| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
214.53 |
215.44 |
0.91 |
0.4% |
208.95 |
| High |
215.30 |
215.45 |
0.15 |
0.1% |
212.94 |
| Low |
213.43 |
214.35 |
0.92 |
0.4% |
207.06 |
| Close |
214.95 |
214.92 |
-0.03 |
0.0% |
212.65 |
| Range |
1.87 |
1.10 |
-0.77 |
-41.2% |
5.88 |
| ATR |
2.49 |
2.39 |
-0.10 |
-4.0% |
0.00 |
| Volume |
101,275,600 |
87,324,096 |
-13,951,504 |
-13.8% |
425,389,696 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
218.21 |
217.66 |
215.53 |
|
| R3 |
217.11 |
216.56 |
215.22 |
|
| R2 |
216.01 |
216.01 |
215.12 |
|
| R1 |
215.46 |
215.46 |
215.02 |
215.19 |
| PP |
214.91 |
214.91 |
214.91 |
214.77 |
| S1 |
214.36 |
214.36 |
214.82 |
214.09 |
| S2 |
213.81 |
213.81 |
214.72 |
|
| S3 |
212.71 |
213.26 |
214.62 |
|
| S4 |
211.61 |
212.16 |
214.32 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
228.52 |
226.47 |
215.88 |
|
| R3 |
222.64 |
220.59 |
214.27 |
|
| R2 |
216.76 |
216.76 |
213.73 |
|
| R1 |
214.71 |
214.71 |
213.19 |
215.74 |
| PP |
210.88 |
210.88 |
210.88 |
211.40 |
| S1 |
208.83 |
208.83 |
212.11 |
209.86 |
| S2 |
205.00 |
205.00 |
211.57 |
|
| S3 |
199.12 |
202.95 |
211.03 |
|
| S4 |
193.24 |
197.07 |
209.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
215.45 |
208.63 |
6.82 |
3.2% |
1.65 |
0.8% |
92% |
True |
False |
96,359,659 |
| 10 |
215.45 |
204.72 |
10.73 |
5.0% |
1.88 |
0.9% |
95% |
True |
False |
109,602,920 |
| 20 |
215.45 |
198.65 |
16.80 |
7.8% |
2.22 |
1.0% |
97% |
True |
False |
128,354,974 |
| 40 |
215.45 |
198.65 |
16.80 |
7.8% |
1.87 |
0.9% |
97% |
True |
False |
108,598,704 |
| 60 |
215.45 |
198.65 |
16.80 |
7.8% |
1.83 |
0.9% |
97% |
True |
False |
101,203,676 |
| 80 |
215.45 |
198.65 |
16.80 |
7.8% |
1.82 |
0.8% |
97% |
True |
False |
98,019,799 |
| 100 |
215.45 |
189.32 |
26.13 |
12.2% |
1.90 |
0.9% |
98% |
True |
False |
102,251,848 |
| 120 |
215.45 |
181.09 |
34.36 |
16.0% |
2.08 |
1.0% |
98% |
True |
False |
111,610,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
220.13 |
|
2.618 |
218.33 |
|
1.618 |
217.23 |
|
1.000 |
216.55 |
|
0.618 |
216.13 |
|
HIGH |
215.45 |
|
0.618 |
215.03 |
|
0.500 |
214.90 |
|
0.382 |
214.77 |
|
LOW |
214.35 |
|
0.618 |
213.67 |
|
1.000 |
213.25 |
|
1.618 |
212.57 |
|
2.618 |
211.47 |
|
4.250 |
209.68 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
214.91 |
214.68 |
| PP |
214.91 |
214.44 |
| S1 |
214.90 |
214.20 |
|