Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
208.00 |
208.54 |
0.54 |
0.3% |
210.70 |
High |
208.74 |
209.36 |
0.62 |
0.3% |
212.52 |
Low |
206.92 |
207.53 |
0.61 |
0.3% |
209.43 |
Close |
208.04 |
207.75 |
-0.29 |
-0.1% |
210.07 |
Range |
1.82 |
1.83 |
0.01 |
0.5% |
3.09 |
ATR |
1.76 |
1.76 |
0.01 |
0.3% |
0.00 |
Volume |
125,059,200 |
109,124,496 |
-15,934,704 |
-12.7% |
379,648,304 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
213.70 |
212.56 |
208.76 |
|
R3 |
211.87 |
210.73 |
208.25 |
|
R2 |
210.04 |
210.04 |
208.09 |
|
R1 |
208.90 |
208.90 |
207.92 |
208.56 |
PP |
208.21 |
208.21 |
208.21 |
208.04 |
S1 |
207.07 |
207.07 |
207.58 |
206.73 |
S2 |
206.38 |
206.38 |
207.41 |
|
S3 |
204.55 |
205.24 |
207.25 |
|
S4 |
202.72 |
203.41 |
206.74 |
|
|
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 |
212.22 |
206.92 |
5.30 |
2.6% |
1.63 |
0.8% |
16% |
False |
False |
107,910,140 |
10 |
212.52 |
206.92 |
5.60 |
2.7% |
1.46 |
0.7% |
15% |
False |
False |
89,638,490 |
20 |
212.52 |
202.78 |
9.74 |
4.7% |
1.49 |
0.7% |
51% |
False |
False |
88,552,414 |
40 |
212.52 |
202.78 |
9.74 |
4.7% |
1.65 |
0.8% |
51% |
False |
False |
88,148,239 |
60 |
212.52 |
201.74 |
10.78 |
5.2% |
1.69 |
0.8% |
56% |
False |
False |
88,511,372 |
80 |
212.52 |
189.32 |
23.20 |
11.2% |
1.83 |
0.9% |
79% |
False |
False |
95,794,620 |
100 |
212.52 |
181.09 |
31.43 |
15.1% |
2.05 |
1.0% |
85% |
False |
False |
107,669,659 |
120 |
212.52 |
181.02 |
31.50 |
15.2% |
2.23 |
1.1% |
85% |
False |
False |
118,039,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
217.14 |
2.618 |
214.15 |
1.618 |
212.32 |
1.000 |
211.19 |
0.618 |
210.49 |
HIGH |
209.36 |
0.618 |
208.66 |
0.500 |
208.45 |
0.382 |
208.23 |
LOW |
207.53 |
0.618 |
206.40 |
1.000 |
205.70 |
1.618 |
204.57 |
2.618 |
202.74 |
4.250 |
199.75 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
208.45 |
208.65 |
PP |
208.21 |
208.35 |
S1 |
207.98 |
208.05 |
|