| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
210.46 |
209.36 |
-1.10 |
-0.5% |
210.70 |
| High |
210.86 |
210.37 |
-0.49 |
-0.2% |
212.52 |
| Low |
209.43 |
208.35 |
-1.08 |
-0.5% |
209.43 |
| Close |
210.07 |
208.45 |
-1.62 |
-0.8% |
210.07 |
| Range |
1.43 |
2.02 |
0.59 |
41.3% |
3.09 |
| ATR |
1.73 |
1.75 |
0.02 |
1.2% |
0.00 |
| Volume |
113,829,104 |
117,751,104 |
3,922,000 |
3.4% |
379,648,304 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
215.12 |
213.80 |
209.56 |
|
| R3 |
213.10 |
211.78 |
209.01 |
|
| R2 |
211.08 |
211.08 |
208.82 |
|
| R1 |
209.76 |
209.76 |
208.64 |
209.41 |
| PP |
209.06 |
209.06 |
209.06 |
208.88 |
| S1 |
207.74 |
207.74 |
208.26 |
207.39 |
| S2 |
207.04 |
207.04 |
208.08 |
|
| S3 |
205.02 |
205.72 |
207.89 |
|
| S4 |
203.00 |
203.70 |
207.34 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
219.94 |
218.10 |
211.77 |
|
| R3 |
216.85 |
215.01 |
210.92 |
|
| R2 |
213.76 |
213.76 |
210.64 |
|
| R1 |
211.92 |
211.92 |
210.35 |
211.30 |
| PP |
210.67 |
210.67 |
210.67 |
210.36 |
| S1 |
208.83 |
208.83 |
209.79 |
208.21 |
| S2 |
207.58 |
207.58 |
209.50 |
|
| S3 |
204.49 |
205.74 |
209.22 |
|
| S4 |
201.40 |
202.65 |
208.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
212.52 |
208.35 |
4.17 |
2.0% |
1.23 |
0.6% |
2% |
False |
True |
86,502,481 |
| 10 |
212.52 |
208.35 |
4.17 |
2.0% |
1.40 |
0.7% |
2% |
False |
True |
84,201,670 |
| 20 |
212.52 |
202.78 |
9.74 |
4.7% |
1.55 |
0.7% |
58% |
False |
False |
86,463,814 |
| 40 |
212.52 |
202.78 |
9.74 |
4.7% |
1.64 |
0.8% |
58% |
False |
False |
86,564,819 |
| 60 |
212.52 |
201.74 |
10.78 |
5.2% |
1.67 |
0.8% |
62% |
False |
False |
88,129,962 |
| 80 |
212.52 |
189.32 |
23.20 |
11.1% |
1.82 |
0.9% |
82% |
False |
False |
95,597,737 |
| 100 |
212.52 |
181.09 |
31.43 |
15.1% |
2.08 |
1.0% |
87% |
False |
False |
108,968,748 |
| 120 |
212.52 |
181.02 |
31.50 |
15.1% |
2.23 |
1.1% |
87% |
False |
False |
117,839,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
218.96 |
|
2.618 |
215.66 |
|
1.618 |
213.64 |
|
1.000 |
212.39 |
|
0.618 |
211.62 |
|
HIGH |
210.37 |
|
0.618 |
209.60 |
|
0.500 |
209.36 |
|
0.382 |
209.12 |
|
LOW |
208.35 |
|
0.618 |
207.10 |
|
1.000 |
206.33 |
|
1.618 |
205.08 |
|
2.618 |
203.06 |
|
4.250 |
199.77 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
209.36 |
210.29 |
| PP |
209.06 |
209.67 |
| S1 |
208.75 |
209.06 |
|