| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
199.09 |
199.34 |
0.25 |
0.1% |
196.80 |
| High |
199.76 |
199.69 |
-0.07 |
0.0% |
199.76 |
| Low |
198.93 |
198.74 |
-0.19 |
-0.1% |
196.69 |
| Close |
199.50 |
199.19 |
-0.31 |
-0.2% |
199.19 |
| Range |
0.83 |
0.95 |
0.12 |
14.5% |
3.07 |
| ATR |
1.59 |
1.54 |
-0.05 |
-2.9% |
0.00 |
| Volume |
67,790,602 |
76,107,297 |
8,316,695 |
12.3% |
351,218,301 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.06 |
201.57 |
199.71 |
|
| R3 |
201.11 |
200.62 |
199.45 |
|
| R2 |
200.16 |
200.16 |
199.36 |
|
| R1 |
199.67 |
199.67 |
199.28 |
199.44 |
| PP |
199.21 |
199.21 |
199.21 |
199.09 |
| S1 |
198.72 |
198.72 |
199.10 |
198.49 |
| S2 |
198.26 |
198.26 |
199.02 |
|
| S3 |
197.31 |
197.77 |
198.93 |
|
| S4 |
196.36 |
196.82 |
198.67 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
207.76 |
206.54 |
200.88 |
|
| R3 |
204.69 |
203.47 |
200.03 |
|
| R2 |
201.62 |
201.62 |
199.75 |
|
| R1 |
200.40 |
200.40 |
199.47 |
201.01 |
| PP |
198.55 |
198.55 |
198.55 |
198.85 |
| S1 |
197.33 |
197.33 |
198.91 |
197.94 |
| S2 |
195.48 |
195.48 |
198.63 |
|
| S3 |
192.41 |
194.26 |
198.35 |
|
| S4 |
189.34 |
191.19 |
197.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
199.76 |
196.69 |
3.07 |
1.5% |
0.94 |
0.5% |
81% |
False |
False |
70,243,660 |
| 10 |
199.76 |
192.94 |
6.82 |
3.4% |
1.11 |
0.6% |
92% |
False |
False |
76,576,139 |
| 20 |
199.76 |
190.55 |
9.21 |
4.6% |
1.61 |
0.8% |
94% |
False |
False |
99,202,290 |
| 40 |
199.76 |
190.55 |
9.21 |
4.6% |
1.35 |
0.7% |
94% |
False |
False |
89,561,113 |
| 60 |
199.76 |
190.55 |
9.21 |
4.6% |
1.26 |
0.6% |
94% |
False |
False |
86,536,023 |
| 80 |
199.76 |
186.01 |
13.75 |
6.9% |
1.28 |
0.6% |
96% |
False |
False |
86,200,026 |
| 100 |
199.76 |
181.31 |
18.45 |
9.3% |
1.39 |
0.7% |
97% |
False |
False |
91,527,084 |
| 120 |
199.76 |
181.31 |
18.45 |
9.3% |
1.45 |
0.7% |
97% |
False |
False |
95,505,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
203.73 |
|
2.618 |
202.18 |
|
1.618 |
201.23 |
|
1.000 |
200.64 |
|
0.618 |
200.28 |
|
HIGH |
199.69 |
|
0.618 |
199.33 |
|
0.500 |
199.22 |
|
0.382 |
199.10 |
|
LOW |
198.74 |
|
0.618 |
198.15 |
|
1.000 |
197.79 |
|
1.618 |
197.20 |
|
2.618 |
196.25 |
|
4.250 |
194.70 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
199.22 |
199.10 |
| PP |
199.21 |
199.01 |
| S1 |
199.20 |
198.92 |
|