| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
164.90 |
166.55 |
1.65 |
1.0% |
165.64 |
| High |
166.30 |
166.83 |
0.53 |
0.3% |
166.83 |
| Low |
164.89 |
165.77 |
0.88 |
0.5% |
164.19 |
| Close |
166.06 |
166.62 |
0.56 |
0.3% |
166.62 |
| Range |
1.41 |
1.06 |
-0.35 |
-24.8% |
2.64 |
| ATR |
1.46 |
1.43 |
-0.03 |
-2.0% |
0.00 |
| Volume |
101,471,297 |
90,893,508 |
-10,577,789 |
-10.4% |
537,627,024 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.59 |
169.16 |
167.20 |
|
| R3 |
168.53 |
168.10 |
166.91 |
|
| R2 |
167.47 |
167.47 |
166.81 |
|
| R1 |
167.04 |
167.04 |
166.72 |
167.26 |
| PP |
166.41 |
166.41 |
166.41 |
166.51 |
| S1 |
165.98 |
165.98 |
166.52 |
166.20 |
| S2 |
165.35 |
165.35 |
166.43 |
|
| S3 |
164.29 |
164.92 |
166.33 |
|
| S4 |
163.23 |
163.86 |
166.04 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.80 |
172.85 |
168.07 |
|
| R3 |
171.16 |
170.21 |
167.35 |
|
| R2 |
168.52 |
168.52 |
167.10 |
|
| R1 |
167.57 |
167.57 |
166.86 |
168.05 |
| PP |
165.88 |
165.88 |
165.88 |
166.12 |
| S1 |
164.93 |
164.93 |
166.38 |
165.41 |
| S2 |
163.24 |
163.24 |
166.14 |
|
| S3 |
160.60 |
162.29 |
165.89 |
|
| S4 |
157.96 |
159.65 |
165.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166.83 |
164.19 |
2.64 |
1.6% |
1.42 |
0.9% |
92% |
True |
False |
107,525,404 |
| 10 |
169.90 |
164.19 |
5.71 |
3.4% |
1.31 |
0.8% |
43% |
False |
False |
105,065,542 |
| 20 |
170.97 |
164.19 |
6.78 |
4.1% |
1.19 |
0.7% |
36% |
False |
False |
99,006,036 |
| 40 |
170.97 |
159.86 |
11.11 |
6.7% |
1.23 |
0.7% |
61% |
False |
False |
104,105,341 |
| 60 |
170.97 |
155.73 |
15.24 |
9.1% |
1.57 |
0.9% |
71% |
False |
False |
128,560,946 |
| 80 |
170.97 |
155.73 |
15.24 |
9.1% |
1.55 |
0.9% |
71% |
False |
False |
127,243,641 |
| 100 |
170.97 |
153.55 |
17.42 |
10.5% |
1.53 |
0.9% |
75% |
False |
False |
128,704,813 |
| 120 |
170.97 |
153.55 |
17.42 |
10.5% |
1.46 |
0.9% |
75% |
False |
False |
126,377,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.34 |
|
2.618 |
169.61 |
|
1.618 |
168.55 |
|
1.000 |
167.89 |
|
0.618 |
167.49 |
|
HIGH |
166.83 |
|
0.618 |
166.43 |
|
0.500 |
166.30 |
|
0.382 |
166.17 |
|
LOW |
165.77 |
|
0.618 |
165.11 |
|
1.000 |
164.71 |
|
1.618 |
164.05 |
|
2.618 |
162.99 |
|
4.250 |
161.27 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
166.51 |
166.25 |
| PP |
166.41 |
165.88 |
| S1 |
166.30 |
165.51 |
|