| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
208.65 |
209.81 |
1.16 |
0.6% |
209.36 |
| High |
209.50 |
210.87 |
1.37 |
0.7% |
210.37 |
| Low |
207.93 |
209.27 |
1.34 |
0.6% |
205.59 |
| Close |
208.10 |
210.81 |
2.71 |
1.3% |
206.52 |
| Range |
1.57 |
1.60 |
0.03 |
1.9% |
4.78 |
| ATR |
1.90 |
1.97 |
0.06 |
3.3% |
0.00 |
| Volume |
95,560,400 |
102,731,400 |
7,171,000 |
7.5% |
618,523,088 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
215.12 |
214.56 |
211.69 |
|
| R3 |
213.52 |
212.96 |
211.25 |
|
| R2 |
211.92 |
211.92 |
211.10 |
|
| R1 |
211.36 |
211.36 |
210.96 |
211.64 |
| PP |
210.32 |
210.32 |
210.32 |
210.46 |
| S1 |
209.76 |
209.76 |
210.66 |
210.04 |
| S2 |
208.72 |
208.72 |
210.52 |
|
| S3 |
207.12 |
208.16 |
210.37 |
|
| S4 |
205.52 |
206.56 |
209.93 |
|
|
| 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 |
210.87 |
205.75 |
5.12 |
2.4% |
1.52 |
0.7% |
99% |
True |
False |
94,119,640 |
| 10 |
210.87 |
205.59 |
5.28 |
2.5% |
1.77 |
0.8% |
99% |
True |
False |
108,589,509 |
| 20 |
212.52 |
205.59 |
6.93 |
3.3% |
1.49 |
0.7% |
75% |
False |
False |
90,791,169 |
| 40 |
212.52 |
202.78 |
9.74 |
4.6% |
1.70 |
0.8% |
82% |
False |
False |
91,516,351 |
| 60 |
212.52 |
202.78 |
9.74 |
4.6% |
1.71 |
0.8% |
82% |
False |
False |
90,437,204 |
| 80 |
212.52 |
197.25 |
15.27 |
7.2% |
1.74 |
0.8% |
89% |
False |
False |
93,914,424 |
| 100 |
212.52 |
181.09 |
31.43 |
14.9% |
1.96 |
0.9% |
95% |
False |
False |
104,396,209 |
| 120 |
212.52 |
181.02 |
31.50 |
14.9% |
2.25 |
1.1% |
95% |
False |
False |
119,071,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
217.67 |
|
2.618 |
215.06 |
|
1.618 |
213.46 |
|
1.000 |
212.47 |
|
0.618 |
211.86 |
|
HIGH |
210.87 |
|
0.618 |
210.26 |
|
0.500 |
210.07 |
|
0.382 |
209.88 |
|
LOW |
209.27 |
|
0.618 |
208.28 |
|
1.000 |
207.67 |
|
1.618 |
206.68 |
|
2.618 |
205.08 |
|
4.250 |
202.47 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
210.56 |
210.32 |
| PP |
210.32 |
209.82 |
| S1 |
210.07 |
209.33 |
|