| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
214.15 |
213.09 |
-1.06 |
-0.5% |
216.16 |
| High |
214.69 |
213.39 |
-1.30 |
-0.6% |
216.70 |
| Low |
213.03 |
212.17 |
-0.86 |
-0.4% |
211.21 |
| Close |
213.12 |
212.38 |
-0.74 |
-0.3% |
213.12 |
| Range |
1.66 |
1.22 |
-0.44 |
-26.5% |
5.49 |
| ATR |
2.02 |
1.96 |
-0.06 |
-2.8% |
0.00 |
| Volume |
93,346,200 |
58,275,600 |
-35,070,600 |
-37.6% |
450,791,488 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.31 |
215.56 |
213.05 |
|
| R3 |
215.09 |
214.34 |
212.72 |
|
| R2 |
213.87 |
213.87 |
212.60 |
|
| R1 |
213.12 |
213.12 |
212.49 |
212.89 |
| PP |
212.65 |
212.65 |
212.65 |
212.53 |
| S1 |
211.90 |
211.90 |
212.27 |
211.67 |
| S2 |
211.43 |
211.43 |
212.16 |
|
| S3 |
210.21 |
210.68 |
212.04 |
|
| S4 |
208.99 |
209.46 |
211.71 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
230.15 |
227.12 |
216.14 |
|
| R3 |
224.66 |
221.63 |
214.63 |
|
| R2 |
219.17 |
219.17 |
214.13 |
|
| R1 |
216.14 |
216.14 |
213.62 |
214.91 |
| PP |
213.68 |
213.68 |
213.68 |
213.06 |
| S1 |
210.65 |
210.65 |
212.62 |
209.42 |
| S2 |
208.19 |
208.19 |
212.11 |
|
| S3 |
202.70 |
205.16 |
211.61 |
|
| S4 |
197.21 |
199.67 |
210.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
215.74 |
211.21 |
4.53 |
2.1% |
1.95 |
0.9% |
26% |
False |
False |
91,442,417 |
| 10 |
216.70 |
211.21 |
5.49 |
2.6% |
1.68 |
0.8% |
21% |
False |
False |
85,454,649 |
| 20 |
217.53 |
211.21 |
6.32 |
3.0% |
1.67 |
0.8% |
19% |
False |
False |
88,449,870 |
| 40 |
219.60 |
211.21 |
8.39 |
4.0% |
1.73 |
0.8% |
14% |
False |
False |
95,832,692 |
| 60 |
219.60 |
211.21 |
8.39 |
4.0% |
1.56 |
0.7% |
14% |
False |
False |
85,258,116 |
| 80 |
219.60 |
198.65 |
20.95 |
9.9% |
1.67 |
0.8% |
66% |
False |
False |
93,168,902 |
| 100 |
219.60 |
198.65 |
20.95 |
9.9% |
1.63 |
0.8% |
66% |
False |
False |
92,693,355 |
| 120 |
219.60 |
198.65 |
20.95 |
9.9% |
1.68 |
0.8% |
66% |
False |
False |
92,618,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
218.58 |
|
2.618 |
216.58 |
|
1.618 |
215.36 |
|
1.000 |
214.61 |
|
0.618 |
214.14 |
|
HIGH |
213.39 |
|
0.618 |
212.92 |
|
0.500 |
212.78 |
|
0.382 |
212.64 |
|
LOW |
212.17 |
|
0.618 |
211.42 |
|
1.000 |
210.95 |
|
1.618 |
210.20 |
|
2.618 |
208.98 |
|
4.250 |
206.99 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
212.78 |
212.95 |
| PP |
212.65 |
212.76 |
| S1 |
212.51 |
212.57 |
|