |
|
2.618 |
14,563 |
|
4.250 |
14,282 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,150 |
15,147 |
| PP |
15,124 |
15,119 |
| S1 |
15,099 |
15,092 |
|