| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,320 |
15,520 |
200 |
1.3% |
14,805 |
| High |
15,560 |
16,050 |
490 |
3.1% |
15,425 |
| Low |
15,300 |
15,480 |
180 |
1.2% |
14,770 |
| Close |
15,510 |
15,665 |
155 |
1.0% |
15,380 |
| Range |
260 |
570 |
310 |
119.2% |
655 |
| ATR |
269 |
290 |
22 |
8.0% |
0 |
| Volume |
10,483 |
28,131 |
17,648 |
168.3% |
63,622 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,442 |
17,123 |
15,979 |
|
| R3 |
16,872 |
16,553 |
15,822 |
|
| R2 |
16,302 |
16,302 |
15,770 |
|
| R1 |
15,983 |
15,983 |
15,717 |
16,143 |
| PP |
15,732 |
15,732 |
15,732 |
15,811 |
| S1 |
15,413 |
15,413 |
15,613 |
15,573 |
| S2 |
15,162 |
15,162 |
15,561 |
|
| S3 |
14,592 |
14,843 |
15,508 |
|
| S4 |
14,022 |
14,273 |
15,352 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,157 |
16,923 |
15,740 |
|
| R3 |
16,502 |
16,268 |
15,560 |
|
| R2 |
15,847 |
15,847 |
15,500 |
|
| R1 |
15,613 |
15,613 |
15,440 |
15,730 |
| PP |
15,192 |
15,192 |
15,192 |
15,250 |
| S1 |
14,958 |
14,958 |
15,320 |
15,075 |
| S2 |
14,537 |
14,537 |
15,260 |
|
| S3 |
13,882 |
14,303 |
15,200 |
|
| S4 |
13,227 |
13,648 |
15,020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,050 |
14,925 |
1,125 |
7.2% |
354 |
2.3% |
66% |
True |
False |
15,580 |
| 10 |
16,050 |
14,215 |
1,835 |
11.7% |
320 |
2.0% |
79% |
True |
False |
14,805 |
| 20 |
16,050 |
13,695 |
2,355 |
15.0% |
261 |
1.7% |
84% |
True |
False |
11,790 |
| 40 |
16,050 |
11,870 |
4,180 |
26.7% |
301 |
1.9% |
91% |
True |
False |
14,959 |
| 60 |
16,050 |
11,235 |
4,815 |
30.7% |
273 |
1.7% |
92% |
True |
False |
14,646 |
| 80 |
16,050 |
10,805 |
5,245 |
33.5% |
251 |
1.6% |
93% |
True |
False |
11,131 |
| 100 |
16,050 |
10,330 |
5,720 |
36.5% |
225 |
1.4% |
93% |
True |
False |
8,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,473 |
|
2.618 |
17,542 |
|
1.618 |
16,972 |
|
1.000 |
16,620 |
|
0.618 |
16,402 |
|
HIGH |
16,050 |
|
0.618 |
15,832 |
|
0.500 |
15,765 |
|
0.382 |
15,698 |
|
LOW |
15,480 |
|
0.618 |
15,128 |
|
1.000 |
14,910 |
|
1.618 |
14,558 |
|
2.618 |
13,988 |
|
4.250 |
13,058 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,765 |
15,664 |
| PP |
15,732 |
15,663 |
| S1 |
15,698 |
15,663 |
|