| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
209.36 |
208.95 |
-0.41 |
-0.2% |
201.59 |
| High |
210.49 |
209.08 |
-1.41 |
-0.7% |
210.49 |
| Low |
209.29 |
207.71 |
-1.58 |
-0.8% |
198.65 |
| Close |
209.92 |
208.41 |
-1.51 |
-0.7% |
209.92 |
| Range |
1.20 |
1.37 |
0.17 |
14.2% |
11.84 |
| ATR |
2.62 |
2.59 |
-0.03 |
-1.1% |
0.00 |
| Volume |
106,055,296 |
109,803,600 |
3,748,304 |
3.5% |
816,776,704 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
212.51 |
211.83 |
209.16 |
|
| R3 |
211.14 |
210.46 |
208.79 |
|
| R2 |
209.77 |
209.77 |
208.66 |
|
| R1 |
209.09 |
209.09 |
208.54 |
208.75 |
| PP |
208.40 |
208.40 |
208.40 |
208.23 |
| S1 |
207.72 |
207.72 |
208.28 |
207.38 |
| S2 |
207.03 |
207.03 |
208.16 |
|
| S3 |
205.66 |
206.35 |
208.03 |
|
| S4 |
204.29 |
204.98 |
207.66 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
241.87 |
237.74 |
216.43 |
|
| R3 |
230.03 |
225.90 |
213.18 |
|
| R2 |
218.19 |
218.19 |
212.09 |
|
| R1 |
214.06 |
214.06 |
211.01 |
216.13 |
| PP |
206.35 |
206.35 |
206.35 |
207.39 |
| S1 |
202.22 |
202.22 |
208.83 |
204.29 |
| S2 |
194.51 |
194.51 |
207.75 |
|
| S3 |
182.67 |
190.38 |
206.66 |
|
| S4 |
170.83 |
178.54 |
203.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
210.49 |
201.12 |
9.37 |
4.5% |
1.97 |
0.9% |
78% |
False |
False |
135,518,361 |
| 10 |
210.87 |
198.65 |
12.22 |
5.9% |
2.53 |
1.2% |
80% |
False |
False |
153,077,751 |
| 20 |
212.52 |
198.65 |
13.87 |
6.7% |
2.07 |
1.0% |
70% |
False |
False |
127,342,570 |
| 40 |
212.52 |
198.65 |
13.87 |
6.7% |
1.90 |
0.9% |
70% |
False |
False |
106,581,254 |
| 60 |
212.52 |
198.65 |
13.87 |
6.7% |
1.81 |
0.9% |
70% |
False |
False |
100,222,509 |
| 80 |
212.52 |
198.65 |
13.87 |
6.7% |
1.83 |
0.9% |
70% |
False |
False |
99,630,796 |
| 100 |
212.52 |
181.09 |
31.43 |
15.1% |
1.93 |
0.9% |
87% |
False |
False |
104,674,518 |
| 120 |
212.52 |
181.02 |
31.50 |
15.1% |
2.24 |
1.1% |
87% |
False |
False |
118,998,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
214.90 |
|
2.618 |
212.67 |
|
1.618 |
211.30 |
|
1.000 |
210.45 |
|
0.618 |
209.93 |
|
HIGH |
209.08 |
|
0.618 |
208.56 |
|
0.500 |
208.40 |
|
0.382 |
208.23 |
|
LOW |
207.71 |
|
0.618 |
206.86 |
|
1.000 |
206.34 |
|
1.618 |
205.49 |
|
2.618 |
204.12 |
|
4.250 |
201.89 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
208.41 |
208.53 |
| PP |
208.40 |
208.49 |
| S1 |
208.40 |
208.45 |
|