| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
275.79 |
277.95 |
2.16 |
0.8% |
270.31 |
| High |
277.52 |
278.28 |
0.76 |
0.3% |
273.94 |
| Low |
275.09 |
276.34 |
1.25 |
0.5% |
267.76 |
| Close |
277.40 |
277.37 |
-0.03 |
0.0% |
273.60 |
| Range |
2.43 |
1.94 |
-0.49 |
-20.2% |
6.18 |
| ATR |
2.67 |
2.62 |
-0.05 |
-2.0% |
0.00 |
| Volume |
62,732,200 |
72,969,400 |
10,237,200 |
16.3% |
350,365,304 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
283.15 |
282.20 |
278.44 |
|
| R3 |
281.21 |
280.26 |
277.90 |
|
| R2 |
279.27 |
279.27 |
277.73 |
|
| R1 |
278.32 |
278.32 |
277.55 |
277.83 |
| PP |
277.33 |
277.33 |
277.33 |
277.08 |
| S1 |
276.38 |
276.38 |
277.19 |
275.89 |
| S2 |
275.39 |
275.39 |
277.01 |
|
| S3 |
273.45 |
274.44 |
276.84 |
|
| S4 |
271.51 |
272.50 |
276.30 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
290.31 |
288.13 |
277.00 |
|
| R3 |
284.13 |
281.95 |
275.30 |
|
| R2 |
277.95 |
277.95 |
274.73 |
|
| R1 |
275.77 |
275.77 |
274.17 |
276.86 |
| PP |
271.77 |
271.77 |
271.77 |
272.31 |
| S1 |
269.59 |
269.59 |
273.03 |
270.68 |
| S2 |
265.59 |
265.59 |
272.47 |
|
| S3 |
259.41 |
263.41 |
271.90 |
|
| S4 |
253.23 |
257.23 |
270.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
278.28 |
272.33 |
5.95 |
2.1% |
1.65 |
0.6% |
85% |
True |
False |
60,696,020 |
| 10 |
278.28 |
267.76 |
10.52 |
3.8% |
2.03 |
0.7% |
91% |
True |
False |
71,500,550 |
| 20 |
278.28 |
267.76 |
10.52 |
3.8% |
1.96 |
0.7% |
91% |
True |
False |
66,965,035 |
| 40 |
278.28 |
259.05 |
19.23 |
6.9% |
2.49 |
0.9% |
95% |
True |
False |
72,902,450 |
| 60 |
278.28 |
254.67 |
23.61 |
8.5% |
3.22 |
1.2% |
96% |
True |
False |
88,710,813 |
| 80 |
280.41 |
254.67 |
25.74 |
9.3% |
3.38 |
1.2% |
88% |
False |
False |
92,702,493 |
| 100 |
286.63 |
252.92 |
33.71 |
12.2% |
3.62 |
1.3% |
73% |
False |
False |
104,881,904 |
| 120 |
286.63 |
252.92 |
33.71 |
12.2% |
3.23 |
1.2% |
73% |
False |
False |
100,369,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
286.53 |
|
2.618 |
283.36 |
|
1.618 |
281.42 |
|
1.000 |
280.22 |
|
0.618 |
279.48 |
|
HIGH |
278.28 |
|
0.618 |
277.54 |
|
0.500 |
277.31 |
|
0.382 |
277.08 |
|
LOW |
276.34 |
|
0.618 |
275.14 |
|
1.000 |
274.40 |
|
1.618 |
273.20 |
|
2.618 |
271.26 |
|
4.250 |
268.10 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
277.35 |
276.99 |
| PP |
277.33 |
276.61 |
| S1 |
277.31 |
276.23 |
|