| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
244.02 |
244.43 |
0.41 |
0.2% |
241.95 |
| High |
244.55 |
245.97 |
1.42 |
0.6% |
245.97 |
| Low |
243.76 |
244.31 |
0.55 |
0.2% |
240.85 |
| Close |
244.42 |
245.56 |
1.14 |
0.5% |
245.56 |
| Range |
0.79 |
1.66 |
0.87 |
110.1% |
5.12 |
| ATR |
1.61 |
1.62 |
0.00 |
0.2% |
0.00 |
| Volume |
39,471,600 |
60,262,600 |
20,791,000 |
52.7% |
246,362,400 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
250.26 |
249.57 |
246.47 |
|
| R3 |
248.60 |
247.91 |
246.02 |
|
| R2 |
246.94 |
246.94 |
245.86 |
|
| R1 |
246.25 |
246.25 |
245.71 |
246.60 |
| PP |
245.28 |
245.28 |
245.28 |
245.45 |
| S1 |
244.59 |
244.59 |
245.41 |
244.94 |
| S2 |
243.62 |
243.62 |
245.26 |
|
| S3 |
241.96 |
242.93 |
245.10 |
|
| S4 |
240.30 |
241.27 |
244.65 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
259.49 |
257.64 |
248.38 |
|
| R3 |
254.37 |
252.52 |
246.97 |
|
| R2 |
249.25 |
249.25 |
246.50 |
|
| R1 |
247.40 |
247.40 |
246.03 |
248.33 |
| PP |
244.13 |
244.13 |
244.13 |
244.59 |
| S1 |
242.28 |
242.28 |
245.09 |
243.21 |
| S2 |
239.01 |
239.01 |
244.62 |
|
| S3 |
233.89 |
237.16 |
244.15 |
|
| S4 |
228.77 |
232.04 |
242.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
245.97 |
240.85 |
5.12 |
2.1% |
1.22 |
0.5% |
92% |
True |
False |
49,272,480 |
| 10 |
245.97 |
240.34 |
5.63 |
2.3% |
1.31 |
0.5% |
93% |
True |
False |
55,085,190 |
| 20 |
245.97 |
239.96 |
6.01 |
2.4% |
1.43 |
0.6% |
93% |
True |
False |
62,024,379 |
| 40 |
245.97 |
235.43 |
10.54 |
4.3% |
1.34 |
0.5% |
96% |
True |
False |
66,376,867 |
| 60 |
245.97 |
233.78 |
12.19 |
5.0% |
1.31 |
0.5% |
97% |
True |
False |
68,934,969 |
| 80 |
245.97 |
231.61 |
14.36 |
5.8% |
1.41 |
0.6% |
97% |
True |
False |
72,062,453 |
| 100 |
245.97 |
231.61 |
14.36 |
5.8% |
1.39 |
0.6% |
97% |
True |
False |
73,752,151 |
| 120 |
245.97 |
226.27 |
19.70 |
8.0% |
1.37 |
0.6% |
98% |
True |
False |
73,525,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
253.03 |
|
2.618 |
250.32 |
|
1.618 |
248.66 |
|
1.000 |
247.63 |
|
0.618 |
247.00 |
|
HIGH |
245.97 |
|
0.618 |
245.34 |
|
0.500 |
245.14 |
|
0.382 |
244.94 |
|
LOW |
244.31 |
|
0.618 |
243.28 |
|
1.000 |
242.65 |
|
1.618 |
241.62 |
|
2.618 |
239.96 |
|
4.250 |
237.26 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
245.42 |
245.25 |
| PP |
245.28 |
244.94 |
| S1 |
245.14 |
244.64 |
|