| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
243.59 |
244.25 |
0.66 |
0.3% |
243.13 |
| High |
244.73 |
244.26 |
-0.47 |
-0.2% |
244.87 |
| Low |
243.48 |
242.99 |
-0.49 |
-0.2% |
241.63 |
| Close |
244.66 |
243.01 |
-1.65 |
-0.7% |
242.64 |
| Range |
1.25 |
1.27 |
0.02 |
1.6% |
3.24 |
| ATR |
1.51 |
1.52 |
0.01 |
0.7% |
0.00 |
| Volume |
65,123,800 |
56,906,300 |
-8,217,500 |
-12.6% |
375,795,100 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
247.23 |
246.39 |
243.71 |
|
| R3 |
245.96 |
245.12 |
243.36 |
|
| R2 |
244.69 |
244.69 |
243.24 |
|
| R1 |
243.85 |
243.85 |
243.13 |
243.64 |
| PP |
243.42 |
243.42 |
243.42 |
243.31 |
| S1 |
242.58 |
242.58 |
242.89 |
242.37 |
| S2 |
242.15 |
242.15 |
242.78 |
|
| S3 |
240.88 |
241.31 |
242.66 |
|
| S4 |
239.61 |
240.04 |
242.31 |
|
|
| 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% |
1.37 |
0.6% |
43% |
False |
False |
70,330,040 |
| 10 |
245.01 |
241.63 |
3.38 |
1.4% |
1.42 |
0.6% |
41% |
False |
False |
75,017,640 |
| 20 |
245.01 |
239.51 |
5.50 |
2.3% |
1.18 |
0.5% |
64% |
False |
False |
66,905,035 |
| 40 |
245.01 |
235.43 |
9.58 |
3.9% |
1.19 |
0.5% |
79% |
False |
False |
69,500,549 |
| 60 |
245.01 |
231.61 |
13.40 |
5.5% |
1.37 |
0.6% |
85% |
False |
False |
73,676,793 |
| 80 |
245.01 |
231.61 |
13.40 |
5.5% |
1.39 |
0.6% |
85% |
False |
False |
76,527,476 |
| 100 |
245.01 |
226.32 |
18.69 |
7.7% |
1.36 |
0.6% |
89% |
False |
False |
75,491,855 |
| 120 |
245.01 |
222.73 |
22.28 |
9.2% |
1.36 |
0.6% |
91% |
False |
False |
75,317,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
249.66 |
|
2.618 |
247.58 |
|
1.618 |
246.31 |
|
1.000 |
245.53 |
|
0.618 |
245.04 |
|
HIGH |
244.26 |
|
0.618 |
243.77 |
|
0.500 |
243.63 |
|
0.382 |
243.48 |
|
LOW |
242.99 |
|
0.618 |
242.21 |
|
1.000 |
241.72 |
|
1.618 |
240.94 |
|
2.618 |
239.67 |
|
4.250 |
237.59 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
243.63 |
243.18 |
| PP |
243.42 |
243.12 |
| S1 |
243.22 |
243.07 |
|