| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
200.14 |
200.33 |
0.19 |
0.1% |
196.80 |
| High |
200.59 |
200.82 |
0.23 |
0.1% |
199.76 |
| Low |
199.15 |
200.28 |
1.13 |
0.6% |
196.69 |
| Close |
200.20 |
200.33 |
0.13 |
0.1% |
199.19 |
| Range |
1.44 |
0.54 |
-0.90 |
-62.5% |
3.07 |
| ATR |
1.53 |
1.47 |
-0.07 |
-4.3% |
0.00 |
| Volume |
63,855,000 |
47,298,301 |
-16,556,699 |
-25.9% |
351,218,301 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.10 |
201.75 |
200.63 |
|
| R3 |
201.56 |
201.21 |
200.48 |
|
| R2 |
201.02 |
201.02 |
200.43 |
|
| R1 |
200.67 |
200.67 |
200.38 |
200.60 |
| PP |
200.48 |
200.48 |
200.48 |
200.44 |
| S1 |
200.13 |
200.13 |
200.28 |
200.06 |
| S2 |
199.94 |
199.94 |
200.23 |
|
| S3 |
199.40 |
199.59 |
200.18 |
|
| S4 |
198.86 |
199.05 |
200.03 |
|
|
| 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 |
200.82 |
198.08 |
2.74 |
1.4% |
0.97 |
0.5% |
82% |
True |
False |
65,562,519 |
| 10 |
200.82 |
193.96 |
6.86 |
3.4% |
1.09 |
0.5% |
93% |
True |
False |
72,873,949 |
| 20 |
200.82 |
190.55 |
10.27 |
5.1% |
1.56 |
0.8% |
95% |
True |
False |
97,273,704 |
| 40 |
200.82 |
190.55 |
10.27 |
5.1% |
1.36 |
0.7% |
95% |
True |
False |
88,791,000 |
| 60 |
200.82 |
190.55 |
10.27 |
5.1% |
1.27 |
0.6% |
95% |
True |
False |
86,039,058 |
| 80 |
200.82 |
186.01 |
14.81 |
7.4% |
1.28 |
0.6% |
97% |
True |
False |
85,200,184 |
| 100 |
200.82 |
181.31 |
19.51 |
9.7% |
1.39 |
0.7% |
97% |
True |
False |
91,076,526 |
| 120 |
200.82 |
181.31 |
19.51 |
9.7% |
1.46 |
0.7% |
97% |
True |
False |
95,007,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
203.12 |
|
2.618 |
202.23 |
|
1.618 |
201.69 |
|
1.000 |
201.36 |
|
0.618 |
201.15 |
|
HIGH |
200.82 |
|
0.618 |
200.61 |
|
0.500 |
200.55 |
|
0.382 |
200.49 |
|
LOW |
200.28 |
|
0.618 |
199.95 |
|
1.000 |
199.74 |
|
1.618 |
199.41 |
|
2.618 |
198.87 |
|
4.250 |
197.99 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
200.55 |
200.15 |
| PP |
200.48 |
199.96 |
| S1 |
200.40 |
199.78 |
|