| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
242.77 |
243.59 |
0.82 |
0.3% |
243.13 |
| High |
242.83 |
244.73 |
1.90 |
0.8% |
244.87 |
| Low |
241.63 |
243.48 |
1.85 |
0.8% |
241.63 |
| Close |
242.64 |
244.66 |
2.02 |
0.8% |
242.64 |
| Range |
1.20 |
1.25 |
0.05 |
4.2% |
3.24 |
| ATR |
1.47 |
1.51 |
0.04 |
3.0% |
0.00 |
| Volume |
84,553,000 |
65,123,800 |
-19,429,200 |
-23.0% |
375,795,100 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
248.04 |
247.60 |
245.35 |
|
| R3 |
246.79 |
246.35 |
245.00 |
|
| R2 |
245.54 |
245.54 |
244.89 |
|
| R1 |
245.10 |
245.10 |
244.77 |
245.32 |
| PP |
244.29 |
244.29 |
244.29 |
244.40 |
| S1 |
243.85 |
243.85 |
244.55 |
244.07 |
| S2 |
243.04 |
243.04 |
244.43 |
|
| S3 |
241.79 |
242.60 |
244.32 |
|
| S4 |
240.54 |
241.35 |
243.97 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
252.77 |
250.94 |
244.42 |
|
| R3 |
249.53 |
247.70 |
243.53 |
|
| R2 |
246.29 |
246.29 |
243.23 |
|
| R1 |
244.46 |
244.46 |
242.94 |
243.76 |
| PP |
243.05 |
243.05 |
243.05 |
242.69 |
| S1 |
241.22 |
241.22 |
242.34 |
240.52 |
| S2 |
239.81 |
239.81 |
242.05 |
|
| S3 |
236.57 |
237.98 |
241.75 |
|
| S4 |
233.33 |
234.74 |
240.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
244.87 |
241.63 |
3.24 |
1.3% |
1.32 |
0.5% |
94% |
False |
False |
70,962,160 |
| 10 |
245.01 |
241.63 |
3.38 |
1.4% |
1.38 |
0.6% |
90% |
False |
False |
74,364,550 |
| 20 |
245.01 |
238.82 |
6.19 |
2.5% |
1.16 |
0.5% |
94% |
False |
False |
67,110,250 |
| 40 |
245.01 |
234.56 |
10.45 |
4.3% |
1.23 |
0.5% |
97% |
False |
False |
71,058,137 |
| 60 |
245.01 |
231.61 |
13.40 |
5.5% |
1.39 |
0.6% |
97% |
False |
False |
74,603,434 |
| 80 |
245.01 |
231.61 |
13.40 |
5.5% |
1.39 |
0.6% |
97% |
False |
False |
76,845,917 |
| 100 |
245.01 |
226.32 |
18.69 |
7.6% |
1.35 |
0.6% |
98% |
False |
False |
75,522,499 |
| 120 |
245.01 |
222.73 |
22.28 |
9.1% |
1.36 |
0.6% |
98% |
False |
False |
75,198,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
250.04 |
|
2.618 |
248.00 |
|
1.618 |
246.75 |
|
1.000 |
245.98 |
|
0.618 |
245.50 |
|
HIGH |
244.73 |
|
0.618 |
244.25 |
|
0.500 |
244.11 |
|
0.382 |
243.96 |
|
LOW |
243.48 |
|
0.618 |
242.71 |
|
1.000 |
242.23 |
|
1.618 |
241.46 |
|
2.618 |
240.21 |
|
4.250 |
238.17 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
244.48 |
244.17 |
| PP |
244.29 |
243.67 |
| S1 |
244.11 |
243.18 |
|