| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
198.83 |
198.09 |
-0.74 |
-0.4% |
197.09 |
| High |
199.06 |
198.26 |
-0.80 |
-0.4% |
199.06 |
| Low |
198.45 |
197.33 |
-1.12 |
-0.6% |
196.43 |
| Close |
198.65 |
197.72 |
-0.93 |
-0.5% |
197.72 |
| Range |
0.61 |
0.93 |
0.32 |
52.5% |
2.63 |
| ATR |
1.30 |
1.30 |
0.00 |
0.1% |
0.00 |
| Volume |
56,888,004 |
76,837,203 |
19,949,199 |
35.1% |
334,606,216 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
200.56 |
200.07 |
198.23 |
|
| R3 |
199.63 |
199.14 |
197.98 |
|
| R2 |
198.70 |
198.70 |
197.89 |
|
| R1 |
198.21 |
198.21 |
197.81 |
197.99 |
| PP |
197.77 |
197.77 |
197.77 |
197.66 |
| S1 |
197.28 |
197.28 |
197.63 |
197.06 |
| S2 |
196.84 |
196.84 |
197.55 |
|
| S3 |
195.91 |
196.35 |
197.46 |
|
| S4 |
194.98 |
195.42 |
197.21 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
205.63 |
204.30 |
199.17 |
|
| R3 |
203.00 |
201.67 |
198.44 |
|
| R2 |
200.37 |
200.37 |
198.20 |
|
| R1 |
199.04 |
199.04 |
197.96 |
199.71 |
| PP |
197.74 |
197.74 |
197.74 |
198.07 |
| S1 |
196.41 |
196.41 |
197.48 |
197.08 |
| S2 |
195.11 |
195.11 |
197.24 |
|
| S3 |
192.48 |
193.78 |
197.00 |
|
| S4 |
189.85 |
191.15 |
196.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
199.06 |
196.43 |
2.63 |
1.3% |
0.81 |
0.4% |
49% |
False |
False |
66,921,243 |
| 10 |
199.06 |
195.43 |
3.63 |
1.8% |
1.14 |
0.6% |
63% |
False |
False |
85,444,223 |
| 20 |
199.06 |
194.88 |
4.18 |
2.1% |
1.08 |
0.5% |
68% |
False |
False |
79,919,936 |
| 40 |
199.06 |
191.97 |
7.09 |
3.6% |
1.09 |
0.6% |
81% |
False |
False |
80,202,890 |
| 60 |
199.06 |
186.01 |
13.05 |
6.6% |
1.17 |
0.6% |
90% |
False |
False |
81,865,938 |
| 80 |
199.06 |
181.31 |
17.75 |
9.0% |
1.34 |
0.7% |
92% |
False |
False |
89,608,282 |
| 100 |
199.06 |
181.31 |
17.75 |
9.0% |
1.42 |
0.7% |
92% |
False |
False |
94,765,901 |
| 120 |
199.06 |
173.71 |
25.35 |
12.8% |
1.46 |
0.7% |
95% |
False |
False |
99,613,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
202.21 |
|
2.618 |
200.69 |
|
1.618 |
199.76 |
|
1.000 |
199.19 |
|
0.618 |
198.83 |
|
HIGH |
198.26 |
|
0.618 |
197.90 |
|
0.500 |
197.80 |
|
0.382 |
197.69 |
|
LOW |
197.33 |
|
0.618 |
196.76 |
|
1.000 |
196.40 |
|
1.618 |
195.83 |
|
2.618 |
194.90 |
|
4.250 |
193.38 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
197.80 |
198.20 |
| PP |
197.77 |
198.04 |
| S1 |
197.75 |
197.88 |
|