Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
211.84 |
211.51 |
-0.33 |
-0.2% |
210.56 |
High |
212.52 |
212.22 |
-0.30 |
-0.1% |
210.93 |
Low |
211.69 |
211.19 |
-0.50 |
-0.2% |
208.86 |
Close |
212.37 |
212.08 |
-0.29 |
-0.1% |
210.28 |
Range |
0.83 |
1.03 |
0.20 |
24.1% |
2.07 |
ATR |
1.70 |
1.66 |
-0.04 |
-2.2% |
0.00 |
Volume |
66,170,900 |
73,786,800 |
7,615,900 |
11.5% |
344,617,300 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.92 |
214.53 |
212.65 |
|
R3 |
213.89 |
213.50 |
212.36 |
|
R2 |
212.86 |
212.86 |
212.27 |
|
R1 |
212.47 |
212.47 |
212.17 |
212.67 |
PP |
211.83 |
211.83 |
211.83 |
211.93 |
S1 |
211.44 |
211.44 |
211.99 |
211.64 |
S2 |
210.80 |
210.80 |
211.89 |
|
S3 |
209.77 |
210.41 |
211.80 |
|
S4 |
208.74 |
209.38 |
211.51 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
216.23 |
215.33 |
211.42 |
|
R3 |
214.16 |
213.26 |
210.85 |
|
R2 |
212.09 |
212.09 |
210.66 |
|
R1 |
211.19 |
211.19 |
210.47 |
210.61 |
PP |
210.02 |
210.02 |
210.02 |
209.73 |
S1 |
209.12 |
209.12 |
210.09 |
208.54 |
S2 |
207.95 |
207.95 |
209.90 |
|
S3 |
205.88 |
207.05 |
209.71 |
|
S4 |
203.81 |
204.98 |
209.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
212.52 |
208.86 |
3.66 |
1.7% |
1.16 |
0.5% |
88% |
False |
False |
73,515,260 |
10 |
212.52 |
208.86 |
3.66 |
1.7% |
1.21 |
0.6% |
88% |
False |
False |
72,992,830 |
20 |
212.52 |
202.78 |
9.74 |
4.6% |
1.61 |
0.8% |
95% |
False |
False |
84,187,849 |
40 |
212.52 |
202.78 |
9.74 |
4.6% |
1.60 |
0.8% |
95% |
False |
False |
84,299,673 |
60 |
212.52 |
201.55 |
10.97 |
5.2% |
1.69 |
0.8% |
96% |
False |
False |
88,663,319 |
80 |
212.52 |
189.32 |
23.20 |
10.9% |
1.83 |
0.9% |
98% |
False |
False |
95,682,391 |
100 |
212.52 |
181.02 |
31.50 |
14.9% |
2.15 |
1.0% |
99% |
False |
False |
111,470,861 |
120 |
212.52 |
181.02 |
31.50 |
14.9% |
2.26 |
1.1% |
99% |
False |
False |
119,446,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
216.60 |
2.618 |
214.92 |
1.618 |
213.89 |
1.000 |
213.25 |
0.618 |
212.86 |
HIGH |
212.22 |
0.618 |
211.83 |
0.500 |
211.71 |
0.382 |
211.58 |
LOW |
211.19 |
0.618 |
210.55 |
1.000 |
210.16 |
1.618 |
209.52 |
2.618 |
208.49 |
4.250 |
206.81 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
211.96 |
212.01 |
PP |
211.83 |
211.93 |
S1 |
211.71 |
211.86 |
|