| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
216.96 |
216.41 |
-0.55 |
-0.3% |
215.97 |
| High |
217.22 |
217.30 |
0.08 |
0.0% |
217.37 |
| Low |
215.75 |
216.10 |
0.35 |
0.2% |
215.63 |
| Close |
216.27 |
217.24 |
0.97 |
0.4% |
217.24 |
| Range |
1.47 |
1.20 |
-0.27 |
-18.4% |
1.74 |
| ATR |
1.99 |
1.94 |
-0.06 |
-2.8% |
0.00 |
| Volume |
67,777,200 |
62,787,400 |
-4,989,800 |
-7.4% |
301,795,600 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
220.48 |
220.06 |
217.90 |
|
| R3 |
219.28 |
218.86 |
217.57 |
|
| R2 |
218.08 |
218.08 |
217.46 |
|
| R1 |
217.66 |
217.66 |
217.35 |
217.87 |
| PP |
216.88 |
216.88 |
216.88 |
216.99 |
| S1 |
216.46 |
216.46 |
217.13 |
216.67 |
| S2 |
215.68 |
215.68 |
217.02 |
|
| S3 |
214.48 |
215.26 |
216.91 |
|
| S4 |
213.28 |
214.06 |
216.58 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
221.97 |
221.34 |
218.20 |
|
| R3 |
220.23 |
219.60 |
217.72 |
|
| R2 |
218.49 |
218.49 |
217.56 |
|
| R1 |
217.86 |
217.86 |
217.40 |
218.18 |
| PP |
216.75 |
216.75 |
216.75 |
216.90 |
| S1 |
216.12 |
216.12 |
217.08 |
216.44 |
| S2 |
215.01 |
215.01 |
216.92 |
|
| S3 |
213.27 |
214.38 |
216.76 |
|
| S4 |
211.53 |
212.64 |
216.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
217.37 |
215.63 |
1.74 |
0.8% |
1.07 |
0.5% |
93% |
False |
False |
60,359,120 |
| 10 |
217.37 |
212.95 |
4.42 |
2.0% |
1.21 |
0.6% |
97% |
False |
False |
76,241,500 |
| 20 |
217.37 |
198.65 |
18.72 |
8.6% |
2.00 |
0.9% |
99% |
False |
False |
116,901,260 |
| 40 |
217.37 |
198.65 |
18.72 |
8.6% |
1.75 |
0.8% |
99% |
False |
False |
103,846,215 |
| 60 |
217.37 |
198.65 |
18.72 |
8.6% |
1.80 |
0.8% |
99% |
False |
False |
99,977,987 |
| 80 |
217.37 |
198.65 |
18.72 |
8.6% |
1.78 |
0.8% |
99% |
False |
False |
97,053,218 |
| 100 |
217.37 |
197.25 |
20.12 |
9.3% |
1.79 |
0.8% |
99% |
False |
False |
98,511,791 |
| 120 |
217.37 |
181.09 |
36.28 |
16.7% |
1.97 |
0.9% |
100% |
False |
False |
106,480,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
222.40 |
|
2.618 |
220.44 |
|
1.618 |
219.24 |
|
1.000 |
218.50 |
|
0.618 |
218.04 |
|
HIGH |
217.30 |
|
0.618 |
216.84 |
|
0.500 |
216.70 |
|
0.382 |
216.56 |
|
LOW |
216.10 |
|
0.618 |
215.36 |
|
1.000 |
214.90 |
|
1.618 |
214.16 |
|
2.618 |
212.96 |
|
4.250 |
211.00 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
217.06 |
217.01 |
| PP |
216.88 |
216.79 |
| S1 |
216.70 |
216.56 |
|