Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
208.30 |
208.65 |
0.35 |
0.2% |
209.36 |
High |
208.92 |
209.50 |
0.58 |
0.3% |
210.37 |
Low |
207.78 |
207.93 |
0.15 |
0.1% |
205.59 |
Close |
208.44 |
208.10 |
-0.34 |
-0.2% |
206.52 |
Range |
1.14 |
1.57 |
0.43 |
37.7% |
4.78 |
ATR |
1.93 |
1.90 |
-0.03 |
-1.3% |
0.00 |
Volume |
72,461,600 |
95,560,400 |
23,098,800 |
31.9% |
618,523,088 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
213.22 |
212.23 |
208.96 |
|
R3 |
211.65 |
210.66 |
208.53 |
|
R2 |
210.08 |
210.08 |
208.39 |
|
R1 |
209.09 |
209.09 |
208.24 |
208.80 |
PP |
208.51 |
208.51 |
208.51 |
208.37 |
S1 |
207.52 |
207.52 |
207.96 |
207.23 |
S2 |
206.94 |
206.94 |
207.81 |
|
S3 |
205.37 |
205.95 |
207.67 |
|
S4 |
203.80 |
204.38 |
207.24 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.83 |
218.96 |
209.15 |
|
R3 |
217.05 |
214.18 |
207.83 |
|
R2 |
212.27 |
212.27 |
207.40 |
|
R1 |
209.40 |
209.40 |
206.96 |
208.45 |
PP |
207.49 |
207.49 |
207.49 |
207.02 |
S1 |
204.62 |
204.62 |
206.08 |
203.67 |
S2 |
202.71 |
202.71 |
205.64 |
|
S3 |
197.93 |
199.84 |
205.21 |
|
S4 |
193.15 |
195.06 |
203.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
209.61 |
205.59 |
4.02 |
1.9% |
1.80 |
0.9% |
62% |
False |
False |
103,479,958 |
10 |
212.22 |
205.59 |
6.63 |
3.2% |
1.71 |
0.8% |
38% |
False |
False |
105,695,049 |
20 |
212.52 |
205.59 |
6.93 |
3.3% |
1.51 |
0.7% |
36% |
False |
False |
89,615,689 |
40 |
212.52 |
202.78 |
9.74 |
4.7% |
1.70 |
0.8% |
55% |
False |
False |
90,881,301 |
60 |
212.52 |
202.78 |
9.74 |
4.7% |
1.70 |
0.8% |
55% |
False |
False |
90,164,435 |
80 |
212.52 |
194.45 |
18.07 |
8.7% |
1.77 |
0.9% |
76% |
False |
False |
94,402,777 |
100 |
212.52 |
181.09 |
31.43 |
15.1% |
1.97 |
0.9% |
86% |
False |
False |
104,729,510 |
120 |
212.52 |
181.02 |
31.50 |
15.1% |
2.25 |
1.1% |
86% |
False |
False |
119,173,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
216.17 |
2.618 |
213.61 |
1.618 |
212.04 |
1.000 |
211.07 |
0.618 |
210.47 |
HIGH |
209.50 |
0.618 |
208.90 |
0.500 |
208.72 |
0.382 |
208.53 |
LOW |
207.93 |
0.618 |
206.96 |
1.000 |
206.36 |
1.618 |
205.39 |
2.618 |
203.82 |
4.250 |
201.26 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
208.72 |
208.68 |
PP |
208.51 |
208.49 |
S1 |
208.31 |
208.29 |
|