| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,305 |
15,369 |
64 |
0.4% |
15,301 |
| High |
15,508 |
15,390 |
-118 |
-0.8% |
15,523 |
| Low |
15,270 |
15,209 |
-61 |
-0.4% |
15,143 |
| Close |
15,373 |
15,290 |
-83 |
-0.5% |
15,307 |
| Range |
238 |
181 |
-57 |
-23.9% |
380 |
| ATR |
147 |
149 |
2 |
1.7% |
0 |
| Volume |
179,762 |
192,421 |
12,659 |
7.0% |
937,164 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,839 |
15,746 |
15,390 |
|
| R3 |
15,658 |
15,565 |
15,340 |
|
| R2 |
15,477 |
15,477 |
15,323 |
|
| R1 |
15,384 |
15,384 |
15,307 |
15,340 |
| PP |
15,296 |
15,296 |
15,296 |
15,275 |
| S1 |
15,203 |
15,203 |
15,274 |
15,159 |
| S2 |
15,115 |
15,115 |
15,257 |
|
| S3 |
14,934 |
15,022 |
15,240 |
|
| S4 |
14,753 |
14,841 |
15,191 |
|
|
| 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% |
211 |
1.4% |
39% |
False |
False |
216,073 |
| 10 |
15,523 |
15,143 |
380 |
2.5% |
159 |
1.0% |
39% |
False |
False |
169,984 |
| 20 |
15,523 |
14,626 |
897 |
5.9% |
141 |
0.9% |
74% |
False |
False |
142,715 |
| 40 |
15,523 |
14,361 |
1,162 |
7.6% |
146 |
1.0% |
80% |
False |
False |
151,379 |
| 60 |
15,523 |
14,047 |
1,476 |
9.7% |
135 |
0.9% |
84% |
False |
False |
139,590 |
| 80 |
15,523 |
13,681 |
1,842 |
12.0% |
130 |
0.9% |
87% |
False |
False |
104,820 |
| 100 |
15,523 |
13,170 |
2,353 |
15.4% |
114 |
0.7% |
90% |
False |
False |
83,865 |
| 120 |
15,523 |
12,700 |
2,823 |
18.5% |
105 |
0.7% |
92% |
False |
False |
69,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,159 |
|
2.618 |
15,864 |
|
1.618 |
15,683 |
|
1.000 |
15,571 |
|
0.618 |
15,502 |
|
HIGH |
15,390 |
|
0.618 |
15,321 |
|
0.500 |
15,300 |
|
0.382 |
15,278 |
|
LOW |
15,209 |
|
0.618 |
15,097 |
|
1.000 |
15,028 |
|
1.618 |
14,916 |
|
2.618 |
14,735 |
|
4.250 |
14,440 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,300 |
15,345 |
| PP |
15,296 |
15,326 |
| S1 |
15,293 |
15,308 |
|