Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
209.53 |
210.56 |
1.03 |
0.5% |
205.51 |
High |
210.25 |
210.69 |
0.44 |
0.2% |
210.25 |
Low |
209.47 |
209.18 |
-0.29 |
-0.1% |
204.99 |
Close |
210.24 |
209.84 |
-0.40 |
-0.2% |
210.24 |
Range |
0.78 |
1.51 |
0.73 |
93.6% |
5.26 |
ATR |
1.89 |
1.87 |
-0.03 |
-1.4% |
0.00 |
Volume |
64,211,200 |
109,879,296 |
45,668,096 |
71.1% |
350,933,796 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.43 |
213.65 |
210.67 |
|
R3 |
212.92 |
212.14 |
210.26 |
|
R2 |
211.41 |
211.41 |
210.12 |
|
R1 |
210.63 |
210.63 |
209.98 |
210.27 |
PP |
209.90 |
209.90 |
209.90 |
209.72 |
S1 |
209.12 |
209.12 |
209.70 |
208.76 |
S2 |
208.39 |
208.39 |
209.56 |
|
S3 |
206.88 |
207.61 |
209.42 |
|
S4 |
205.37 |
206.10 |
209.01 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.27 |
222.52 |
213.13 |
|
R3 |
219.01 |
217.26 |
211.69 |
|
R2 |
213.75 |
213.75 |
211.20 |
|
R1 |
212.00 |
212.00 |
210.72 |
212.88 |
PP |
208.49 |
208.49 |
208.49 |
208.93 |
S1 |
206.74 |
206.74 |
209.76 |
207.62 |
S2 |
203.23 |
203.23 |
209.28 |
|
S3 |
197.97 |
201.48 |
208.79 |
|
S4 |
192.71 |
196.22 |
207.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
210.69 |
206.14 |
4.55 |
2.2% |
1.41 |
0.7% |
81% |
True |
False |
80,426,118 |
10 |
210.69 |
202.78 |
7.91 |
3.8% |
1.61 |
0.8% |
89% |
True |
False |
91,965,208 |
20 |
210.69 |
202.78 |
7.91 |
3.8% |
1.72 |
0.8% |
89% |
True |
False |
88,618,683 |
40 |
210.92 |
202.78 |
8.14 |
3.9% |
1.76 |
0.8% |
87% |
False |
False |
89,181,888 |
60 |
210.92 |
197.38 |
13.54 |
6.5% |
1.78 |
0.8% |
92% |
False |
False |
93,330,350 |
80 |
210.92 |
181.09 |
29.83 |
14.2% |
1.99 |
1.0% |
96% |
False |
False |
104,075,214 |
100 |
210.92 |
181.02 |
29.90 |
14.2% |
2.36 |
1.1% |
96% |
False |
False |
122,168,638 |
120 |
210.92 |
181.02 |
29.90 |
14.2% |
2.37 |
1.1% |
96% |
False |
False |
124,663,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
217.11 |
2.618 |
214.64 |
1.618 |
213.13 |
1.000 |
212.20 |
0.618 |
211.62 |
HIGH |
210.69 |
0.618 |
210.11 |
0.500 |
209.94 |
0.382 |
209.76 |
LOW |
209.18 |
0.618 |
208.25 |
1.000 |
207.67 |
1.618 |
206.74 |
2.618 |
205.23 |
4.250 |
202.76 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
209.94 |
209.84 |
PP |
209.90 |
209.83 |
S1 |
209.87 |
209.83 |
|