| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
210.56 |
209.12 |
-1.44 |
-0.7% |
205.51 |
| High |
210.69 |
210.48 |
-0.21 |
-0.1% |
210.25 |
| Low |
209.18 |
208.89 |
-0.29 |
-0.1% |
204.99 |
| Close |
209.84 |
210.27 |
0.43 |
0.2% |
210.24 |
| Range |
1.51 |
1.59 |
0.08 |
5.3% |
5.26 |
| ATR |
1.87 |
1.85 |
-0.02 |
-1.1% |
0.00 |
| Volume |
109,879,296 |
69,936,200 |
-39,943,096 |
-36.4% |
350,933,796 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
214.65 |
214.05 |
211.14 |
|
| R3 |
213.06 |
212.46 |
210.71 |
|
| R2 |
211.47 |
211.47 |
210.56 |
|
| R1 |
210.87 |
210.87 |
210.42 |
211.17 |
| PP |
209.88 |
209.88 |
209.88 |
210.03 |
| S1 |
209.28 |
209.28 |
210.12 |
209.58 |
| S2 |
208.29 |
208.29 |
209.98 |
|
| S3 |
206.70 |
207.69 |
209.83 |
|
| S4 |
205.11 |
206.10 |
209.40 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
224.27 |
222.52 |
213.13 |
|
| R3 |
219.01 |
217.26 |
211.69 |
|
| R2 |
213.75 |
213.75 |
211.20 |
|
| R1 |
212.00 |
212.00 |
210.72 |
212.88 |
| PP |
208.49 |
208.49 |
208.49 |
208.93 |
| S1 |
206.74 |
206.74 |
209.76 |
207.62 |
| S2 |
203.23 |
203.23 |
209.28 |
|
| S3 |
197.97 |
201.48 |
208.79 |
|
| S4 |
192.71 |
196.22 |
207.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
210.69 |
207.87 |
2.82 |
1.3% |
1.30 |
0.6% |
85% |
False |
False |
75,705,819 |
| 10 |
210.69 |
202.78 |
7.91 |
3.8% |
1.51 |
0.7% |
95% |
False |
False |
87,466,338 |
| 20 |
210.69 |
202.78 |
7.91 |
3.8% |
1.73 |
0.8% |
95% |
False |
False |
86,794,389 |
| 40 |
210.92 |
202.78 |
8.14 |
3.9% |
1.74 |
0.8% |
92% |
False |
False |
88,438,741 |
| 60 |
210.92 |
197.38 |
13.54 |
6.4% |
1.78 |
0.8% |
95% |
False |
False |
92,825,637 |
| 80 |
210.92 |
181.09 |
29.83 |
14.2% |
1.96 |
0.9% |
98% |
False |
False |
102,689,563 |
| 100 |
210.92 |
181.02 |
29.90 |
14.2% |
2.34 |
1.1% |
98% |
False |
False |
120,733,641 |
| 120 |
210.92 |
181.02 |
29.90 |
14.2% |
2.36 |
1.1% |
98% |
False |
False |
124,384,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
217.24 |
|
2.618 |
214.64 |
|
1.618 |
213.05 |
|
1.000 |
212.07 |
|
0.618 |
211.46 |
|
HIGH |
210.48 |
|
0.618 |
209.87 |
|
0.500 |
209.69 |
|
0.382 |
209.50 |
|
LOW |
208.89 |
|
0.618 |
207.91 |
|
1.000 |
207.30 |
|
1.618 |
206.32 |
|
2.618 |
204.73 |
|
4.250 |
202.13 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
210.08 |
210.11 |
| PP |
209.88 |
209.95 |
| S1 |
209.69 |
209.79 |
|