| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
183.21 |
183.47 |
0.26 |
0.1% |
183.87 |
| High |
183.60 |
183.56 |
-0.04 |
0.0% |
184.69 |
| Low |
182.63 |
182.08 |
-0.55 |
-0.3% |
182.48 |
| Close |
182.89 |
182.36 |
-0.53 |
-0.3% |
182.89 |
| Range |
0.97 |
1.48 |
0.51 |
52.6% |
2.21 |
| ATR |
1.27 |
1.29 |
0.01 |
1.2% |
0.00 |
| Volume |
81,382,203 |
108,028,102 |
26,645,899 |
32.7% |
344,116,000 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187.11 |
186.21 |
183.17 |
|
| R3 |
185.63 |
184.73 |
182.77 |
|
| R2 |
184.15 |
184.15 |
182.63 |
|
| R1 |
183.25 |
183.25 |
182.50 |
182.96 |
| PP |
182.67 |
182.67 |
182.67 |
182.52 |
| S1 |
181.77 |
181.77 |
182.22 |
181.48 |
| S2 |
181.19 |
181.19 |
182.09 |
|
| S3 |
179.71 |
180.29 |
181.95 |
|
| S4 |
178.23 |
178.81 |
181.55 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.98 |
188.65 |
184.11 |
|
| R3 |
187.77 |
186.44 |
183.50 |
|
| R2 |
185.56 |
185.56 |
183.30 |
|
| R1 |
184.23 |
184.23 |
183.09 |
183.79 |
| PP |
183.35 |
183.35 |
183.35 |
183.14 |
| S1 |
182.02 |
182.02 |
182.69 |
181.58 |
| S2 |
181.14 |
181.14 |
182.48 |
|
| S3 |
178.93 |
179.81 |
182.28 |
|
| S4 |
176.72 |
177.60 |
181.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
184.69 |
182.08 |
2.61 |
1.4% |
1.05 |
0.6% |
11% |
False |
True |
90,428,820 |
| 10 |
184.69 |
180.57 |
4.12 |
2.3% |
0.89 |
0.5% |
43% |
False |
False |
90,537,631 |
| 20 |
184.69 |
177.32 |
7.37 |
4.0% |
1.14 |
0.6% |
68% |
False |
False |
104,772,659 |
| 40 |
184.69 |
174.76 |
9.93 |
5.4% |
1.24 |
0.7% |
77% |
False |
False |
101,775,156 |
| 60 |
184.69 |
167.23 |
17.46 |
9.6% |
1.26 |
0.7% |
87% |
False |
False |
106,950,268 |
| 80 |
184.69 |
164.53 |
20.16 |
11.1% |
1.29 |
0.7% |
88% |
False |
False |
110,880,743 |
| 100 |
184.69 |
163.05 |
21.64 |
11.9% |
1.33 |
0.7% |
89% |
False |
False |
111,328,483 |
| 120 |
184.69 |
163.05 |
21.64 |
11.9% |
1.29 |
0.7% |
89% |
False |
False |
108,368,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
189.85 |
|
2.618 |
187.43 |
|
1.618 |
185.95 |
|
1.000 |
185.04 |
|
0.618 |
184.47 |
|
HIGH |
183.56 |
|
0.618 |
182.99 |
|
0.500 |
182.82 |
|
0.382 |
182.65 |
|
LOW |
182.08 |
|
0.618 |
181.17 |
|
1.000 |
180.60 |
|
1.618 |
179.69 |
|
2.618 |
178.21 |
|
4.250 |
175.79 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
182.82 |
183.08 |
| PP |
182.67 |
182.84 |
| S1 |
182.51 |
182.60 |
|