| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,217 |
15,301 |
84 |
0.6% |
15,039 |
| High |
15,334 |
15,367 |
33 |
0.2% |
15,334 |
| Low |
15,213 |
15,290 |
77 |
0.5% |
15,012 |
| Close |
15,315 |
15,319 |
4 |
0.0% |
15,315 |
| Range |
121 |
77 |
-44 |
-36.4% |
322 |
| ATR |
127 |
123 |
-4 |
-2.8% |
0 |
| Volume |
116,568 |
105,444 |
-11,124 |
-9.5% |
606,060 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,556 |
15,515 |
15,361 |
|
| R3 |
15,479 |
15,438 |
15,340 |
|
| R2 |
15,402 |
15,402 |
15,333 |
|
| R1 |
15,361 |
15,361 |
15,326 |
15,382 |
| PP |
15,325 |
15,325 |
15,325 |
15,336 |
| S1 |
15,284 |
15,284 |
15,312 |
15,305 |
| S2 |
15,248 |
15,248 |
15,305 |
|
| S3 |
15,171 |
15,207 |
15,298 |
|
| S4 |
15,094 |
15,130 |
15,277 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,186 |
16,073 |
15,492 |
|
| R3 |
15,864 |
15,751 |
15,404 |
|
| R2 |
15,542 |
15,542 |
15,374 |
|
| R1 |
15,429 |
15,429 |
15,345 |
15,486 |
| PP |
15,220 |
15,220 |
15,220 |
15,249 |
| S1 |
15,107 |
15,107 |
15,286 |
15,164 |
| S2 |
14,898 |
14,898 |
15,256 |
|
| S3 |
14,576 |
14,785 |
15,227 |
|
| S4 |
14,254 |
14,463 |
15,138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,367 |
15,013 |
354 |
2.3% |
118 |
0.8% |
86% |
True |
False |
123,504 |
| 10 |
15,367 |
14,876 |
491 |
3.2% |
109 |
0.7% |
90% |
True |
False |
118,894 |
| 20 |
15,367 |
14,444 |
923 |
6.0% |
121 |
0.8% |
95% |
True |
False |
122,126 |
| 40 |
15,367 |
14,320 |
1,047 |
6.8% |
135 |
0.9% |
95% |
True |
False |
140,943 |
| 60 |
15,367 |
13,681 |
1,686 |
11.0% |
133 |
0.9% |
97% |
True |
False |
119,647 |
| 80 |
15,367 |
13,681 |
1,686 |
11.0% |
120 |
0.8% |
97% |
True |
False |
89,781 |
| 100 |
15,367 |
12,700 |
2,667 |
17.4% |
109 |
0.7% |
98% |
True |
False |
71,827 |
| 120 |
15,367 |
12,700 |
2,667 |
17.4% |
95 |
0.6% |
98% |
True |
False |
59,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,694 |
|
2.618 |
15,569 |
|
1.618 |
15,492 |
|
1.000 |
15,444 |
|
0.618 |
15,415 |
|
HIGH |
15,367 |
|
0.618 |
15,338 |
|
0.500 |
15,329 |
|
0.382 |
15,320 |
|
LOW |
15,290 |
|
0.618 |
15,243 |
|
1.000 |
15,213 |
|
1.618 |
15,166 |
|
2.618 |
15,089 |
|
4.250 |
14,963 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,329 |
15,306 |
| PP |
15,325 |
15,293 |
| S1 |
15,322 |
15,280 |
|