| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
218.70 |
218.84 |
0.14 |
0.1% |
217.44 |
| High |
219.12 |
219.22 |
0.10 |
0.0% |
218.87 |
| Low |
217.86 |
218.30 |
0.44 |
0.2% |
216.03 |
| Close |
219.03 |
219.01 |
-0.02 |
0.0% |
218.37 |
| Range |
1.26 |
0.92 |
-0.34 |
-27.0% |
2.84 |
| ATR |
1.45 |
1.41 |
-0.04 |
-2.6% |
0.00 |
| Volume |
56,702,000 |
76,554,800 |
19,852,800 |
35.0% |
391,023,996 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
221.60 |
221.23 |
219.52 |
|
| R3 |
220.68 |
220.31 |
219.26 |
|
| R2 |
219.76 |
219.76 |
219.18 |
|
| R1 |
219.39 |
219.39 |
219.09 |
219.58 |
| PP |
218.84 |
218.84 |
218.84 |
218.94 |
| S1 |
218.47 |
218.47 |
218.93 |
218.66 |
| S2 |
217.92 |
217.92 |
218.84 |
|
| S3 |
217.00 |
217.55 |
218.76 |
|
| S4 |
216.08 |
216.63 |
218.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
226.28 |
225.16 |
219.93 |
|
| R3 |
223.44 |
222.32 |
219.15 |
|
| R2 |
220.60 |
220.60 |
218.89 |
|
| R1 |
219.48 |
219.48 |
218.63 |
220.04 |
| PP |
217.76 |
217.76 |
217.76 |
218.04 |
| S1 |
216.64 |
216.64 |
218.11 |
217.20 |
| S2 |
214.92 |
214.92 |
217.85 |
|
| S3 |
212.08 |
213.80 |
217.59 |
|
| S4 |
209.24 |
210.96 |
216.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
219.22 |
216.03 |
3.19 |
1.5% |
1.27 |
0.6% |
93% |
True |
False |
79,132,840 |
| 10 |
219.22 |
216.03 |
3.19 |
1.5% |
1.42 |
0.7% |
93% |
True |
False |
78,774,070 |
| 20 |
219.60 |
216.03 |
3.57 |
1.6% |
1.17 |
0.5% |
83% |
False |
False |
70,042,969 |
| 40 |
219.60 |
214.25 |
5.35 |
2.4% |
1.24 |
0.6% |
89% |
False |
False |
69,304,832 |
| 60 |
219.60 |
198.65 |
20.95 |
9.6% |
1.58 |
0.7% |
97% |
False |
False |
89,617,131 |
| 80 |
219.60 |
198.65 |
20.95 |
9.6% |
1.57 |
0.7% |
97% |
False |
False |
88,828,802 |
| 100 |
219.60 |
198.65 |
20.95 |
9.6% |
1.60 |
0.7% |
97% |
False |
False |
88,396,206 |
| 120 |
219.60 |
198.65 |
20.95 |
9.6% |
1.62 |
0.7% |
97% |
False |
False |
88,873,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
223.13 |
|
2.618 |
221.63 |
|
1.618 |
220.71 |
|
1.000 |
220.14 |
|
0.618 |
219.79 |
|
HIGH |
219.22 |
|
0.618 |
218.87 |
|
0.500 |
218.76 |
|
0.382 |
218.65 |
|
LOW |
218.30 |
|
0.618 |
217.73 |
|
1.000 |
217.38 |
|
1.618 |
216.81 |
|
2.618 |
215.89 |
|
4.250 |
214.39 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
218.93 |
218.83 |
| PP |
218.84 |
218.64 |
| S1 |
218.76 |
218.46 |
|