| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
243.77 |
244.09 |
0.32 |
0.1% |
243.97 |
| High |
244.33 |
245.01 |
0.68 |
0.3% |
245.01 |
| Low |
243.17 |
241.95 |
-1.22 |
-0.5% |
241.95 |
| Close |
243.78 |
243.41 |
-0.37 |
-0.2% |
243.41 |
| Range |
1.16 |
3.06 |
1.90 |
163.8% |
3.06 |
| ATR |
1.27 |
1.40 |
0.13 |
10.0% |
0.00 |
| Volume |
65,950,600 |
132,256,304 |
66,305,704 |
100.5% |
347,425,404 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
252.64 |
251.08 |
245.09 |
|
| R3 |
249.58 |
248.02 |
244.25 |
|
| R2 |
246.52 |
246.52 |
243.97 |
|
| R1 |
244.96 |
244.96 |
243.69 |
244.21 |
| PP |
243.46 |
243.46 |
243.46 |
243.08 |
| S1 |
241.90 |
241.90 |
243.13 |
241.15 |
| S2 |
240.40 |
240.40 |
242.85 |
|
| S3 |
237.34 |
238.84 |
242.57 |
|
| S4 |
234.28 |
235.78 |
241.73 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
252.64 |
251.08 |
245.09 |
|
| R3 |
249.58 |
248.02 |
244.25 |
|
| R2 |
246.52 |
246.52 |
243.97 |
|
| R1 |
244.96 |
244.96 |
243.69 |
244.21 |
| PP |
243.46 |
243.46 |
243.46 |
243.08 |
| S1 |
241.90 |
241.90 |
243.13 |
241.15 |
| S2 |
240.40 |
240.40 |
242.85 |
|
| S3 |
237.34 |
238.84 |
242.57 |
|
| S4 |
234.28 |
235.78 |
241.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
245.01 |
241.95 |
3.06 |
1.3% |
1.34 |
0.6% |
48% |
True |
True |
69,485,080 |
| 10 |
245.01 |
240.64 |
4.37 |
1.8% |
1.20 |
0.5% |
63% |
True |
False |
67,868,120 |
| 20 |
245.01 |
235.43 |
9.58 |
3.9% |
1.27 |
0.5% |
83% |
True |
False |
73,129,619 |
| 40 |
245.01 |
232.51 |
12.50 |
5.1% |
1.29 |
0.5% |
87% |
True |
False |
72,939,492 |
| 60 |
245.01 |
231.61 |
13.40 |
5.5% |
1.43 |
0.6% |
88% |
True |
False |
76,415,978 |
| 80 |
245.01 |
231.61 |
13.40 |
5.5% |
1.39 |
0.6% |
88% |
True |
False |
77,264,297 |
| 100 |
245.01 |
225.27 |
19.74 |
8.1% |
1.36 |
0.6% |
92% |
True |
False |
76,169,561 |
| 120 |
245.01 |
222.73 |
22.28 |
9.2% |
1.33 |
0.5% |
93% |
True |
False |
75,669,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
258.02 |
|
2.618 |
253.02 |
|
1.618 |
249.96 |
|
1.000 |
248.07 |
|
0.618 |
246.90 |
|
HIGH |
245.01 |
|
0.618 |
243.84 |
|
0.500 |
243.48 |
|
0.382 |
243.12 |
|
LOW |
241.95 |
|
0.618 |
240.06 |
|
1.000 |
238.89 |
|
1.618 |
237.00 |
|
2.618 |
233.94 |
|
4.250 |
228.95 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
243.48 |
243.48 |
| PP |
243.46 |
243.46 |
| S1 |
243.43 |
243.43 |
|