| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
243.97 |
243.34 |
-0.63 |
-0.3% |
241.34 |
| High |
244.30 |
243.98 |
-0.32 |
-0.1% |
244.35 |
| Low |
243.76 |
243.12 |
-0.64 |
-0.3% |
240.64 |
| Close |
243.99 |
243.21 |
-0.78 |
-0.3% |
244.17 |
| Range |
0.54 |
0.86 |
0.32 |
59.3% |
3.71 |
| ATR |
1.33 |
1.30 |
-0.03 |
-2.5% |
0.00 |
| Volume |
44,698,800 |
50,375,400 |
5,676,600 |
12.7% |
284,625,896 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
246.02 |
245.47 |
243.68 |
|
| R3 |
245.16 |
244.61 |
243.45 |
|
| R2 |
244.30 |
244.30 |
243.37 |
|
| R1 |
243.75 |
243.75 |
243.29 |
243.60 |
| PP |
243.44 |
243.44 |
243.44 |
243.36 |
| S1 |
242.89 |
242.89 |
243.13 |
242.74 |
| S2 |
242.58 |
242.58 |
243.05 |
|
| S3 |
241.72 |
242.03 |
242.97 |
|
| S4 |
240.86 |
241.17 |
242.74 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
254.18 |
252.89 |
246.21 |
|
| R3 |
250.47 |
249.18 |
245.19 |
|
| R2 |
246.76 |
246.76 |
244.85 |
|
| R1 |
245.47 |
245.47 |
244.51 |
246.12 |
| PP |
243.05 |
243.05 |
243.05 |
243.38 |
| S1 |
241.76 |
241.76 |
243.83 |
242.41 |
| S2 |
239.34 |
239.34 |
243.49 |
|
| S3 |
235.63 |
238.05 |
243.15 |
|
| S4 |
231.92 |
234.34 |
242.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
244.35 |
240.64 |
3.71 |
1.5% |
1.13 |
0.5% |
69% |
False |
False |
68,899,659 |
| 10 |
244.35 |
239.51 |
4.84 |
2.0% |
0.94 |
0.4% |
76% |
False |
False |
58,792,429 |
| 20 |
244.35 |
235.43 |
8.92 |
3.7% |
1.17 |
0.5% |
87% |
False |
False |
68,912,819 |
| 40 |
244.35 |
232.51 |
11.84 |
4.9% |
1.27 |
0.5% |
90% |
False |
False |
72,568,834 |
| 60 |
244.35 |
231.61 |
12.74 |
5.2% |
1.41 |
0.6% |
91% |
False |
False |
75,763,777 |
| 80 |
244.35 |
230.62 |
13.73 |
5.6% |
1.37 |
0.6% |
92% |
False |
False |
76,513,741 |
| 100 |
244.35 |
224.96 |
19.39 |
8.0% |
1.34 |
0.6% |
94% |
False |
False |
75,606,766 |
| 120 |
244.35 |
222.73 |
21.62 |
8.9% |
1.34 |
0.6% |
95% |
False |
False |
76,716,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
247.64 |
|
2.618 |
246.23 |
|
1.618 |
245.37 |
|
1.000 |
244.84 |
|
0.618 |
244.51 |
|
HIGH |
243.98 |
|
0.618 |
243.65 |
|
0.500 |
243.55 |
|
0.382 |
243.45 |
|
LOW |
243.12 |
|
0.618 |
242.59 |
|
1.000 |
242.26 |
|
1.618 |
241.73 |
|
2.618 |
240.87 |
|
4.250 |
239.47 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
243.55 |
243.72 |
| PP |
243.44 |
243.55 |
| S1 |
243.32 |
243.38 |
|