| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
216.78 |
215.97 |
-0.81 |
-0.4% |
213.19 |
| High |
217.01 |
216.60 |
-0.41 |
-0.2% |
217.01 |
| Low |
215.31 |
215.67 |
0.36 |
0.2% |
212.95 |
| Close |
215.83 |
216.41 |
0.58 |
0.3% |
215.83 |
| Range |
1.70 |
0.93 |
-0.77 |
-45.3% |
4.06 |
| ATR |
2.30 |
2.20 |
-0.10 |
-4.3% |
0.00 |
| Volume |
107,155,000 |
58,725,900 |
-48,429,100 |
-45.2% |
460,619,400 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.02 |
218.64 |
216.92 |
|
| R3 |
218.09 |
217.71 |
216.67 |
|
| R2 |
217.16 |
217.16 |
216.58 |
|
| R1 |
216.78 |
216.78 |
216.50 |
216.97 |
| PP |
216.23 |
216.23 |
216.23 |
216.32 |
| S1 |
215.85 |
215.85 |
216.32 |
216.04 |
| S2 |
215.30 |
215.30 |
216.24 |
|
| S3 |
214.37 |
214.92 |
216.15 |
|
| S4 |
213.44 |
213.99 |
215.90 |
|
|
| 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 |
213.43 |
3.58 |
1.7% |
1.32 |
0.6% |
83% |
False |
False |
89,142,279 |
| 10 |
217.01 |
207.06 |
9.95 |
4.6% |
1.60 |
0.7% |
94% |
False |
False |
94,473,499 |
| 20 |
217.01 |
198.65 |
18.36 |
8.5% |
2.09 |
1.0% |
97% |
False |
False |
122,424,920 |
| 40 |
217.01 |
198.65 |
18.36 |
8.5% |
1.79 |
0.8% |
97% |
False |
False |
106,180,280 |
| 60 |
217.01 |
198.65 |
18.36 |
8.5% |
1.82 |
0.8% |
97% |
False |
False |
101,237,019 |
| 80 |
217.01 |
198.65 |
18.36 |
8.5% |
1.81 |
0.8% |
97% |
False |
False |
98,090,559 |
| 100 |
217.01 |
192.83 |
24.18 |
11.2% |
1.86 |
0.9% |
98% |
False |
False |
101,163,889 |
| 120 |
217.01 |
181.09 |
35.92 |
16.6% |
2.05 |
0.9% |
98% |
False |
False |
110,088,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
220.55 |
|
2.618 |
219.03 |
|
1.618 |
218.10 |
|
1.000 |
217.53 |
|
0.618 |
217.17 |
|
HIGH |
216.60 |
|
0.618 |
216.24 |
|
0.500 |
216.14 |
|
0.382 |
216.03 |
|
LOW |
215.67 |
|
0.618 |
215.10 |
|
1.000 |
214.74 |
|
1.618 |
214.17 |
|
2.618 |
213.24 |
|
4.250 |
211.72 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
216.32 |
216.33 |
| PP |
216.23 |
216.24 |
| S1 |
216.14 |
216.16 |
|