| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
169.98 |
169.58 |
-0.40 |
-0.2% |
170.57 |
| High |
170.18 |
170.10 |
-0.08 |
0.0% |
170.96 |
| Low |
168.93 |
168.72 |
-0.21 |
-0.1% |
168.55 |
| Close |
169.80 |
169.31 |
-0.49 |
-0.3% |
169.31 |
| Range |
1.25 |
1.38 |
0.13 |
10.4% |
2.41 |
| ATR |
1.36 |
1.36 |
0.00 |
0.1% |
0.00 |
| Volume |
102,181,203 |
91,856,406 |
-10,324,797 |
-10.1% |
420,459,704 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.52 |
172.79 |
170.07 |
|
| R3 |
172.14 |
171.41 |
169.69 |
|
| R2 |
170.76 |
170.76 |
169.56 |
|
| R1 |
170.03 |
170.03 |
169.44 |
169.71 |
| PP |
169.38 |
169.38 |
169.38 |
169.21 |
| S1 |
168.65 |
168.65 |
169.18 |
168.33 |
| S2 |
168.00 |
168.00 |
169.06 |
|
| S3 |
166.62 |
167.27 |
168.93 |
|
| S4 |
165.24 |
165.89 |
168.55 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.84 |
175.48 |
170.64 |
|
| R3 |
174.43 |
173.07 |
169.97 |
|
| R2 |
172.02 |
172.02 |
169.75 |
|
| R1 |
170.66 |
170.66 |
169.53 |
170.14 |
| PP |
169.61 |
169.61 |
169.61 |
169.34 |
| S1 |
168.25 |
168.25 |
169.09 |
167.73 |
| S2 |
167.20 |
167.20 |
168.87 |
|
| S3 |
164.79 |
165.84 |
168.65 |
|
| S4 |
162.38 |
163.43 |
167.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170.96 |
168.55 |
2.41 |
1.4% |
1.10 |
0.7% |
32% |
False |
False |
84,091,940 |
| 10 |
170.97 |
168.11 |
2.86 |
1.7% |
1.07 |
0.6% |
42% |
False |
False |
92,946,530 |
| 20 |
170.97 |
167.07 |
3.90 |
2.3% |
1.07 |
0.6% |
57% |
False |
False |
94,004,308 |
| 40 |
170.97 |
155.73 |
15.24 |
9.0% |
1.46 |
0.9% |
89% |
False |
False |
123,850,297 |
| 60 |
170.97 |
155.73 |
15.24 |
9.0% |
1.63 |
1.0% |
89% |
False |
False |
135,034,956 |
| 80 |
170.97 |
153.55 |
17.42 |
10.3% |
1.55 |
0.9% |
90% |
False |
False |
129,824,642 |
| 100 |
170.97 |
153.55 |
17.42 |
10.3% |
1.52 |
0.9% |
90% |
False |
False |
129,692,801 |
| 120 |
170.97 |
148.73 |
22.24 |
13.1% |
1.51 |
0.9% |
93% |
False |
False |
130,551,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175.97 |
|
2.618 |
173.71 |
|
1.618 |
172.33 |
|
1.000 |
171.48 |
|
0.618 |
170.95 |
|
HIGH |
170.10 |
|
0.618 |
169.57 |
|
0.500 |
169.41 |
|
0.382 |
169.25 |
|
LOW |
168.72 |
|
0.618 |
167.87 |
|
1.000 |
167.34 |
|
1.618 |
166.49 |
|
2.618 |
165.11 |
|
4.250 |
162.86 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
169.41 |
169.37 |
| PP |
169.38 |
169.35 |
| S1 |
169.34 |
169.33 |
|