| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,358 |
15,333 |
-25 |
-0.2% |
15,039 |
| High |
15,523 |
15,345 |
-178 |
-1.1% |
15,334 |
| Low |
15,241 |
15,143 |
-98 |
-0.6% |
15,012 |
| Close |
15,320 |
15,289 |
-31 |
-0.2% |
15,315 |
| Range |
282 |
202 |
-80 |
-28.4% |
322 |
| ATR |
134 |
139 |
5 |
3.6% |
0 |
| Volume |
285,817 |
260,247 |
-25,570 |
-8.9% |
606,060 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,865 |
15,779 |
15,400 |
|
| R3 |
15,663 |
15,577 |
15,345 |
|
| R2 |
15,461 |
15,461 |
15,326 |
|
| R1 |
15,375 |
15,375 |
15,308 |
15,317 |
| PP |
15,259 |
15,259 |
15,259 |
15,230 |
| S1 |
15,173 |
15,173 |
15,271 |
15,115 |
| S2 |
15,057 |
15,057 |
15,252 |
|
| S3 |
14,855 |
14,971 |
15,234 |
|
| S4 |
14,653 |
14,769 |
15,178 |
|
|
| 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 |
15,523 |
15,143 |
380 |
2.5% |
160 |
1.0% |
38% |
False |
True |
178,322 |
| 10 |
15,523 |
14,998 |
525 |
3.4% |
136 |
0.9% |
55% |
False |
False |
151,726 |
| 20 |
15,523 |
14,597 |
926 |
6.1% |
130 |
0.8% |
75% |
False |
False |
133,196 |
| 40 |
15,523 |
14,361 |
1,162 |
7.6% |
139 |
0.9% |
80% |
False |
False |
146,436 |
| 60 |
15,523 |
13,858 |
1,665 |
10.9% |
132 |
0.9% |
86% |
False |
False |
130,747 |
| 80 |
15,523 |
13,681 |
1,842 |
12.0% |
125 |
0.8% |
87% |
False |
False |
98,147 |
| 100 |
15,523 |
12,700 |
2,823 |
18.5% |
112 |
0.7% |
92% |
False |
False |
78,523 |
| 120 |
15,523 |
12,700 |
2,823 |
18.5% |
100 |
0.7% |
92% |
False |
False |
65,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,204 |
|
2.618 |
15,874 |
|
1.618 |
15,672 |
|
1.000 |
15,547 |
|
0.618 |
15,470 |
|
HIGH |
15,345 |
|
0.618 |
15,268 |
|
0.500 |
15,244 |
|
0.382 |
15,220 |
|
LOW |
15,143 |
|
0.618 |
15,018 |
|
1.000 |
14,941 |
|
1.618 |
14,816 |
|
2.618 |
14,614 |
|
4.250 |
14,285 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,274 |
15,333 |
| PP |
15,259 |
15,318 |
| S1 |
15,244 |
15,304 |
|