| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,279 |
15,190 |
-89 |
-0.6% |
15,256 |
| High |
15,355 |
15,307 |
-48 |
-0.3% |
15,447 |
| Low |
15,147 |
15,173 |
26 |
0.2% |
15,066 |
| Close |
15,221 |
15,250 |
29 |
0.2% |
15,239 |
| Range |
208 |
134 |
-74 |
-35.6% |
381 |
| ATR |
141 |
141 |
-1 |
-0.4% |
0 |
| Volume |
679 |
124 |
-555 |
-81.7% |
898 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,645 |
15,582 |
15,324 |
|
| R3 |
15,511 |
15,448 |
15,287 |
|
| R2 |
15,377 |
15,377 |
15,275 |
|
| R1 |
15,314 |
15,314 |
15,262 |
15,346 |
| PP |
15,243 |
15,243 |
15,243 |
15,259 |
| S1 |
15,180 |
15,180 |
15,238 |
15,212 |
| S2 |
15,109 |
15,109 |
15,226 |
|
| S3 |
14,975 |
15,046 |
15,213 |
|
| S4 |
14,841 |
14,912 |
15,176 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,394 |
16,197 |
15,449 |
|
| R3 |
16,013 |
15,816 |
15,344 |
|
| R2 |
15,632 |
15,632 |
15,309 |
|
| R1 |
15,435 |
15,435 |
15,274 |
15,343 |
| PP |
15,251 |
15,251 |
15,251 |
15,205 |
| S1 |
15,054 |
15,054 |
15,204 |
14,962 |
| S2 |
14,870 |
14,870 |
15,169 |
|
| S3 |
14,489 |
14,673 |
15,134 |
|
| S4 |
14,108 |
14,292 |
15,030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,435 |
15,066 |
369 |
2.4% |
188 |
1.2% |
50% |
False |
False |
307 |
| 10 |
15,447 |
15,066 |
381 |
2.5% |
164 |
1.1% |
48% |
False |
False |
187 |
| 20 |
15,447 |
14,595 |
852 |
5.6% |
131 |
0.9% |
77% |
False |
False |
122 |
| 40 |
15,447 |
14,300 |
1,147 |
7.5% |
128 |
0.8% |
83% |
False |
False |
95 |
| 60 |
15,447 |
14,118 |
1,329 |
8.7% |
102 |
0.7% |
85% |
False |
False |
65 |
| 80 |
15,447 |
13,642 |
1,805 |
11.8% |
80 |
0.5% |
89% |
False |
False |
49 |
| 100 |
15,447 |
13,108 |
2,339 |
15.3% |
64 |
0.4% |
92% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,877 |
|
2.618 |
15,658 |
|
1.618 |
15,524 |
|
1.000 |
15,441 |
|
0.618 |
15,390 |
|
HIGH |
15,307 |
|
0.618 |
15,256 |
|
0.500 |
15,240 |
|
0.382 |
15,224 |
|
LOW |
15,173 |
|
0.618 |
15,090 |
|
1.000 |
15,039 |
|
1.618 |
14,956 |
|
2.618 |
14,822 |
|
4.250 |
14,604 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,247 |
15,291 |
| PP |
15,243 |
15,277 |
| S1 |
15,240 |
15,264 |
|