| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
198.50 |
198.83 |
0.33 |
0.2% |
197.61 |
| High |
198.85 |
199.06 |
0.21 |
0.1% |
198.26 |
| Low |
198.10 |
198.45 |
0.35 |
0.2% |
195.43 |
| Close |
198.64 |
198.65 |
0.01 |
0.0% |
197.71 |
| Range |
0.75 |
0.61 |
-0.14 |
-18.7% |
2.83 |
| ATR |
1.36 |
1.30 |
-0.05 |
-3.9% |
0.00 |
| Volume |
65,611,805 |
56,888,004 |
-8,723,801 |
-13.3% |
519,836,015 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
200.55 |
200.21 |
198.99 |
|
| R3 |
199.94 |
199.60 |
198.82 |
|
| R2 |
199.33 |
199.33 |
198.76 |
|
| R1 |
198.99 |
198.99 |
198.71 |
198.86 |
| PP |
198.72 |
198.72 |
198.72 |
198.65 |
| S1 |
198.38 |
198.38 |
198.59 |
198.25 |
| S2 |
198.11 |
198.11 |
198.54 |
|
| S3 |
197.50 |
197.77 |
198.48 |
|
| S4 |
196.89 |
197.16 |
198.31 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
205.62 |
204.50 |
199.27 |
|
| R3 |
202.79 |
201.67 |
198.49 |
|
| R2 |
199.96 |
199.96 |
198.23 |
|
| R1 |
198.84 |
198.84 |
197.97 |
199.40 |
| PP |
197.13 |
197.13 |
197.13 |
197.42 |
| S1 |
196.01 |
196.01 |
197.45 |
196.57 |
| S2 |
194.30 |
194.30 |
197.19 |
|
| S3 |
191.47 |
193.18 |
196.93 |
|
| S4 |
188.64 |
190.35 |
196.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
199.06 |
196.24 |
2.82 |
1.4% |
0.96 |
0.5% |
85% |
True |
False |
76,419,883 |
| 10 |
199.06 |
195.43 |
3.63 |
1.8% |
1.14 |
0.6% |
89% |
True |
False |
84,184,842 |
| 20 |
199.06 |
194.13 |
4.93 |
2.5% |
1.11 |
0.6% |
92% |
True |
False |
80,293,665 |
| 40 |
199.06 |
191.33 |
7.73 |
3.9% |
1.09 |
0.6% |
95% |
True |
False |
79,891,372 |
| 60 |
199.06 |
186.01 |
13.05 |
6.6% |
1.18 |
0.6% |
97% |
True |
False |
82,277,113 |
| 80 |
199.06 |
181.31 |
17.75 |
8.9% |
1.34 |
0.7% |
98% |
True |
False |
89,762,731 |
| 100 |
199.06 |
181.31 |
17.75 |
8.9% |
1.42 |
0.7% |
98% |
True |
False |
95,696,987 |
| 120 |
199.06 |
173.71 |
25.35 |
12.8% |
1.49 |
0.8% |
98% |
True |
False |
101,096,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
201.65 |
|
2.618 |
200.66 |
|
1.618 |
200.05 |
|
1.000 |
199.67 |
|
0.618 |
199.44 |
|
HIGH |
199.06 |
|
0.618 |
198.83 |
|
0.500 |
198.76 |
|
0.382 |
198.68 |
|
LOW |
198.45 |
|
0.618 |
198.07 |
|
1.000 |
197.84 |
|
1.618 |
197.46 |
|
2.618 |
196.85 |
|
4.250 |
195.86 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
198.76 |
198.59 |
| PP |
198.72 |
198.53 |
| S1 |
198.69 |
198.47 |
|