| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
15,178 |
15,239 |
61 |
0.4% |
14,901 |
| High |
15,278 |
15,278 |
0 |
0.0% |
15,112 |
| Low |
15,144 |
15,192 |
48 |
0.3% |
14,876 |
| Close |
15,235 |
15,212 |
-23 |
-0.2% |
15,068 |
| Range |
134 |
86 |
-48 |
-35.8% |
236 |
| ATR |
130 |
127 |
-3 |
-2.4% |
0 |
| Volume |
139,188 |
134,738 |
-4,450 |
-3.2% |
550,723 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,485 |
15,435 |
15,259 |
|
| R3 |
15,399 |
15,349 |
15,236 |
|
| R2 |
15,313 |
15,313 |
15,228 |
|
| R1 |
15,263 |
15,263 |
15,220 |
15,245 |
| PP |
15,227 |
15,227 |
15,227 |
15,219 |
| S1 |
15,177 |
15,177 |
15,204 |
15,159 |
| S2 |
15,141 |
15,141 |
15,196 |
|
| S3 |
15,055 |
15,091 |
15,188 |
|
| S4 |
14,969 |
15,005 |
15,165 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,727 |
15,633 |
15,198 |
|
| R3 |
15,491 |
15,397 |
15,133 |
|
| R2 |
15,255 |
15,255 |
15,111 |
|
| R1 |
15,161 |
15,161 |
15,090 |
15,208 |
| PP |
15,019 |
15,019 |
15,019 |
15,042 |
| S1 |
14,925 |
14,925 |
15,046 |
14,972 |
| S2 |
14,783 |
14,783 |
15,025 |
|
| S3 |
14,547 |
14,689 |
15,003 |
|
| S4 |
14,311 |
14,453 |
14,938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,278 |
14,998 |
280 |
1.8% |
113 |
0.7% |
76% |
True |
False |
125,131 |
| 10 |
15,278 |
14,742 |
536 |
3.5% |
115 |
0.8% |
88% |
True |
False |
117,908 |
| 20 |
15,278 |
14,394 |
884 |
5.8% |
124 |
0.8% |
93% |
True |
False |
127,034 |
| 40 |
15,278 |
14,309 |
969 |
6.4% |
137 |
0.9% |
93% |
True |
False |
142,992 |
| 60 |
15,278 |
13,681 |
1,597 |
10.5% |
133 |
0.9% |
96% |
True |
False |
115,960 |
| 80 |
15,278 |
13,607 |
1,671 |
11.0% |
119 |
0.8% |
96% |
True |
False |
87,007 |
| 100 |
15,278 |
12,700 |
2,578 |
16.9% |
109 |
0.7% |
97% |
True |
False |
69,607 |
| 120 |
15,278 |
12,665 |
2,613 |
17.2% |
95 |
0.6% |
97% |
True |
False |
58,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,644 |
|
2.618 |
15,503 |
|
1.618 |
15,417 |
|
1.000 |
15,364 |
|
0.618 |
15,331 |
|
HIGH |
15,278 |
|
0.618 |
15,245 |
|
0.500 |
15,235 |
|
0.382 |
15,225 |
|
LOW |
15,192 |
|
0.618 |
15,139 |
|
1.000 |
15,106 |
|
1.618 |
15,053 |
|
2.618 |
14,967 |
|
4.250 |
14,827 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,235 |
15,190 |
| PP |
15,227 |
15,168 |
| S1 |
15,220 |
15,146 |
|