| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
212.00 |
211.07 |
-0.93 |
-0.4% |
212.40 |
| High |
212.67 |
211.86 |
-0.81 |
-0.4% |
212.98 |
| Low |
211.33 |
209.75 |
-1.58 |
-0.7% |
210.20 |
| Close |
211.92 |
210.13 |
-1.79 |
-0.8% |
211.14 |
| Range |
1.34 |
2.11 |
0.77 |
57.5% |
2.78 |
| ATR |
1.72 |
1.75 |
0.03 |
1.9% |
0.00 |
| Volume |
87,820,891 |
151,882,797 |
64,061,906 |
72.9% |
417,416,594 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.91 |
215.63 |
211.29 |
|
| R3 |
214.80 |
213.52 |
210.71 |
|
| R2 |
212.69 |
212.69 |
210.52 |
|
| R1 |
211.41 |
211.41 |
210.32 |
211.00 |
| PP |
210.58 |
210.58 |
210.58 |
210.37 |
| S1 |
209.30 |
209.30 |
209.94 |
208.89 |
| S2 |
208.47 |
208.47 |
209.74 |
|
| S3 |
206.36 |
207.19 |
209.55 |
|
| S4 |
204.25 |
205.08 |
208.97 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.78 |
218.24 |
212.67 |
|
| R3 |
217.00 |
215.46 |
211.90 |
|
| R2 |
214.22 |
214.22 |
211.65 |
|
| R1 |
212.68 |
212.68 |
211.39 |
212.06 |
| PP |
211.44 |
211.44 |
211.44 |
211.13 |
| S1 |
209.90 |
209.90 |
210.89 |
209.28 |
| S2 |
208.66 |
208.66 |
210.63 |
|
| S3 |
205.88 |
207.12 |
210.38 |
|
| S4 |
203.10 |
204.34 |
209.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
212.67 |
209.75 |
2.92 |
1.4% |
1.74 |
0.8% |
13% |
False |
True |
109,898,598 |
| 10 |
213.75 |
209.75 |
4.00 |
1.9% |
1.65 |
0.8% |
10% |
False |
True |
96,418,787 |
| 20 |
213.78 |
207.52 |
6.26 |
3.0% |
1.49 |
0.7% |
42% |
False |
False |
94,718,958 |
| 40 |
213.78 |
206.76 |
7.02 |
3.3% |
1.63 |
0.8% |
48% |
False |
False |
96,115,393 |
| 60 |
213.78 |
204.12 |
9.66 |
4.6% |
1.77 |
0.8% |
62% |
False |
False |
104,657,379 |
| 80 |
213.78 |
204.12 |
9.66 |
4.6% |
1.70 |
0.8% |
62% |
False |
False |
103,410,804 |
| 100 |
213.78 |
197.86 |
15.92 |
7.6% |
1.92 |
0.9% |
77% |
False |
False |
112,574,583 |
| 120 |
213.78 |
197.86 |
15.92 |
7.6% |
2.04 |
1.0% |
77% |
False |
False |
120,083,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
220.83 |
|
2.618 |
217.38 |
|
1.618 |
215.27 |
|
1.000 |
213.97 |
|
0.618 |
213.16 |
|
HIGH |
211.86 |
|
0.618 |
211.05 |
|
0.500 |
210.81 |
|
0.382 |
210.56 |
|
LOW |
209.75 |
|
0.618 |
208.45 |
|
1.000 |
207.64 |
|
1.618 |
206.34 |
|
2.618 |
204.23 |
|
4.250 |
200.78 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
210.81 |
211.21 |
| PP |
210.58 |
210.85 |
| S1 |
210.36 |
210.49 |
|