| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
170.37 |
169.19 |
-1.18 |
-0.7% |
168.68 |
| High |
170.74 |
169.43 |
-1.31 |
-0.8% |
170.97 |
| Low |
169.35 |
168.55 |
-0.80 |
-0.5% |
168.11 |
| Close |
169.73 |
169.18 |
-0.55 |
-0.3% |
170.95 |
| Range |
1.39 |
0.88 |
-0.51 |
-36.7% |
2.86 |
| ATR |
1.39 |
1.37 |
-0.01 |
-1.1% |
0.00 |
| Volume |
87,494,891 |
84,854,602 |
-2,640,289 |
-3.0% |
509,005,601 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.69 |
171.32 |
169.66 |
|
| R3 |
170.81 |
170.44 |
169.42 |
|
| R2 |
169.93 |
169.93 |
169.34 |
|
| R1 |
169.56 |
169.56 |
169.26 |
169.31 |
| PP |
169.05 |
169.05 |
169.05 |
168.93 |
| S1 |
168.68 |
168.68 |
169.10 |
168.43 |
| S2 |
168.17 |
168.17 |
169.02 |
|
| S3 |
167.29 |
167.80 |
168.94 |
|
| S4 |
166.41 |
166.92 |
168.70 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.59 |
177.63 |
172.52 |
|
| R3 |
175.73 |
174.77 |
171.74 |
|
| R2 |
172.87 |
172.87 |
171.47 |
|
| R1 |
171.91 |
171.91 |
171.21 |
172.39 |
| PP |
170.01 |
170.01 |
170.01 |
170.25 |
| S1 |
169.05 |
169.05 |
170.69 |
169.53 |
| S2 |
167.15 |
167.15 |
170.43 |
|
| S3 |
164.29 |
166.19 |
170.16 |
|
| S4 |
161.43 |
163.33 |
169.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.97 |
168.55 |
2.42 |
1.4% |
0.94 |
0.6% |
26% |
False |
True |
85,595,417 |
| 10 |
170.97 |
167.52 |
3.45 |
2.0% |
1.09 |
0.6% |
48% |
False |
False |
95,439,868 |
| 20 |
170.97 |
165.18 |
5.79 |
3.4% |
1.10 |
0.7% |
69% |
False |
False |
96,292,662 |
| 40 |
170.97 |
155.73 |
15.24 |
9.0% |
1.54 |
0.9% |
88% |
False |
False |
127,515,469 |
| 60 |
170.97 |
155.73 |
15.24 |
9.0% |
1.64 |
1.0% |
88% |
False |
False |
135,795,732 |
| 80 |
170.97 |
153.55 |
17.42 |
10.3% |
1.56 |
0.9% |
90% |
False |
False |
132,078,453 |
| 100 |
170.97 |
153.55 |
17.42 |
10.3% |
1.53 |
0.9% |
90% |
False |
False |
130,695,139 |
| 120 |
170.97 |
148.73 |
22.24 |
13.1% |
1.50 |
0.9% |
92% |
False |
False |
131,520,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173.17 |
|
2.618 |
171.73 |
|
1.618 |
170.85 |
|
1.000 |
170.31 |
|
0.618 |
169.97 |
|
HIGH |
169.43 |
|
0.618 |
169.09 |
|
0.500 |
168.99 |
|
0.382 |
168.89 |
|
LOW |
168.55 |
|
0.618 |
168.01 |
|
1.000 |
167.67 |
|
1.618 |
167.13 |
|
2.618 |
166.25 |
|
4.250 |
164.81 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
169.12 |
169.76 |
| PP |
169.05 |
169.56 |
| S1 |
168.99 |
169.37 |
|