| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,333 |
15,298 |
-35 |
-0.2% |
15,301 |
| High |
15,345 |
15,334 |
-11 |
-0.1% |
15,523 |
| Low |
15,143 |
15,181 |
38 |
0.3% |
15,143 |
| Close |
15,289 |
15,307 |
18 |
0.1% |
15,307 |
| Range |
202 |
153 |
-49 |
-24.3% |
380 |
| ATR |
139 |
140 |
1 |
0.7% |
0 |
| Volume |
260,247 |
162,120 |
-98,127 |
-37.7% |
937,164 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,733 |
15,673 |
15,391 |
|
| R3 |
15,580 |
15,520 |
15,349 |
|
| R2 |
15,427 |
15,427 |
15,335 |
|
| R1 |
15,367 |
15,367 |
15,321 |
15,397 |
| PP |
15,274 |
15,274 |
15,274 |
15,289 |
| S1 |
15,214 |
15,214 |
15,293 |
15,244 |
| S2 |
15,121 |
15,121 |
15,279 |
|
| S3 |
14,968 |
15,061 |
15,265 |
|
| S4 |
14,815 |
14,908 |
15,223 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,464 |
16,266 |
15,516 |
|
| R3 |
16,084 |
15,886 |
15,412 |
|
| R2 |
15,704 |
15,704 |
15,377 |
|
| R1 |
15,506 |
15,506 |
15,342 |
15,605 |
| PP |
15,324 |
15,324 |
15,324 |
15,374 |
| S1 |
15,126 |
15,126 |
15,272 |
15,225 |
| S2 |
14,944 |
14,944 |
15,237 |
|
| S3 |
14,564 |
14,746 |
15,203 |
|
| S4 |
14,184 |
14,366 |
15,098 |
|
|
| 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% |
166 |
1.1% |
43% |
False |
False |
187,432 |
| 10 |
15,523 |
15,012 |
511 |
3.3% |
140 |
0.9% |
58% |
False |
False |
154,322 |
| 20 |
15,523 |
14,626 |
897 |
5.9% |
133 |
0.9% |
76% |
False |
False |
135,205 |
| 40 |
15,523 |
14,361 |
1,162 |
7.6% |
140 |
0.9% |
81% |
False |
False |
147,462 |
| 60 |
15,523 |
13,858 |
1,665 |
10.9% |
133 |
0.9% |
87% |
False |
False |
133,437 |
| 80 |
15,523 |
13,681 |
1,842 |
12.0% |
126 |
0.8% |
88% |
False |
False |
100,171 |
| 100 |
15,523 |
13,170 |
2,353 |
15.4% |
111 |
0.7% |
91% |
False |
False |
80,144 |
| 120 |
15,523 |
12,700 |
2,823 |
18.4% |
102 |
0.7% |
92% |
False |
False |
66,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,984 |
|
2.618 |
15,735 |
|
1.618 |
15,582 |
|
1.000 |
15,487 |
|
0.618 |
15,429 |
|
HIGH |
15,334 |
|
0.618 |
15,276 |
|
0.500 |
15,258 |
|
0.382 |
15,240 |
|
LOW |
15,181 |
|
0.618 |
15,087 |
|
1.000 |
15,028 |
|
1.618 |
14,934 |
|
2.618 |
14,781 |
|
4.250 |
14,531 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,291 |
15,333 |
| PP |
15,274 |
15,324 |
| S1 |
15,258 |
15,316 |
|