| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
200.43 |
199.59 |
-0.84 |
-0.4% |
196.80 |
| High |
200.57 |
200.27 |
-0.30 |
-0.1% |
199.76 |
| Low |
199.94 |
199.39 |
-0.55 |
-0.3% |
196.69 |
| Close |
200.25 |
200.14 |
-0.11 |
-0.1% |
199.19 |
| Range |
0.63 |
0.88 |
0.25 |
39.7% |
3.07 |
| ATR |
1.41 |
1.37 |
-0.04 |
-2.7% |
0.00 |
| Volume |
47,873,699 |
58,330,301 |
10,456,602 |
21.8% |
351,218,301 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.57 |
202.24 |
200.62 |
|
| R3 |
201.69 |
201.36 |
200.38 |
|
| R2 |
200.81 |
200.81 |
200.30 |
|
| R1 |
200.48 |
200.48 |
200.22 |
200.65 |
| PP |
199.93 |
199.93 |
199.93 |
200.02 |
| S1 |
199.60 |
199.60 |
200.06 |
199.77 |
| S2 |
199.05 |
199.05 |
199.98 |
|
| S3 |
198.17 |
198.72 |
199.90 |
|
| S4 |
197.29 |
197.84 |
199.66 |
|
|
| 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 |
198.74 |
2.08 |
1.0% |
0.89 |
0.4% |
67% |
False |
False |
58,692,919 |
| 10 |
200.82 |
194.31 |
6.51 |
3.3% |
1.06 |
0.5% |
90% |
False |
False |
70,852,619 |
| 20 |
200.82 |
190.55 |
10.27 |
5.1% |
1.41 |
0.7% |
93% |
False |
False |
88,198,814 |
| 40 |
200.82 |
190.55 |
10.27 |
5.1% |
1.34 |
0.7% |
93% |
False |
False |
87,872,478 |
| 60 |
200.82 |
190.55 |
10.27 |
5.1% |
1.26 |
0.6% |
93% |
False |
False |
85,799,523 |
| 80 |
200.82 |
186.01 |
14.81 |
7.4% |
1.25 |
0.6% |
95% |
False |
False |
84,511,022 |
| 100 |
200.82 |
181.31 |
19.51 |
9.7% |
1.35 |
0.7% |
97% |
False |
False |
89,036,732 |
| 120 |
200.82 |
181.31 |
19.51 |
9.7% |
1.45 |
0.7% |
97% |
False |
False |
94,313,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
204.01 |
|
2.618 |
202.57 |
|
1.618 |
201.69 |
|
1.000 |
201.15 |
|
0.618 |
200.81 |
|
HIGH |
200.27 |
|
0.618 |
199.93 |
|
0.500 |
199.83 |
|
0.382 |
199.73 |
|
LOW |
199.39 |
|
0.618 |
198.85 |
|
1.000 |
198.51 |
|
1.618 |
197.97 |
|
2.618 |
197.09 |
|
4.250 |
195.65 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
200.04 |
200.13 |
| PP |
199.93 |
200.12 |
| S1 |
199.83 |
200.11 |
|