| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
209.28 |
208.97 |
-0.31 |
-0.1% |
210.46 |
| High |
210.67 |
209.47 |
-1.20 |
-0.6% |
211.31 |
| Low |
209.28 |
207.76 |
-1.52 |
-0.7% |
206.87 |
| Close |
210.57 |
208.67 |
-1.90 |
-0.9% |
207.95 |
| Range |
1.39 |
1.71 |
0.32 |
23.0% |
4.44 |
| ATR |
1.95 |
2.01 |
0.06 |
3.2% |
0.00 |
| Volume |
80,270,602 |
126,081,297 |
45,810,695 |
57.1% |
515,461,805 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
213.76 |
212.93 |
209.61 |
|
| R3 |
212.05 |
211.22 |
209.14 |
|
| R2 |
210.34 |
210.34 |
208.98 |
|
| R1 |
209.51 |
209.51 |
208.83 |
209.07 |
| PP |
208.63 |
208.63 |
208.63 |
208.42 |
| S1 |
207.80 |
207.80 |
208.51 |
207.36 |
| S2 |
206.92 |
206.92 |
208.36 |
|
| S3 |
205.21 |
206.09 |
208.20 |
|
| S4 |
203.50 |
204.38 |
207.73 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
222.03 |
219.43 |
210.39 |
|
| R3 |
217.59 |
214.99 |
209.17 |
|
| R2 |
213.15 |
213.15 |
208.76 |
|
| R1 |
210.55 |
210.55 |
208.36 |
209.63 |
| PP |
208.71 |
208.71 |
208.71 |
208.25 |
| S1 |
206.11 |
206.11 |
207.54 |
205.19 |
| S2 |
204.27 |
204.27 |
207.14 |
|
| S3 |
199.83 |
201.67 |
206.73 |
|
| S4 |
195.39 |
197.23 |
205.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
211.31 |
206.87 |
4.44 |
2.1% |
1.78 |
0.9% |
41% |
False |
False |
105,205,461 |
| 10 |
211.45 |
206.87 |
4.58 |
2.2% |
1.69 |
0.8% |
39% |
False |
False |
102,217,600 |
| 20 |
213.18 |
206.26 |
6.92 |
3.3% |
1.57 |
0.8% |
35% |
False |
False |
100,852,636 |
| 40 |
213.34 |
204.11 |
9.23 |
4.4% |
1.79 |
0.9% |
49% |
False |
False |
112,531,059 |
| 60 |
213.78 |
204.11 |
9.67 |
4.6% |
1.70 |
0.8% |
47% |
False |
False |
107,911,019 |
| 80 |
213.78 |
204.11 |
9.67 |
4.6% |
1.71 |
0.8% |
47% |
False |
False |
105,802,275 |
| 100 |
213.78 |
204.11 |
9.67 |
4.6% |
1.72 |
0.8% |
47% |
False |
False |
106,225,088 |
| 120 |
213.78 |
204.11 |
9.67 |
4.6% |
1.73 |
0.8% |
47% |
False |
False |
107,768,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
216.74 |
|
2.618 |
213.95 |
|
1.618 |
212.24 |
|
1.000 |
211.18 |
|
0.618 |
210.53 |
|
HIGH |
209.47 |
|
0.618 |
208.82 |
|
0.500 |
208.62 |
|
0.382 |
208.41 |
|
LOW |
207.76 |
|
0.618 |
206.70 |
|
1.000 |
206.05 |
|
1.618 |
204.99 |
|
2.618 |
203.28 |
|
4.250 |
200.49 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
208.65 |
208.77 |
| PP |
208.63 |
208.74 |
| S1 |
208.62 |
208.70 |
|