| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
14,805 |
14,900 |
95 |
0.6% |
14,215 |
| High |
14,930 |
15,125 |
195 |
1.3% |
14,830 |
| Low |
14,770 |
14,800 |
30 |
0.2% |
14,105 |
| Close |
14,910 |
15,095 |
185 |
1.2% |
14,805 |
| Range |
160 |
325 |
165 |
103.1% |
725 |
| ATR |
258 |
262 |
5 |
1.9% |
0 |
| Volume |
10,804 |
10,772 |
-32 |
-0.3% |
58,616 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,982 |
15,863 |
15,274 |
|
| R3 |
15,657 |
15,538 |
15,185 |
|
| R2 |
15,332 |
15,332 |
15,155 |
|
| R1 |
15,213 |
15,213 |
15,125 |
15,273 |
| PP |
15,007 |
15,007 |
15,007 |
15,036 |
| S1 |
14,888 |
14,888 |
15,065 |
14,948 |
| S2 |
14,682 |
14,682 |
15,036 |
|
| S3 |
14,357 |
14,563 |
15,006 |
|
| S4 |
14,032 |
14,238 |
14,916 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,755 |
16,505 |
15,204 |
|
| R3 |
16,030 |
15,780 |
15,005 |
|
| R2 |
15,305 |
15,305 |
14,938 |
|
| R1 |
15,055 |
15,055 |
14,872 |
15,180 |
| PP |
14,580 |
14,580 |
14,580 |
14,643 |
| S1 |
14,330 |
14,330 |
14,739 |
14,455 |
| S2 |
13,855 |
13,855 |
14,672 |
|
| S3 |
13,130 |
13,605 |
14,606 |
|
| S4 |
12,405 |
12,880 |
14,406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,125 |
14,215 |
910 |
6.0% |
292 |
1.9% |
97% |
True |
False |
13,285 |
| 10 |
15,125 |
13,695 |
1,430 |
9.5% |
246 |
1.6% |
98% |
True |
False |
10,454 |
| 20 |
15,125 |
13,190 |
1,935 |
12.8% |
243 |
1.6% |
98% |
True |
False |
11,788 |
| 40 |
15,125 |
11,870 |
3,255 |
21.6% |
283 |
1.9% |
99% |
True |
False |
14,639 |
| 60 |
15,125 |
11,125 |
4,000 |
26.5% |
266 |
1.8% |
99% |
True |
False |
13,131 |
| 80 |
15,125 |
10,450 |
4,675 |
31.0% |
236 |
1.6% |
99% |
True |
False |
9,974 |
| 100 |
15,125 |
10,005 |
5,120 |
33.9% |
208 |
1.4% |
99% |
True |
False |
7,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,506 |
|
2.618 |
15,976 |
|
1.618 |
15,651 |
|
1.000 |
15,450 |
|
0.618 |
15,326 |
|
HIGH |
15,125 |
|
0.618 |
15,001 |
|
0.500 |
14,963 |
|
0.382 |
14,924 |
|
LOW |
14,800 |
|
0.618 |
14,599 |
|
1.000 |
14,475 |
|
1.618 |
14,274 |
|
2.618 |
13,949 |
|
4.250 |
13,419 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,051 |
15,004 |
| PP |
15,007 |
14,913 |
| S1 |
14,963 |
14,823 |
|