| 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 |
15,315 |
15,358 |
43 |
0.3% |
15,039 |
| High |
15,414 |
15,523 |
109 |
0.7% |
15,334 |
| Low |
15,298 |
15,241 |
-57 |
-0.4% |
15,012 |
| Close |
15,355 |
15,320 |
-35 |
-0.2% |
15,315 |
| Range |
116 |
282 |
166 |
143.1% |
322 |
| ATR |
123 |
134 |
11 |
9.3% |
0 |
| Volume |
123,536 |
285,817 |
162,281 |
131.4% |
606,060 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,207 |
16,046 |
15,475 |
|
| R3 |
15,925 |
15,764 |
15,398 |
|
| R2 |
15,643 |
15,643 |
15,372 |
|
| R1 |
15,482 |
15,482 |
15,346 |
15,422 |
| PP |
15,361 |
15,361 |
15,361 |
15,331 |
| S1 |
15,200 |
15,200 |
15,294 |
15,140 |
| S2 |
15,079 |
15,079 |
15,268 |
|
| S3 |
14,797 |
14,918 |
15,243 |
|
| S4 |
14,515 |
14,636 |
15,165 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,186 |
16,073 |
15,492 |
|
| R3 |
15,864 |
15,751 |
15,404 |
|
| R2 |
15,542 |
15,542 |
15,374 |
|
| R1 |
15,429 |
15,429 |
15,345 |
15,486 |
| PP |
15,220 |
15,220 |
15,220 |
15,249 |
| S1 |
15,107 |
15,107 |
15,286 |
15,164 |
| S2 |
14,898 |
14,898 |
15,256 |
|
| S3 |
14,576 |
14,785 |
15,227 |
|
| S4 |
14,254 |
14,463 |
15,138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,523 |
15,192 |
331 |
2.2% |
137 |
0.9% |
39% |
True |
False |
153,220 |
| 10 |
15,523 |
14,998 |
525 |
3.4% |
126 |
0.8% |
61% |
True |
False |
139,410 |
| 20 |
15,523 |
14,595 |
928 |
6.1% |
126 |
0.8% |
78% |
True |
False |
127,061 |
| 40 |
15,523 |
14,361 |
1,162 |
7.6% |
138 |
0.9% |
83% |
True |
False |
143,198 |
| 60 |
15,523 |
13,784 |
1,739 |
11.4% |
133 |
0.9% |
88% |
True |
False |
126,439 |
| 80 |
15,523 |
13,681 |
1,842 |
12.0% |
124 |
0.8% |
89% |
True |
False |
94,896 |
| 100 |
15,523 |
12,700 |
2,823 |
18.4% |
111 |
0.7% |
93% |
True |
False |
75,921 |
| 120 |
15,523 |
12,700 |
2,823 |
18.4% |
99 |
0.6% |
93% |
True |
False |
63,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,722 |
|
2.618 |
16,261 |
|
1.618 |
15,979 |
|
1.000 |
15,805 |
|
0.618 |
15,697 |
|
HIGH |
15,523 |
|
0.618 |
15,415 |
|
0.500 |
15,382 |
|
0.382 |
15,349 |
|
LOW |
15,241 |
|
0.618 |
15,067 |
|
1.000 |
14,959 |
|
1.618 |
14,785 |
|
2.618 |
14,503 |
|
4.250 |
14,043 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,382 |
15,382 |
| PP |
15,361 |
15,361 |
| S1 |
15,341 |
15,341 |
|