| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
218.26 |
218.29 |
0.03 |
0.0% |
218.40 |
| High |
218.94 |
218.71 |
-0.23 |
-0.1% |
218.94 |
| Low |
217.95 |
217.99 |
0.04 |
0.0% |
217.23 |
| Close |
218.65 |
218.46 |
-0.19 |
-0.1% |
218.46 |
| Range |
0.99 |
0.72 |
-0.27 |
-27.3% |
1.71 |
| ATR |
1.61 |
1.54 |
-0.06 |
-3.9% |
0.00 |
| Volume |
72,504,200 |
61,313,500 |
-11,190,700 |
-15.4% |
282,915,700 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
220.55 |
220.22 |
218.86 |
|
| R3 |
219.83 |
219.50 |
218.66 |
|
| R2 |
219.11 |
219.11 |
218.59 |
|
| R1 |
218.78 |
218.78 |
218.53 |
218.95 |
| PP |
218.39 |
218.39 |
218.39 |
218.47 |
| S1 |
218.06 |
218.06 |
218.39 |
218.23 |
| S2 |
217.67 |
217.67 |
218.33 |
|
| S3 |
216.95 |
217.34 |
218.26 |
|
| S4 |
216.23 |
216.62 |
218.06 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
223.34 |
222.61 |
219.40 |
|
| R3 |
221.63 |
220.90 |
218.93 |
|
| R2 |
219.92 |
219.92 |
218.77 |
|
| R1 |
219.19 |
219.19 |
218.62 |
219.56 |
| PP |
218.21 |
218.21 |
218.21 |
218.39 |
| S1 |
217.48 |
217.48 |
218.30 |
217.85 |
| S2 |
216.50 |
216.50 |
218.15 |
|
| S3 |
214.79 |
215.77 |
217.99 |
|
| S4 |
213.08 |
214.06 |
217.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
218.94 |
217.23 |
1.71 |
0.8% |
0.92 |
0.4% |
72% |
False |
False |
56,583,140 |
| 10 |
218.94 |
214.25 |
4.69 |
2.1% |
1.29 |
0.6% |
90% |
False |
False |
62,099,369 |
| 20 |
218.94 |
214.25 |
4.69 |
2.1% |
1.26 |
0.6% |
90% |
False |
False |
63,869,079 |
| 40 |
218.94 |
198.65 |
20.29 |
9.3% |
1.69 |
0.8% |
98% |
False |
False |
94,605,235 |
| 60 |
218.94 |
198.65 |
20.29 |
9.3% |
1.62 |
0.7% |
98% |
False |
False |
93,021,623 |
| 80 |
218.94 |
198.65 |
20.29 |
9.3% |
1.68 |
0.8% |
98% |
False |
False |
92,232,147 |
| 100 |
218.94 |
198.65 |
20.29 |
9.3% |
1.70 |
0.8% |
98% |
False |
False |
91,469,528 |
| 120 |
218.94 |
189.32 |
29.62 |
13.6% |
1.79 |
0.8% |
98% |
False |
False |
95,715,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
221.77 |
|
2.618 |
220.59 |
|
1.618 |
219.87 |
|
1.000 |
219.43 |
|
0.618 |
219.15 |
|
HIGH |
218.71 |
|
0.618 |
218.43 |
|
0.500 |
218.35 |
|
0.382 |
218.27 |
|
LOW |
217.99 |
|
0.618 |
217.55 |
|
1.000 |
217.27 |
|
1.618 |
216.83 |
|
2.618 |
216.11 |
|
4.250 |
214.93 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
218.42 |
218.34 |
| PP |
218.39 |
218.21 |
| S1 |
218.35 |
218.09 |
|