| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
218.60 |
218.00 |
-0.60 |
-0.3% |
218.40 |
| High |
218.68 |
218.53 |
-0.15 |
-0.1% |
218.94 |
| Low |
217.96 |
217.02 |
-0.94 |
-0.4% |
217.23 |
| Close |
217.96 |
218.37 |
0.41 |
0.2% |
218.46 |
| Range |
0.72 |
1.51 |
0.79 |
109.7% |
1.71 |
| ATR |
1.48 |
1.48 |
0.00 |
0.1% |
0.00 |
| Volume |
53,213,600 |
75,134,200 |
21,920,600 |
41.2% |
282,915,700 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
222.50 |
221.95 |
219.20 |
|
| R3 |
220.99 |
220.44 |
218.79 |
|
| R2 |
219.48 |
219.48 |
218.65 |
|
| R1 |
218.93 |
218.93 |
218.51 |
219.21 |
| PP |
217.97 |
217.97 |
217.97 |
218.11 |
| S1 |
217.42 |
217.42 |
218.23 |
217.70 |
| S2 |
216.46 |
216.46 |
218.09 |
|
| S3 |
214.95 |
215.91 |
217.95 |
|
| S4 |
213.44 |
214.40 |
217.54 |
|
|
| 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 |
217.02 |
2.48 |
1.1% |
0.91 |
0.4% |
54% |
False |
True |
62,395,780 |
| 10 |
219.50 |
214.25 |
5.25 |
2.4% |
1.12 |
0.5% |
78% |
False |
False |
57,955,449 |
| 20 |
219.50 |
214.25 |
5.25 |
2.4% |
1.27 |
0.6% |
78% |
False |
False |
64,215,589 |
| 40 |
219.50 |
198.65 |
20.85 |
9.5% |
1.65 |
0.8% |
95% |
False |
False |
92,251,605 |
| 60 |
219.50 |
198.65 |
20.85 |
9.5% |
1.61 |
0.7% |
95% |
False |
False |
91,339,254 |
| 80 |
219.50 |
198.65 |
20.85 |
9.5% |
1.67 |
0.8% |
95% |
False |
False |
91,320,249 |
| 100 |
219.50 |
198.65 |
20.85 |
9.5% |
1.69 |
0.8% |
95% |
False |
False |
90,972,927 |
| 120 |
219.50 |
193.33 |
26.17 |
12.0% |
1.74 |
0.8% |
96% |
False |
False |
93,938,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
224.95 |
|
2.618 |
222.48 |
|
1.618 |
220.97 |
|
1.000 |
220.04 |
|
0.618 |
219.46 |
|
HIGH |
218.53 |
|
0.618 |
217.95 |
|
0.500 |
217.78 |
|
0.382 |
217.60 |
|
LOW |
217.02 |
|
0.618 |
216.09 |
|
1.000 |
215.51 |
|
1.618 |
214.58 |
|
2.618 |
213.07 |
|
4.250 |
210.60 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
218.17 |
218.33 |
| PP |
217.97 |
218.30 |
| S1 |
217.78 |
218.26 |
|