| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
246.29 |
244.02 |
-2.27 |
-0.9% |
247.49 |
| High |
246.44 |
244.80 |
-1.64 |
-0.7% |
248.91 |
| Low |
243.70 |
243.75 |
0.05 |
0.0% |
243.70 |
| Close |
243.76 |
244.12 |
0.36 |
0.1% |
244.12 |
| Range |
2.74 |
1.05 |
-1.69 |
-61.7% |
5.21 |
| ATR |
1.39 |
1.37 |
-0.02 |
-1.8% |
0.00 |
| Volume |
120,479,400 |
74,869,904 |
-45,609,496 |
-37.9% |
351,696,204 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
247.37 |
246.80 |
244.70 |
|
| R3 |
246.32 |
245.75 |
244.41 |
|
| R2 |
245.27 |
245.27 |
244.31 |
|
| R1 |
244.70 |
244.70 |
244.22 |
244.99 |
| PP |
244.22 |
244.22 |
244.22 |
244.37 |
| S1 |
243.65 |
243.65 |
244.02 |
243.94 |
| S2 |
243.17 |
243.17 |
243.93 |
|
| S3 |
242.12 |
242.60 |
243.83 |
|
| S4 |
241.07 |
241.55 |
243.54 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
261.21 |
257.87 |
246.99 |
|
| R3 |
256.00 |
252.66 |
245.55 |
|
| R2 |
250.79 |
250.79 |
245.08 |
|
| R1 |
247.45 |
247.45 |
244.60 |
246.52 |
| PP |
245.58 |
245.58 |
245.58 |
245.11 |
| S1 |
242.24 |
242.24 |
243.64 |
241.31 |
| S2 |
240.37 |
240.37 |
243.16 |
|
| S3 |
235.16 |
237.03 |
242.69 |
|
| S4 |
229.95 |
231.82 |
241.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
248.91 |
243.70 |
5.21 |
2.1% |
1.52 |
0.6% |
8% |
False |
False |
70,339,240 |
| 10 |
248.91 |
243.70 |
5.21 |
2.1% |
1.21 |
0.5% |
8% |
False |
False |
62,084,410 |
| 20 |
248.91 |
243.70 |
5.21 |
2.1% |
1.08 |
0.4% |
8% |
False |
False |
57,698,335 |
| 40 |
248.91 |
239.96 |
8.95 |
3.7% |
1.26 |
0.5% |
46% |
False |
False |
59,861,357 |
| 60 |
248.91 |
235.43 |
13.48 |
5.5% |
1.25 |
0.5% |
64% |
False |
False |
63,484,023 |
| 80 |
248.91 |
233.78 |
15.13 |
6.2% |
1.25 |
0.5% |
68% |
False |
False |
66,125,811 |
| 100 |
248.91 |
231.61 |
17.30 |
7.1% |
1.34 |
0.5% |
72% |
False |
False |
69,189,629 |
| 120 |
248.91 |
231.61 |
17.30 |
7.1% |
1.34 |
0.5% |
72% |
False |
False |
71,076,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
249.26 |
|
2.618 |
247.55 |
|
1.618 |
246.50 |
|
1.000 |
245.85 |
|
0.618 |
245.45 |
|
HIGH |
244.80 |
|
0.618 |
244.40 |
|
0.500 |
244.28 |
|
0.382 |
244.15 |
|
LOW |
243.75 |
|
0.618 |
243.10 |
|
1.000 |
242.70 |
|
1.618 |
242.05 |
|
2.618 |
241.00 |
|
4.250 |
239.29 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
244.28 |
245.51 |
| PP |
244.22 |
245.04 |
| S1 |
244.17 |
244.58 |
|