| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
218.29 |
218.89 |
0.60 |
0.3% |
218.40 |
| High |
218.71 |
219.50 |
0.79 |
0.4% |
218.94 |
| Low |
217.99 |
218.88 |
0.89 |
0.4% |
217.23 |
| Close |
218.46 |
219.09 |
0.63 |
0.3% |
218.46 |
| Range |
0.72 |
0.62 |
-0.10 |
-13.9% |
1.71 |
| ATR |
1.54 |
1.51 |
-0.04 |
-2.3% |
0.00 |
| Volume |
61,313,500 |
49,813,400 |
-11,500,100 |
-18.8% |
282,915,700 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
221.02 |
220.67 |
219.43 |
|
| R3 |
220.40 |
220.05 |
219.26 |
|
| R2 |
219.78 |
219.78 |
219.20 |
|
| R1 |
219.43 |
219.43 |
219.15 |
219.61 |
| PP |
219.16 |
219.16 |
219.16 |
219.24 |
| S1 |
218.81 |
218.81 |
219.03 |
218.99 |
| S2 |
218.54 |
218.54 |
218.98 |
|
| S3 |
217.92 |
218.19 |
218.92 |
|
| S4 |
217.30 |
217.57 |
218.75 |
|
|
| 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 |
219.50 |
217.23 |
2.27 |
1.0% |
0.89 |
0.4% |
82% |
True |
False |
58,564,540 |
| 10 |
219.50 |
214.25 |
5.25 |
2.4% |
1.23 |
0.6% |
92% |
True |
False |
59,749,569 |
| 20 |
219.50 |
214.25 |
5.25 |
2.4% |
1.24 |
0.6% |
92% |
True |
False |
63,423,454 |
| 40 |
219.50 |
198.65 |
20.85 |
9.5% |
1.67 |
0.8% |
98% |
True |
False |
92,924,187 |
| 60 |
219.50 |
198.65 |
20.85 |
9.5% |
1.61 |
0.7% |
98% |
True |
False |
91,928,005 |
| 80 |
219.50 |
198.65 |
20.85 |
9.5% |
1.67 |
0.8% |
98% |
True |
False |
91,783,628 |
| 100 |
219.50 |
198.65 |
20.85 |
9.5% |
1.70 |
0.8% |
98% |
True |
False |
91,157,138 |
| 120 |
219.50 |
192.83 |
26.67 |
12.2% |
1.76 |
0.8% |
98% |
True |
False |
94,873,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
222.14 |
|
2.618 |
221.12 |
|
1.618 |
220.50 |
|
1.000 |
220.12 |
|
0.618 |
219.88 |
|
HIGH |
219.50 |
|
0.618 |
219.26 |
|
0.500 |
219.19 |
|
0.382 |
219.12 |
|
LOW |
218.88 |
|
0.618 |
218.50 |
|
1.000 |
218.26 |
|
1.618 |
217.88 |
|
2.618 |
217.26 |
|
4.250 |
216.25 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
219.19 |
218.97 |
| PP |
219.16 |
218.85 |
| S1 |
219.12 |
218.73 |
|