| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
208.82 |
208.30 |
-0.52 |
-0.2% |
209.36 |
| High |
209.61 |
208.92 |
-0.69 |
-0.3% |
210.37 |
| Low |
207.75 |
207.78 |
0.03 |
0.0% |
205.59 |
| Close |
207.85 |
208.44 |
0.59 |
0.3% |
206.52 |
| Range |
1.86 |
1.14 |
-0.72 |
-38.7% |
4.78 |
| ATR |
1.99 |
1.93 |
-0.06 |
-3.0% |
0.00 |
| Volume |
82,789,504 |
72,461,600 |
-10,327,904 |
-12.5% |
618,523,088 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
211.80 |
211.26 |
209.07 |
|
| R3 |
210.66 |
210.12 |
208.75 |
|
| R2 |
209.52 |
209.52 |
208.65 |
|
| R1 |
208.98 |
208.98 |
208.54 |
209.25 |
| PP |
208.38 |
208.38 |
208.38 |
208.52 |
| S1 |
207.84 |
207.84 |
208.34 |
208.11 |
| S2 |
207.24 |
207.24 |
208.23 |
|
| S3 |
206.10 |
206.70 |
208.13 |
|
| S4 |
204.96 |
205.56 |
207.81 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
221.83 |
218.96 |
209.15 |
|
| R3 |
217.05 |
214.18 |
207.83 |
|
| R2 |
212.27 |
212.27 |
207.40 |
|
| R1 |
209.40 |
209.40 |
206.96 |
208.45 |
| PP |
207.49 |
207.49 |
207.49 |
207.02 |
| S1 |
204.62 |
204.62 |
206.08 |
203.67 |
| S2 |
202.71 |
202.71 |
205.64 |
|
| S3 |
197.93 |
199.84 |
205.21 |
|
| S4 |
193.15 |
195.06 |
203.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
209.61 |
205.59 |
4.02 |
1.9% |
1.85 |
0.9% |
71% |
False |
False |
106,192,777 |
| 10 |
212.52 |
205.59 |
6.93 |
3.3% |
1.64 |
0.8% |
41% |
False |
False |
102,756,099 |
| 20 |
212.52 |
205.59 |
6.93 |
3.3% |
1.53 |
0.7% |
41% |
False |
False |
89,514,554 |
| 40 |
212.52 |
202.78 |
9.74 |
4.7% |
1.69 |
0.8% |
58% |
False |
False |
90,388,894 |
| 60 |
212.52 |
202.40 |
10.12 |
4.9% |
1.72 |
0.8% |
60% |
False |
False |
90,120,475 |
| 80 |
212.52 |
193.33 |
19.19 |
9.2% |
1.79 |
0.9% |
79% |
False |
False |
94,782,247 |
| 100 |
212.52 |
181.09 |
31.43 |
15.1% |
2.00 |
1.0% |
87% |
False |
False |
105,879,166 |
| 120 |
212.52 |
181.02 |
31.50 |
15.1% |
2.25 |
1.1% |
87% |
False |
False |
118,904,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
213.77 |
|
2.618 |
211.90 |
|
1.618 |
210.76 |
|
1.000 |
210.06 |
|
0.618 |
209.62 |
|
HIGH |
208.92 |
|
0.618 |
208.48 |
|
0.500 |
208.35 |
|
0.382 |
208.22 |
|
LOW |
207.78 |
|
0.618 |
207.08 |
|
1.000 |
206.64 |
|
1.618 |
205.94 |
|
2.618 |
204.80 |
|
4.250 |
202.94 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
208.41 |
208.19 |
| PP |
208.38 |
207.93 |
| S1 |
208.35 |
207.68 |
|