| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
165.80 |
167.29 |
1.49 |
0.9% |
167.48 |
| High |
166.20 |
169.26 |
3.06 |
1.8% |
169.50 |
| Low |
164.53 |
167.23 |
2.70 |
1.6% |
166.84 |
| Close |
165.60 |
169.17 |
3.57 |
2.2% |
168.89 |
| Range |
1.67 |
2.03 |
0.36 |
21.6% |
2.66 |
| ATR |
1.59 |
1.74 |
0.15 |
9.3% |
0.00 |
| Volume |
168,972,797 |
195,954,703 |
26,981,906 |
16.0% |
658,024,210 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174.64 |
173.94 |
170.29 |
|
| R3 |
172.61 |
171.91 |
169.73 |
|
| R2 |
170.58 |
170.58 |
169.54 |
|
| R1 |
169.88 |
169.88 |
169.36 |
170.23 |
| PP |
168.55 |
168.55 |
168.55 |
168.73 |
| S1 |
167.85 |
167.85 |
168.98 |
168.20 |
| S2 |
166.52 |
166.52 |
168.80 |
|
| S3 |
164.49 |
165.82 |
168.61 |
|
| S4 |
162.46 |
163.79 |
168.05 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176.39 |
175.30 |
170.35 |
|
| R3 |
173.73 |
172.64 |
169.62 |
|
| R2 |
171.07 |
171.07 |
169.38 |
|
| R1 |
169.98 |
169.98 |
169.13 |
170.53 |
| PP |
168.41 |
168.41 |
168.41 |
168.68 |
| S1 |
167.32 |
167.32 |
168.65 |
167.87 |
| S2 |
165.75 |
165.75 |
168.40 |
|
| S3 |
163.09 |
164.66 |
168.16 |
|
| S4 |
160.43 |
162.00 |
167.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169.26 |
164.53 |
4.73 |
2.8% |
1.74 |
1.0% |
98% |
True |
False |
147,223,142 |
| 10 |
169.50 |
164.53 |
4.97 |
2.9% |
1.59 |
0.9% |
93% |
False |
False |
139,640,281 |
| 20 |
173.60 |
164.53 |
9.07 |
5.4% |
1.45 |
0.9% |
51% |
False |
False |
128,309,455 |
| 40 |
173.60 |
163.05 |
10.55 |
6.2% |
1.45 |
0.9% |
58% |
False |
False |
120,798,945 |
| 60 |
173.60 |
163.05 |
10.55 |
6.2% |
1.34 |
0.8% |
58% |
False |
False |
111,504,099 |
| 80 |
173.60 |
155.73 |
17.87 |
10.6% |
1.43 |
0.8% |
75% |
False |
False |
120,287,621 |
| 100 |
173.60 |
155.73 |
17.87 |
10.6% |
1.56 |
0.9% |
75% |
False |
False |
128,384,979 |
| 120 |
173.60 |
155.73 |
17.87 |
10.6% |
1.50 |
0.9% |
75% |
False |
False |
125,194,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177.89 |
|
2.618 |
174.57 |
|
1.618 |
172.54 |
|
1.000 |
171.29 |
|
0.618 |
170.51 |
|
HIGH |
169.26 |
|
0.618 |
168.48 |
|
0.500 |
168.25 |
|
0.382 |
168.01 |
|
LOW |
167.23 |
|
0.618 |
165.98 |
|
1.000 |
165.20 |
|
1.618 |
163.95 |
|
2.618 |
161.92 |
|
4.250 |
158.60 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
168.86 |
168.41 |
| PP |
168.55 |
167.65 |
| S1 |
168.25 |
166.90 |
|