| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,520 |
15,725 |
205 |
1.3% |
14,805 |
| High |
16,050 |
15,975 |
-75 |
-0.5% |
15,425 |
| Low |
15,480 |
14,665 |
-815 |
-5.3% |
14,770 |
| Close |
15,665 |
14,820 |
-845 |
-5.4% |
15,380 |
| Range |
570 |
1,310 |
740 |
129.8% |
655 |
| ATR |
290 |
363 |
73 |
25.1% |
0 |
| Volume |
28,131 |
38,846 |
10,715 |
38.1% |
63,622 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,083 |
18,262 |
15,541 |
|
| R3 |
17,773 |
16,952 |
15,180 |
|
| R2 |
16,463 |
16,463 |
15,060 |
|
| R1 |
15,642 |
15,642 |
14,940 |
15,398 |
| PP |
15,153 |
15,153 |
15,153 |
15,031 |
| S1 |
14,332 |
14,332 |
14,700 |
14,088 |
| S2 |
13,843 |
13,843 |
14,580 |
|
| S3 |
12,533 |
13,022 |
14,460 |
|
| S4 |
11,223 |
11,712 |
14,100 |
|
|
| 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 |
14,665 |
1,385 |
9.3% |
554 |
3.7% |
11% |
False |
True |
20,820 |
| 10 |
16,050 |
14,520 |
1,530 |
10.3% |
410 |
2.8% |
20% |
False |
False |
16,675 |
| 20 |
16,050 |
13,695 |
2,355 |
15.9% |
316 |
2.1% |
48% |
False |
False |
13,191 |
| 40 |
16,050 |
11,870 |
4,180 |
28.2% |
329 |
2.2% |
71% |
False |
False |
15,647 |
| 60 |
16,050 |
11,440 |
4,610 |
31.1% |
291 |
2.0% |
73% |
False |
False |
15,280 |
| 80 |
16,050 |
10,970 |
5,080 |
34.3% |
266 |
1.8% |
76% |
False |
False |
11,617 |
| 100 |
16,050 |
10,355 |
5,695 |
38.4% |
238 |
1.6% |
78% |
False |
False |
9,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,543 |
|
2.618 |
19,405 |
|
1.618 |
18,095 |
|
1.000 |
17,285 |
|
0.618 |
16,785 |
|
HIGH |
15,975 |
|
0.618 |
15,475 |
|
0.500 |
15,320 |
|
0.382 |
15,166 |
|
LOW |
14,665 |
|
0.618 |
13,856 |
|
1.000 |
13,355 |
|
1.618 |
12,546 |
|
2.618 |
11,236 |
|
4.250 |
9,098 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,320 |
15,358 |
| PP |
15,153 |
15,178 |
| S1 |
14,987 |
14,999 |
|