| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
216.40 |
216.78 |
0.38 |
0.2% |
213.19 |
| High |
216.67 |
217.01 |
0.34 |
0.2% |
217.01 |
| Low |
215.66 |
215.31 |
-0.35 |
-0.2% |
212.95 |
| Close |
216.12 |
215.83 |
-0.29 |
-0.1% |
215.83 |
| Range |
1.01 |
1.70 |
0.69 |
68.3% |
4.06 |
| ATR |
2.34 |
2.30 |
-0.05 |
-2.0% |
0.00 |
| Volume |
91,230,800 |
107,155,000 |
15,924,200 |
17.5% |
460,619,400 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
221.15 |
220.19 |
216.77 |
|
| R3 |
219.45 |
218.49 |
216.30 |
|
| R2 |
217.75 |
217.75 |
216.14 |
|
| R1 |
216.79 |
216.79 |
215.99 |
216.42 |
| PP |
216.05 |
216.05 |
216.05 |
215.87 |
| S1 |
215.09 |
215.09 |
215.67 |
214.72 |
| S2 |
214.35 |
214.35 |
215.52 |
|
| S3 |
212.65 |
213.39 |
215.36 |
|
| S4 |
210.95 |
211.69 |
214.90 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
227.44 |
225.70 |
218.06 |
|
| R3 |
223.38 |
221.64 |
216.95 |
|
| R2 |
219.32 |
219.32 |
216.57 |
|
| R1 |
217.58 |
217.58 |
216.20 |
218.45 |
| PP |
215.26 |
215.26 |
215.26 |
215.70 |
| S1 |
213.52 |
213.52 |
215.46 |
214.39 |
| S2 |
211.20 |
211.20 |
215.09 |
|
| S3 |
207.14 |
209.46 |
214.71 |
|
| S4 |
203.08 |
205.40 |
213.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
217.01 |
212.95 |
4.06 |
1.9% |
1.36 |
0.6% |
71% |
True |
False |
92,123,880 |
| 10 |
217.01 |
207.06 |
9.95 |
4.6% |
1.63 |
0.8% |
88% |
True |
False |
99,206,439 |
| 20 |
217.01 |
198.65 |
18.36 |
8.5% |
2.11 |
1.0% |
94% |
True |
False |
125,341,390 |
| 40 |
217.01 |
198.65 |
18.36 |
8.5% |
1.81 |
0.8% |
94% |
True |
False |
107,597,895 |
| 60 |
217.01 |
198.65 |
18.36 |
8.5% |
1.83 |
0.8% |
94% |
True |
False |
101,686,502 |
| 80 |
217.01 |
198.65 |
18.36 |
8.5% |
1.81 |
0.8% |
94% |
True |
False |
98,369,640 |
| 100 |
217.01 |
189.32 |
27.69 |
12.8% |
1.90 |
0.9% |
96% |
True |
False |
102,084,751 |
| 120 |
217.01 |
181.09 |
35.92 |
16.6% |
2.06 |
1.0% |
97% |
True |
False |
110,774,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
224.24 |
|
2.618 |
221.46 |
|
1.618 |
219.76 |
|
1.000 |
218.71 |
|
0.618 |
218.06 |
|
HIGH |
217.01 |
|
0.618 |
216.36 |
|
0.500 |
216.16 |
|
0.382 |
215.96 |
|
LOW |
215.31 |
|
0.618 |
214.26 |
|
1.000 |
213.61 |
|
1.618 |
212.56 |
|
2.618 |
210.86 |
|
4.250 |
208.09 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
216.16 |
215.78 |
| PP |
216.05 |
215.73 |
| S1 |
215.94 |
215.68 |
|