| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
194.87 |
195.35 |
0.48 |
0.2% |
192.95 |
| High |
195.43 |
196.05 |
0.62 |
0.3% |
195.43 |
| Low |
194.78 |
195.17 |
0.39 |
0.2% |
191.97 |
| Close |
195.38 |
195.58 |
0.20 |
0.1% |
195.38 |
| Range |
0.65 |
0.88 |
0.23 |
35.4% |
3.46 |
| ATR |
1.33 |
1.29 |
-0.03 |
-2.4% |
0.00 |
| Volume |
78,696,203 |
65,118,801 |
-13,577,402 |
-17.3% |
356,030,395 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
198.24 |
197.79 |
196.06 |
|
| R3 |
197.36 |
196.91 |
195.82 |
|
| R2 |
196.48 |
196.48 |
195.74 |
|
| R1 |
196.03 |
196.03 |
195.66 |
196.26 |
| PP |
195.60 |
195.60 |
195.60 |
195.71 |
| S1 |
195.15 |
195.15 |
195.50 |
195.38 |
| S2 |
194.72 |
194.72 |
195.42 |
|
| S3 |
193.84 |
194.27 |
195.34 |
|
| S4 |
192.96 |
193.39 |
195.10 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
204.64 |
203.47 |
197.28 |
|
| R3 |
201.18 |
200.01 |
196.33 |
|
| R2 |
197.72 |
197.72 |
196.01 |
|
| R1 |
196.55 |
196.55 |
195.70 |
197.14 |
| PP |
194.26 |
194.26 |
194.26 |
194.55 |
| S1 |
193.09 |
193.09 |
195.06 |
193.68 |
| S2 |
190.80 |
190.80 |
194.75 |
|
| S3 |
187.34 |
189.63 |
194.43 |
|
| S4 |
183.88 |
186.17 |
193.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
196.05 |
192.25 |
3.80 |
1.9% |
1.03 |
0.5% |
88% |
True |
False |
71,298,718 |
| 10 |
196.05 |
190.95 |
5.10 |
2.6% |
0.94 |
0.5% |
91% |
True |
False |
70,057,440 |
| 20 |
196.05 |
186.48 |
9.57 |
4.9% |
1.14 |
0.6% |
95% |
True |
False |
78,251,575 |
| 40 |
196.05 |
181.31 |
14.74 |
7.5% |
1.35 |
0.7% |
97% |
True |
False |
90,143,665 |
| 60 |
196.05 |
181.31 |
14.74 |
7.5% |
1.57 |
0.8% |
97% |
True |
False |
100,779,101 |
| 80 |
196.05 |
180.83 |
15.22 |
7.8% |
1.58 |
0.8% |
97% |
True |
False |
103,816,521 |
| 100 |
196.05 |
173.71 |
22.34 |
11.4% |
1.62 |
0.8% |
98% |
True |
False |
110,890,658 |
| 120 |
196.05 |
173.71 |
22.34 |
11.4% |
1.56 |
0.8% |
98% |
True |
False |
109,850,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
199.79 |
|
2.618 |
198.35 |
|
1.618 |
197.47 |
|
1.000 |
196.93 |
|
0.618 |
196.59 |
|
HIGH |
196.05 |
|
0.618 |
195.71 |
|
0.500 |
195.61 |
|
0.382 |
195.51 |
|
LOW |
195.17 |
|
0.618 |
194.63 |
|
1.000 |
194.29 |
|
1.618 |
193.75 |
|
2.618 |
192.87 |
|
4.250 |
191.43 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
195.61 |
195.18 |
| PP |
195.60 |
194.78 |
| S1 |
195.59 |
194.38 |
|