| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
184.07 |
183.98 |
-0.09 |
0.0% |
182.41 |
| High |
184.69 |
184.07 |
-0.62 |
-0.3% |
184.18 |
| Low |
183.93 |
182.48 |
-1.45 |
-0.8% |
182.07 |
| Close |
184.69 |
182.92 |
-1.77 |
-1.0% |
183.85 |
| Range |
0.76 |
1.59 |
0.83 |
109.2% |
2.11 |
| ATR |
1.22 |
1.29 |
0.07 |
5.7% |
0.00 |
| Volume |
86,247,602 |
119,628,797 |
33,381,195 |
38.7% |
256,145,305 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187.93 |
187.01 |
183.79 |
|
| R3 |
186.34 |
185.42 |
183.36 |
|
| R2 |
184.75 |
184.75 |
183.21 |
|
| R1 |
183.83 |
183.83 |
183.07 |
183.50 |
| PP |
183.16 |
183.16 |
183.16 |
182.99 |
| S1 |
182.24 |
182.24 |
182.77 |
181.91 |
| S2 |
181.57 |
181.57 |
182.63 |
|
| S3 |
179.98 |
180.65 |
182.48 |
|
| S4 |
178.39 |
179.06 |
182.05 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.70 |
188.88 |
185.01 |
|
| R3 |
187.59 |
186.77 |
184.43 |
|
| R2 |
185.48 |
185.48 |
184.24 |
|
| R1 |
184.66 |
184.66 |
184.04 |
185.07 |
| PP |
183.37 |
183.37 |
183.37 |
183.57 |
| S1 |
182.55 |
182.55 |
183.66 |
182.96 |
| S2 |
181.26 |
181.26 |
183.46 |
|
| S3 |
179.15 |
180.44 |
183.27 |
|
| S4 |
177.04 |
178.33 |
182.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
184.69 |
182.48 |
2.21 |
1.2% |
0.79 |
0.4% |
20% |
False |
True |
77,582,560 |
| 10 |
184.69 |
177.32 |
7.37 |
4.0% |
1.18 |
0.6% |
76% |
False |
False |
108,717,138 |
| 20 |
184.69 |
177.32 |
7.37 |
4.0% |
1.18 |
0.6% |
76% |
False |
False |
106,800,473 |
| 40 |
184.69 |
174.76 |
9.93 |
5.4% |
1.23 |
0.7% |
82% |
False |
False |
101,369,208 |
| 60 |
184.69 |
164.53 |
20.16 |
11.0% |
1.28 |
0.7% |
91% |
False |
False |
109,576,557 |
| 80 |
184.69 |
164.53 |
20.16 |
11.0% |
1.28 |
0.7% |
91% |
False |
False |
111,018,032 |
| 100 |
184.69 |
163.05 |
21.64 |
11.8% |
1.32 |
0.7% |
92% |
False |
False |
110,928,372 |
| 120 |
184.69 |
163.05 |
21.64 |
11.8% |
1.28 |
0.7% |
92% |
False |
False |
108,107,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
190.83 |
|
2.618 |
188.23 |
|
1.618 |
186.64 |
|
1.000 |
185.66 |
|
0.618 |
185.05 |
|
HIGH |
184.07 |
|
0.618 |
183.46 |
|
0.500 |
183.28 |
|
0.382 |
183.09 |
|
LOW |
182.48 |
|
0.618 |
181.50 |
|
1.000 |
180.89 |
|
1.618 |
179.91 |
|
2.618 |
178.32 |
|
4.250 |
175.72 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
183.28 |
183.59 |
| PP |
183.16 |
183.36 |
| S1 |
183.04 |
183.14 |
|