| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
214.24 |
217.00 |
2.76 |
1.3% |
212.39 |
| High |
216.03 |
217.53 |
1.50 |
0.7% |
216.81 |
| Low |
213.44 |
216.71 |
3.27 |
1.5% |
212.31 |
| Close |
215.82 |
217.18 |
1.36 |
0.6% |
213.37 |
| Range |
2.59 |
0.82 |
-1.77 |
-68.3% |
4.50 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.3% |
0.00 |
| Volume |
110,238,304 |
76,640,496 |
-33,597,808 |
-30.5% |
785,921,696 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.60 |
219.21 |
217.63 |
|
| R3 |
218.78 |
218.39 |
217.41 |
|
| R2 |
217.96 |
217.96 |
217.33 |
|
| R1 |
217.57 |
217.57 |
217.26 |
217.77 |
| PP |
217.14 |
217.14 |
217.14 |
217.24 |
| S1 |
216.75 |
216.75 |
217.10 |
216.95 |
| S2 |
216.32 |
216.32 |
217.03 |
|
| S3 |
215.50 |
215.93 |
216.95 |
|
| S4 |
214.68 |
215.11 |
216.73 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
227.66 |
225.02 |
215.85 |
|
| R3 |
223.16 |
220.52 |
214.61 |
|
| R2 |
218.66 |
218.66 |
214.20 |
|
| R1 |
216.02 |
216.02 |
213.78 |
217.34 |
| PP |
214.16 |
214.16 |
214.16 |
214.83 |
| S1 |
211.52 |
211.52 |
212.96 |
212.84 |
| S2 |
209.66 |
209.66 |
212.55 |
|
| S3 |
205.16 |
207.02 |
212.13 |
|
| S4 |
200.66 |
202.52 |
210.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
217.53 |
212.57 |
4.96 |
2.3% |
1.52 |
0.7% |
93% |
True |
False |
98,388,323 |
| 10 |
217.53 |
212.31 |
5.22 |
2.4% |
2.37 |
1.1% |
93% |
True |
False |
134,422,769 |
| 20 |
219.22 |
212.31 |
6.91 |
3.2% |
1.86 |
0.9% |
70% |
False |
False |
106,717,115 |
| 40 |
219.60 |
212.31 |
7.29 |
3.4% |
1.52 |
0.7% |
67% |
False |
False |
84,824,524 |
| 60 |
219.60 |
204.72 |
14.88 |
6.9% |
1.53 |
0.7% |
84% |
False |
False |
86,653,814 |
| 80 |
219.60 |
198.65 |
20.95 |
9.6% |
1.64 |
0.8% |
88% |
False |
False |
94,093,697 |
| 100 |
219.60 |
198.65 |
20.95 |
9.6% |
1.66 |
0.8% |
88% |
False |
False |
92,998,694 |
| 120 |
219.60 |
198.65 |
20.95 |
9.6% |
1.68 |
0.8% |
88% |
False |
False |
92,456,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
221.02 |
|
2.618 |
219.68 |
|
1.618 |
218.86 |
|
1.000 |
218.35 |
|
0.618 |
218.04 |
|
HIGH |
217.53 |
|
0.618 |
217.22 |
|
0.500 |
217.12 |
|
0.382 |
217.02 |
|
LOW |
216.71 |
|
0.618 |
216.20 |
|
1.000 |
215.89 |
|
1.618 |
215.38 |
|
2.618 |
214.56 |
|
4.250 |
213.23 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
217.16 |
216.61 |
| PP |
217.14 |
216.03 |
| S1 |
217.12 |
215.46 |
|