| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,298 |
15,305 |
7 |
0.0% |
15,301 |
| High |
15,334 |
15,508 |
174 |
1.1% |
15,523 |
| Low |
15,181 |
15,270 |
89 |
0.6% |
15,143 |
| Close |
15,307 |
15,373 |
66 |
0.4% |
15,307 |
| Range |
153 |
238 |
85 |
55.6% |
380 |
| ATR |
140 |
147 |
7 |
5.0% |
0 |
| Volume |
162,120 |
179,762 |
17,642 |
10.9% |
937,164 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,098 |
15,973 |
15,504 |
|
| R3 |
15,860 |
15,735 |
15,439 |
|
| R2 |
15,622 |
15,622 |
15,417 |
|
| R1 |
15,497 |
15,497 |
15,395 |
15,560 |
| PP |
15,384 |
15,384 |
15,384 |
15,415 |
| S1 |
15,259 |
15,259 |
15,351 |
15,322 |
| S2 |
15,146 |
15,146 |
15,329 |
|
| S3 |
14,908 |
15,021 |
15,308 |
|
| S4 |
14,670 |
14,783 |
15,242 |
|
|
| 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% |
198 |
1.3% |
61% |
False |
False |
202,296 |
| 10 |
15,523 |
15,013 |
510 |
3.3% |
158 |
1.0% |
71% |
False |
False |
162,900 |
| 20 |
15,523 |
14,626 |
897 |
5.8% |
137 |
0.9% |
83% |
False |
False |
138,902 |
| 40 |
15,523 |
14,361 |
1,162 |
7.6% |
144 |
0.9% |
87% |
False |
False |
149,801 |
| 60 |
15,523 |
13,937 |
1,586 |
10.3% |
134 |
0.9% |
91% |
False |
False |
136,404 |
| 80 |
15,523 |
13,681 |
1,842 |
12.0% |
129 |
0.8% |
92% |
False |
False |
102,416 |
| 100 |
15,523 |
13,170 |
2,353 |
15.3% |
112 |
0.7% |
94% |
False |
False |
81,941 |
| 120 |
15,523 |
12,700 |
2,823 |
18.4% |
104 |
0.7% |
95% |
False |
False |
68,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,520 |
|
2.618 |
16,131 |
|
1.618 |
15,893 |
|
1.000 |
15,746 |
|
0.618 |
15,655 |
|
HIGH |
15,508 |
|
0.618 |
15,417 |
|
0.500 |
15,389 |
|
0.382 |
15,361 |
|
LOW |
15,270 |
|
0.618 |
15,123 |
|
1.000 |
15,032 |
|
1.618 |
14,885 |
|
2.618 |
14,647 |
|
4.250 |
14,259 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,389 |
15,357 |
| PP |
15,384 |
15,341 |
| S1 |
15,378 |
15,326 |
|