| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
163.30 |
164.22 |
0.92 |
0.6% |
163.83 |
| High |
164.54 |
164.39 |
-0.15 |
-0.1% |
165.10 |
| Low |
162.74 |
161.60 |
-1.14 |
-0.7% |
160.25 |
| Close |
163.10 |
161.75 |
-1.35 |
-0.8% |
164.80 |
| Range |
1.80 |
2.79 |
0.99 |
55.0% |
4.85 |
| ATR |
1.87 |
1.94 |
0.07 |
3.5% |
0.00 |
| Volume |
159,505,297 |
177,056,891 |
17,551,594 |
11.0% |
926,322,703 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.95 |
169.14 |
163.28 |
|
| R3 |
168.16 |
166.35 |
162.52 |
|
| R2 |
165.37 |
165.37 |
162.26 |
|
| R1 |
163.56 |
163.56 |
162.01 |
163.07 |
| PP |
162.58 |
162.58 |
162.58 |
162.34 |
| S1 |
160.77 |
160.77 |
161.49 |
160.28 |
| S2 |
159.79 |
159.79 |
161.24 |
|
| S3 |
157.00 |
157.98 |
160.98 |
|
| S4 |
154.21 |
155.19 |
160.22 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.93 |
176.22 |
167.47 |
|
| R3 |
173.08 |
171.37 |
166.13 |
|
| R2 |
168.23 |
168.23 |
165.69 |
|
| R1 |
166.52 |
166.52 |
165.24 |
167.38 |
| PP |
163.38 |
163.38 |
163.38 |
163.81 |
| S1 |
161.67 |
161.67 |
164.36 |
162.53 |
| S2 |
158.53 |
158.53 |
163.91 |
|
| S3 |
153.68 |
156.82 |
163.47 |
|
| S4 |
148.83 |
151.97 |
162.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.40 |
160.25 |
5.15 |
3.2% |
1.98 |
1.2% |
29% |
False |
False |
166,158,459 |
| 10 |
166.59 |
160.25 |
6.34 |
3.9% |
2.09 |
1.3% |
24% |
False |
False |
165,319,558 |
| 20 |
169.07 |
160.25 |
8.82 |
5.5% |
1.90 |
1.2% |
17% |
False |
False |
155,259,063 |
| 40 |
169.07 |
153.55 |
15.52 |
9.6% |
1.61 |
1.0% |
53% |
False |
False |
137,380,165 |
| 60 |
169.07 |
153.55 |
15.52 |
9.6% |
1.55 |
1.0% |
53% |
False |
False |
133,654,130 |
| 80 |
169.07 |
148.73 |
20.34 |
12.6% |
1.51 |
0.9% |
64% |
False |
False |
133,045,801 |
| 100 |
169.07 |
147.43 |
21.64 |
13.4% |
1.40 |
0.9% |
66% |
False |
False |
131,151,764 |
| 120 |
169.07 |
139.54 |
29.53 |
18.3% |
1.37 |
0.8% |
75% |
False |
False |
132,030,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176.25 |
|
2.618 |
171.69 |
|
1.618 |
168.90 |
|
1.000 |
167.18 |
|
0.618 |
166.11 |
|
HIGH |
164.39 |
|
0.618 |
163.32 |
|
0.500 |
163.00 |
|
0.382 |
162.67 |
|
LOW |
161.60 |
|
0.618 |
159.88 |
|
1.000 |
158.81 |
|
1.618 |
157.09 |
|
2.618 |
154.30 |
|
4.250 |
149.74 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
163.00 |
163.50 |
| PP |
162.58 |
162.92 |
| S1 |
162.17 |
162.33 |
|