| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,751.00 |
2,773.25 |
22.25 |
0.8% |
2,729.00 |
| High |
2,774.75 |
2,779.75 |
5.00 |
0.2% |
2,737.00 |
| Low |
2,748.00 |
2,760.00 |
12.00 |
0.4% |
2,675.00 |
| Close |
2,772.25 |
2,772.25 |
0.00 |
0.0% |
2,733.75 |
| Range |
26.75 |
19.75 |
-7.00 |
-26.2% |
62.00 |
| ATR |
30.13 |
29.39 |
-0.74 |
-2.5% |
0.00 |
| Volume |
1,326,401 |
1,773,923 |
447,522 |
33.7% |
6,320,664 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.00 |
2,820.75 |
2,783.00 |
|
| R3 |
2,810.25 |
2,801.00 |
2,777.75 |
|
| R2 |
2,790.50 |
2,790.50 |
2,775.75 |
|
| R1 |
2,781.25 |
2,781.25 |
2,774.00 |
2,776.00 |
| PP |
2,770.75 |
2,770.75 |
2,770.75 |
2,768.00 |
| S1 |
2,761.50 |
2,761.50 |
2,770.50 |
2,756.25 |
| S2 |
2,751.00 |
2,751.00 |
2,768.75 |
|
| S3 |
2,731.25 |
2,741.75 |
2,766.75 |
|
| S4 |
2,711.50 |
2,722.00 |
2,761.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.25 |
2,879.50 |
2,767.75 |
|
| R3 |
2,839.25 |
2,817.50 |
2,750.75 |
|
| R2 |
2,777.25 |
2,777.25 |
2,745.00 |
|
| R1 |
2,755.50 |
2,755.50 |
2,739.50 |
2,766.50 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,720.75 |
| S1 |
2,693.50 |
2,693.50 |
2,728.00 |
2,704.50 |
| S2 |
2,653.25 |
2,653.25 |
2,722.50 |
|
| S3 |
2,591.25 |
2,631.50 |
2,716.75 |
|
| S4 |
2,529.25 |
2,569.50 |
2,699.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.75 |
2,706.00 |
73.75 |
2.7% |
22.50 |
0.8% |
90% |
True |
False |
1,245,390 |
| 10 |
2,779.75 |
2,675.00 |
104.75 |
3.8% |
29.25 |
1.1% |
93% |
True |
False |
1,357,749 |
| 20 |
2,779.75 |
2,675.00 |
104.75 |
3.8% |
25.75 |
0.9% |
93% |
True |
False |
1,228,200 |
| 40 |
2,779.75 |
2,591.25 |
188.50 |
6.8% |
30.25 |
1.1% |
96% |
True |
False |
1,345,226 |
| 60 |
2,783.50 |
2,552.00 |
231.50 |
8.4% |
37.75 |
1.4% |
95% |
False |
False |
1,572,079 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
39.75 |
1.4% |
86% |
False |
False |
1,263,704 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
43.00 |
1.6% |
68% |
False |
False |
1,015,255 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
38.75 |
1.4% |
68% |
False |
False |
846,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.75 |
|
2.618 |
2,831.50 |
|
1.618 |
2,811.75 |
|
1.000 |
2,799.50 |
|
0.618 |
2,792.00 |
|
HIGH |
2,779.75 |
|
0.618 |
2,772.25 |
|
0.500 |
2,770.00 |
|
0.382 |
2,767.50 |
|
LOW |
2,760.00 |
|
0.618 |
2,747.75 |
|
1.000 |
2,740.25 |
|
1.618 |
2,728.00 |
|
2.618 |
2,708.25 |
|
4.250 |
2,676.00 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.50 |
2,768.00 |
| PP |
2,770.75 |
2,763.75 |
| S1 |
2,770.00 |
2,759.50 |
|