Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
209.36 |
208.00 |
-1.36 |
-0.6% |
210.70 |
High |
210.37 |
208.74 |
-1.63 |
-0.8% |
212.52 |
Low |
208.35 |
206.92 |
-1.43 |
-0.7% |
209.43 |
Close |
208.45 |
208.04 |
-0.41 |
-0.2% |
210.07 |
Range |
2.02 |
1.82 |
-0.20 |
-9.9% |
3.09 |
ATR |
1.75 |
1.76 |
0.00 |
0.3% |
0.00 |
Volume |
117,751,104 |
125,059,200 |
7,308,096 |
6.2% |
379,648,304 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
213.36 |
212.52 |
209.04 |
|
R3 |
211.54 |
210.70 |
208.54 |
|
R2 |
209.72 |
209.72 |
208.37 |
|
R1 |
208.88 |
208.88 |
208.21 |
209.30 |
PP |
207.90 |
207.90 |
207.90 |
208.11 |
S1 |
207.06 |
207.06 |
207.87 |
207.48 |
S2 |
206.08 |
206.08 |
207.71 |
|
S3 |
204.26 |
205.24 |
207.54 |
|
S4 |
202.44 |
203.42 |
207.04 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.94 |
218.10 |
211.77 |
|
R3 |
216.85 |
215.01 |
210.92 |
|
R2 |
213.76 |
213.76 |
210.64 |
|
R1 |
211.92 |
211.92 |
210.35 |
211.30 |
PP |
210.67 |
210.67 |
210.67 |
210.36 |
S1 |
208.83 |
208.83 |
209.79 |
208.21 |
S2 |
207.58 |
207.58 |
209.50 |
|
S3 |
204.49 |
205.74 |
209.22 |
|
S4 |
201.40 |
202.65 |
208.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
212.52 |
206.92 |
5.60 |
2.7% |
1.43 |
0.7% |
20% |
False |
True |
99,319,421 |
10 |
212.52 |
206.92 |
5.60 |
2.7% |
1.43 |
0.7% |
20% |
False |
True |
85,719,661 |
20 |
212.52 |
202.78 |
9.74 |
4.7% |
1.52 |
0.7% |
54% |
False |
False |
88,842,434 |
40 |
212.52 |
202.78 |
9.74 |
4.7% |
1.63 |
0.8% |
54% |
False |
False |
87,628,026 |
60 |
212.52 |
201.74 |
10.78 |
5.2% |
1.68 |
0.8% |
58% |
False |
False |
87,908,074 |
80 |
212.52 |
189.32 |
23.20 |
11.2% |
1.82 |
0.9% |
81% |
False |
False |
95,726,066 |
100 |
212.52 |
181.09 |
31.43 |
15.1% |
2.05 |
1.0% |
86% |
False |
False |
108,261,610 |
120 |
212.52 |
181.02 |
31.50 |
15.1% |
2.23 |
1.1% |
86% |
False |
False |
118,055,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
216.48 |
2.618 |
213.50 |
1.618 |
211.68 |
1.000 |
210.56 |
0.618 |
209.86 |
HIGH |
208.74 |
0.618 |
208.04 |
0.500 |
207.83 |
0.382 |
207.62 |
LOW |
206.92 |
0.618 |
205.80 |
1.000 |
205.10 |
1.618 |
203.98 |
2.618 |
202.16 |
4.250 |
199.19 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
207.97 |
208.89 |
PP |
207.90 |
208.61 |
S1 |
207.83 |
208.32 |
|