| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
161.66 |
164.03 |
2.37 |
1.5% |
165.31 |
| High |
164.50 |
164.67 |
0.17 |
0.1% |
165.40 |
| Low |
161.30 |
162.91 |
1.61 |
1.0% |
161.30 |
| Close |
164.21 |
163.18 |
-1.03 |
-0.6% |
163.18 |
| Range |
3.20 |
1.76 |
-1.44 |
-45.0% |
4.10 |
| ATR |
2.03 |
2.01 |
-0.02 |
-0.9% |
0.00 |
| Volume |
163,587,609 |
141,197,297 |
-22,390,312 |
-13.7% |
747,014,094 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.87 |
167.78 |
164.15 |
|
| R3 |
167.11 |
166.02 |
163.66 |
|
| R2 |
165.35 |
165.35 |
163.50 |
|
| R1 |
164.26 |
164.26 |
163.34 |
163.93 |
| PP |
163.59 |
163.59 |
163.59 |
163.42 |
| S1 |
162.50 |
162.50 |
163.02 |
162.17 |
| S2 |
161.83 |
161.83 |
162.86 |
|
| S3 |
160.07 |
160.74 |
162.70 |
|
| S4 |
158.31 |
158.98 |
162.21 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.59 |
173.49 |
165.44 |
|
| R3 |
171.49 |
169.39 |
164.31 |
|
| R2 |
167.39 |
167.39 |
163.93 |
|
| R1 |
165.29 |
165.29 |
163.56 |
164.29 |
| PP |
163.29 |
163.29 |
163.29 |
162.80 |
| S1 |
161.19 |
161.19 |
162.80 |
160.19 |
| S2 |
159.19 |
159.19 |
162.43 |
|
| S3 |
155.09 |
157.09 |
162.05 |
|
| S4 |
150.99 |
152.99 |
160.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.40 |
161.30 |
4.10 |
2.5% |
2.12 |
1.3% |
46% |
False |
False |
149,402,818 |
| 10 |
165.40 |
160.25 |
5.15 |
3.2% |
2.13 |
1.3% |
57% |
False |
False |
167,333,679 |
| 20 |
169.07 |
160.25 |
8.82 |
5.4% |
2.01 |
1.2% |
33% |
False |
False |
158,968,463 |
| 40 |
169.07 |
154.12 |
14.95 |
9.2% |
1.64 |
1.0% |
61% |
False |
False |
135,139,345 |
| 60 |
169.07 |
153.55 |
15.52 |
9.5% |
1.59 |
1.0% |
62% |
False |
False |
134,045,105 |
| 80 |
169.07 |
148.73 |
20.34 |
12.5% |
1.53 |
0.9% |
71% |
False |
False |
133,659,611 |
| 100 |
169.07 |
148.73 |
20.34 |
12.5% |
1.43 |
0.9% |
71% |
False |
False |
131,382,582 |
| 120 |
169.07 |
139.54 |
29.53 |
18.1% |
1.39 |
0.9% |
80% |
False |
False |
131,908,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.15 |
|
2.618 |
169.28 |
|
1.618 |
167.52 |
|
1.000 |
166.43 |
|
0.618 |
165.76 |
|
HIGH |
164.67 |
|
0.618 |
164.00 |
|
0.500 |
163.79 |
|
0.382 |
163.58 |
|
LOW |
162.91 |
|
0.618 |
161.82 |
|
1.000 |
161.15 |
|
1.618 |
160.06 |
|
2.618 |
158.30 |
|
4.250 |
155.43 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
163.79 |
163.12 |
| PP |
163.59 |
163.05 |
| S1 |
163.38 |
162.99 |
|