| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
200.17 |
200.92 |
0.75 |
0.4% |
200.97 |
| High |
201.19 |
201.21 |
0.02 |
0.0% |
201.58 |
| Low |
199.41 |
200.00 |
0.59 |
0.3% |
199.41 |
| Close |
201.11 |
200.59 |
-0.52 |
-0.3% |
201.11 |
| Range |
1.78 |
1.21 |
-0.57 |
-32.0% |
2.17 |
| ATR |
1.39 |
1.38 |
-0.01 |
-0.9% |
0.00 |
| Volume |
102,176,797 |
64,145,699 |
-38,031,098 |
-37.2% |
317,300,589 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
204.23 |
203.62 |
201.26 |
|
| R3 |
203.02 |
202.41 |
200.92 |
|
| R2 |
201.81 |
201.81 |
200.81 |
|
| R1 |
201.20 |
201.20 |
200.70 |
200.90 |
| PP |
200.60 |
200.60 |
200.60 |
200.45 |
| S1 |
199.99 |
199.99 |
200.48 |
199.69 |
| S2 |
199.39 |
199.39 |
200.37 |
|
| S3 |
198.18 |
198.78 |
200.26 |
|
| S4 |
196.97 |
197.57 |
199.92 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
207.21 |
206.33 |
202.30 |
|
| R3 |
205.04 |
204.16 |
201.71 |
|
| R2 |
202.87 |
202.87 |
201.51 |
|
| R1 |
201.99 |
201.99 |
201.31 |
202.43 |
| PP |
200.70 |
200.70 |
200.70 |
200.92 |
| S1 |
199.82 |
199.82 |
200.91 |
200.26 |
| S2 |
198.53 |
198.53 |
200.71 |
|
| S3 |
196.36 |
197.65 |
200.51 |
|
| S4 |
194.19 |
195.48 |
199.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
201.58 |
199.41 |
2.17 |
1.1% |
1.45 |
0.7% |
54% |
False |
False |
76,289,257 |
| 10 |
201.58 |
199.15 |
2.43 |
1.2% |
1.16 |
0.6% |
59% |
False |
False |
66,471,008 |
| 20 |
201.58 |
192.94 |
8.64 |
4.3% |
1.14 |
0.6% |
89% |
False |
False |
71,523,574 |
| 40 |
201.58 |
190.55 |
11.03 |
5.5% |
1.38 |
0.7% |
91% |
False |
False |
87,579,953 |
| 60 |
201.58 |
190.55 |
11.03 |
5.5% |
1.29 |
0.6% |
91% |
False |
False |
85,452,578 |
| 80 |
201.58 |
186.48 |
15.10 |
7.5% |
1.25 |
0.6% |
93% |
False |
False |
83,733,468 |
| 100 |
201.58 |
184.65 |
16.93 |
8.4% |
1.28 |
0.6% |
94% |
False |
False |
85,084,285 |
| 120 |
201.58 |
181.31 |
20.27 |
10.1% |
1.42 |
0.7% |
95% |
False |
False |
92,100,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
206.35 |
|
2.618 |
204.38 |
|
1.618 |
203.17 |
|
1.000 |
202.42 |
|
0.618 |
201.96 |
|
HIGH |
201.21 |
|
0.618 |
200.75 |
|
0.500 |
200.61 |
|
0.382 |
200.46 |
|
LOW |
200.00 |
|
0.618 |
199.25 |
|
1.000 |
198.79 |
|
1.618 |
198.04 |
|
2.618 |
196.83 |
|
4.250 |
194.86 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
200.61 |
200.56 |
| PP |
200.60 |
200.53 |
| S1 |
200.60 |
200.50 |
|