| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
167.39 |
167.97 |
0.58 |
0.3% |
163.86 |
| High |
167.93 |
168.39 |
0.46 |
0.3% |
167.93 |
| Low |
167.13 |
167.68 |
0.55 |
0.3% |
163.08 |
| Close |
167.51 |
168.16 |
0.65 |
0.4% |
167.51 |
| Range |
0.80 |
0.71 |
-0.09 |
-11.3% |
4.85 |
| ATR |
1.89 |
1.82 |
-0.07 |
-3.8% |
0.00 |
| Volume |
104,212,602 |
69,450,492 |
-34,762,110 |
-33.4% |
588,624,594 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.21 |
169.89 |
168.55 |
|
| R3 |
169.50 |
169.18 |
168.36 |
|
| R2 |
168.79 |
168.79 |
168.29 |
|
| R1 |
168.47 |
168.47 |
168.23 |
168.63 |
| PP |
168.08 |
168.08 |
168.08 |
168.16 |
| S1 |
167.76 |
167.76 |
168.09 |
167.92 |
| S2 |
167.37 |
167.37 |
168.03 |
|
| S3 |
166.66 |
167.05 |
167.96 |
|
| S4 |
165.95 |
166.34 |
167.77 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.72 |
178.97 |
170.18 |
|
| R3 |
175.87 |
174.12 |
168.84 |
|
| R2 |
171.02 |
171.02 |
168.40 |
|
| R1 |
169.27 |
169.27 |
167.95 |
170.15 |
| PP |
166.17 |
166.17 |
166.17 |
166.61 |
| S1 |
164.42 |
164.42 |
167.07 |
165.30 |
| S2 |
161.32 |
161.32 |
166.62 |
|
| S3 |
156.47 |
159.57 |
166.18 |
|
| S4 |
151.62 |
154.72 |
164.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168.39 |
164.27 |
4.12 |
2.5% |
1.22 |
0.7% |
94% |
True |
False |
109,996,537 |
| 10 |
168.39 |
160.22 |
8.17 |
4.9% |
1.40 |
0.8% |
97% |
True |
False |
114,251,968 |
| 20 |
168.39 |
155.73 |
12.66 |
7.5% |
1.79 |
1.1% |
98% |
True |
False |
150,108,945 |
| 40 |
169.07 |
155.73 |
13.34 |
7.9% |
1.90 |
1.1% |
93% |
False |
False |
154,538,704 |
| 60 |
169.07 |
154.12 |
14.95 |
8.9% |
1.69 |
1.0% |
94% |
False |
False |
140,129,212 |
| 80 |
169.07 |
153.55 |
15.52 |
9.2% |
1.64 |
1.0% |
94% |
False |
False |
138,061,065 |
| 100 |
169.07 |
148.73 |
20.34 |
12.1% |
1.58 |
0.9% |
96% |
False |
False |
136,949,478 |
| 120 |
169.07 |
148.73 |
20.34 |
12.1% |
1.49 |
0.9% |
96% |
False |
False |
134,503,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.41 |
|
2.618 |
170.25 |
|
1.618 |
169.54 |
|
1.000 |
169.10 |
|
0.618 |
168.83 |
|
HIGH |
168.39 |
|
0.618 |
168.12 |
|
0.500 |
168.04 |
|
0.382 |
167.95 |
|
LOW |
167.68 |
|
0.618 |
167.24 |
|
1.000 |
166.97 |
|
1.618 |
166.53 |
|
2.618 |
165.82 |
|
4.250 |
164.66 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
168.12 |
167.70 |
| PP |
168.08 |
167.24 |
| S1 |
168.04 |
166.79 |
|