| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
183.47 |
183.09 |
-0.38 |
-0.2% |
183.87 |
| High |
183.56 |
183.79 |
0.23 |
0.1% |
184.69 |
| Low |
182.08 |
182.95 |
0.87 |
0.5% |
182.48 |
| Close |
182.36 |
183.48 |
1.12 |
0.6% |
182.89 |
| Range |
1.48 |
0.84 |
-0.64 |
-43.2% |
2.21 |
| ATR |
1.29 |
1.30 |
0.01 |
0.8% |
0.00 |
| Volume |
108,028,102 |
86,144,094 |
-21,884,008 |
-20.3% |
344,116,000 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185.93 |
185.54 |
183.94 |
|
| R3 |
185.09 |
184.70 |
183.71 |
|
| R2 |
184.25 |
184.25 |
183.63 |
|
| R1 |
183.86 |
183.86 |
183.56 |
184.06 |
| PP |
183.41 |
183.41 |
183.41 |
183.50 |
| S1 |
183.02 |
183.02 |
183.40 |
183.22 |
| S2 |
182.57 |
182.57 |
183.33 |
|
| S3 |
181.73 |
182.18 |
183.25 |
|
| S4 |
180.89 |
181.34 |
183.02 |
|
|
| 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% |
1.13 |
0.6% |
54% |
False |
False |
96,286,159 |
| 10 |
184.69 |
182.07 |
2.62 |
1.4% |
0.83 |
0.5% |
54% |
False |
False |
79,443,350 |
| 20 |
184.69 |
177.32 |
7.37 |
4.0% |
1.14 |
0.6% |
84% |
False |
False |
102,693,489 |
| 40 |
184.69 |
174.85 |
9.84 |
5.4% |
1.19 |
0.6% |
88% |
False |
False |
100,003,748 |
| 60 |
184.69 |
168.77 |
15.92 |
8.7% |
1.24 |
0.7% |
92% |
False |
False |
105,120,092 |
| 80 |
184.69 |
164.53 |
20.16 |
11.0% |
1.29 |
0.7% |
94% |
False |
False |
110,917,433 |
| 100 |
184.69 |
163.05 |
21.64 |
11.8% |
1.32 |
0.7% |
94% |
False |
False |
111,391,633 |
| 120 |
184.69 |
163.05 |
21.64 |
11.8% |
1.29 |
0.7% |
94% |
False |
False |
108,312,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
187.36 |
|
2.618 |
185.99 |
|
1.618 |
185.15 |
|
1.000 |
184.63 |
|
0.618 |
184.31 |
|
HIGH |
183.79 |
|
0.618 |
183.47 |
|
0.500 |
183.37 |
|
0.382 |
183.27 |
|
LOW |
182.95 |
|
0.618 |
182.43 |
|
1.000 |
182.11 |
|
1.618 |
181.59 |
|
2.618 |
180.75 |
|
4.250 |
179.38 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
183.44 |
183.30 |
| PP |
183.41 |
183.12 |
| S1 |
183.37 |
182.94 |
|