| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
211.53 |
210.30 |
-1.23 |
-0.6% |
212.75 |
| High |
211.65 |
210.37 |
-1.28 |
-0.6% |
213.18 |
| Low |
209.75 |
207.60 |
-2.15 |
-1.0% |
207.60 |
| Close |
210.18 |
208.00 |
-2.18 |
-1.0% |
208.00 |
| Range |
1.90 |
2.77 |
0.87 |
45.8% |
5.58 |
| ATR |
1.86 |
1.93 |
0.06 |
3.5% |
0.00 |
| Volume |
90,509,109 |
117,754,898 |
27,245,789 |
30.1% |
445,343,718 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.97 |
215.25 |
209.52 |
|
| R3 |
214.20 |
212.48 |
208.76 |
|
| R2 |
211.43 |
211.43 |
208.51 |
|
| R1 |
209.71 |
209.71 |
208.25 |
209.19 |
| PP |
208.66 |
208.66 |
208.66 |
208.39 |
| S1 |
206.94 |
206.94 |
207.75 |
206.42 |
| S2 |
205.89 |
205.89 |
207.49 |
|
| S3 |
203.12 |
204.17 |
207.24 |
|
| S4 |
200.35 |
201.40 |
206.48 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
226.33 |
222.75 |
211.07 |
|
| R3 |
220.75 |
217.17 |
209.53 |
|
| R2 |
215.17 |
215.17 |
209.02 |
|
| R1 |
211.59 |
211.59 |
208.51 |
210.59 |
| PP |
209.59 |
209.59 |
209.59 |
209.10 |
| S1 |
206.01 |
206.01 |
207.49 |
205.01 |
| S2 |
204.01 |
204.01 |
206.98 |
|
| S3 |
198.43 |
200.43 |
206.47 |
|
| S4 |
192.85 |
194.85 |
204.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
213.18 |
207.60 |
5.58 |
2.7% |
1.57 |
0.8% |
7% |
False |
True |
89,068,743 |
| 10 |
213.18 |
207.60 |
5.58 |
2.7% |
1.29 |
0.6% |
7% |
False |
True |
92,674,991 |
| 20 |
213.18 |
204.11 |
9.07 |
4.4% |
1.91 |
0.9% |
43% |
False |
False |
119,310,494 |
| 40 |
213.34 |
204.11 |
9.23 |
4.4% |
1.76 |
0.8% |
42% |
False |
False |
113,959,068 |
| 60 |
213.78 |
204.11 |
9.67 |
4.6% |
1.71 |
0.8% |
40% |
False |
False |
108,121,114 |
| 80 |
213.78 |
204.11 |
9.67 |
4.6% |
1.70 |
0.8% |
40% |
False |
False |
104,533,069 |
| 100 |
213.78 |
204.11 |
9.67 |
4.6% |
1.76 |
0.8% |
40% |
False |
False |
109,147,504 |
| 120 |
213.78 |
202.55 |
11.23 |
5.4% |
1.73 |
0.8% |
49% |
False |
False |
107,092,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
222.14 |
|
2.618 |
217.62 |
|
1.618 |
214.85 |
|
1.000 |
213.14 |
|
0.618 |
212.08 |
|
HIGH |
210.37 |
|
0.618 |
209.31 |
|
0.500 |
208.99 |
|
0.382 |
208.66 |
|
LOW |
207.60 |
|
0.618 |
205.89 |
|
1.000 |
204.83 |
|
1.618 |
203.12 |
|
2.618 |
200.35 |
|
4.250 |
195.83 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
208.99 |
209.69 |
| PP |
208.66 |
209.12 |
| S1 |
208.33 |
208.56 |
|