| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,292 |
15,323 |
31 |
0.2% |
15,305 |
| High |
15,389 |
15,382 |
-7 |
0.0% |
15,508 |
| Low |
15,239 |
15,098 |
-141 |
-0.9% |
15,098 |
| Close |
15,319 |
15,100 |
-219 |
-1.4% |
15,100 |
| Range |
150 |
284 |
134 |
89.3% |
410 |
| ATR |
149 |
159 |
10 |
6.4% |
0 |
| Volume |
144,225 |
210,225 |
66,000 |
45.8% |
726,633 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,045 |
15,857 |
15,256 |
|
| R3 |
15,761 |
15,573 |
15,178 |
|
| R2 |
15,477 |
15,477 |
15,152 |
|
| R1 |
15,289 |
15,289 |
15,126 |
15,241 |
| PP |
15,193 |
15,193 |
15,193 |
15,170 |
| S1 |
15,005 |
15,005 |
15,074 |
14,957 |
| S2 |
14,909 |
14,909 |
15,048 |
|
| S3 |
14,625 |
14,721 |
15,022 |
|
| S4 |
14,341 |
14,437 |
14,944 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,465 |
16,193 |
15,326 |
|
| R3 |
16,055 |
15,783 |
15,213 |
|
| R2 |
15,645 |
15,645 |
15,175 |
|
| R1 |
15,373 |
15,373 |
15,138 |
15,304 |
| PP |
15,235 |
15,235 |
15,235 |
15,201 |
| S1 |
14,963 |
14,963 |
15,063 |
14,894 |
| S2 |
14,825 |
14,825 |
15,025 |
|
| S3 |
14,415 |
14,553 |
14,987 |
|
| S4 |
14,005 |
14,143 |
14,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,508 |
15,098 |
410 |
2.7% |
201 |
1.3% |
0% |
False |
True |
177,750 |
| 10 |
15,523 |
15,098 |
425 |
2.8% |
181 |
1.2% |
0% |
False |
True |
178,036 |
| 20 |
15,523 |
14,742 |
781 |
5.2% |
148 |
1.0% |
46% |
False |
False |
147,972 |
| 40 |
15,523 |
14,361 |
1,162 |
7.7% |
150 |
1.0% |
64% |
False |
False |
151,433 |
| 60 |
15,523 |
14,202 |
1,321 |
8.7% |
138 |
0.9% |
68% |
False |
False |
145,137 |
| 80 |
15,523 |
13,681 |
1,842 |
12.2% |
133 |
0.9% |
77% |
False |
False |
109,245 |
| 100 |
15,523 |
13,170 |
2,353 |
15.6% |
117 |
0.8% |
82% |
False |
False |
87,410 |
| 120 |
15,523 |
12,700 |
2,823 |
18.7% |
109 |
0.7% |
85% |
False |
False |
72,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,589 |
|
2.618 |
16,126 |
|
1.618 |
15,842 |
|
1.000 |
15,666 |
|
0.618 |
15,558 |
|
HIGH |
15,382 |
|
0.618 |
15,274 |
|
0.500 |
15,240 |
|
0.382 |
15,207 |
|
LOW |
15,098 |
|
0.618 |
14,923 |
|
1.000 |
14,814 |
|
1.618 |
14,639 |
|
2.618 |
14,355 |
|
4.250 |
13,891 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,240 |
15,244 |
| PP |
15,193 |
15,196 |
| S1 |
15,147 |
15,148 |
|