| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,773.25 |
2,771.00 |
-2.25 |
-0.1% |
2,731.00 |
| High |
2,779.75 |
2,779.75 |
0.00 |
0.0% |
2,779.75 |
| Low |
2,760.00 |
2,752.00 |
-8.00 |
-0.3% |
2,729.00 |
| Close |
2,772.25 |
2,778.75 |
6.50 |
0.2% |
2,778.75 |
| Range |
19.75 |
27.75 |
8.00 |
40.5% |
50.75 |
| ATR |
29.39 |
29.27 |
-0.12 |
-0.4% |
0.00 |
| Volume |
1,773,923 |
1,367,033 |
-406,890 |
-22.9% |
6,352,816 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.50 |
2,843.75 |
2,794.00 |
|
| R3 |
2,825.75 |
2,816.00 |
2,786.50 |
|
| R2 |
2,798.00 |
2,798.00 |
2,783.75 |
|
| R1 |
2,788.25 |
2,788.25 |
2,781.25 |
2,793.00 |
| PP |
2,770.25 |
2,770.25 |
2,770.25 |
2,772.50 |
| S1 |
2,760.50 |
2,760.50 |
2,776.25 |
2,765.50 |
| S2 |
2,742.50 |
2,742.50 |
2,773.75 |
|
| S3 |
2,714.75 |
2,732.75 |
2,771.00 |
|
| S4 |
2,687.00 |
2,705.00 |
2,763.50 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,897.50 |
2,806.75 |
|
| R3 |
2,864.00 |
2,846.75 |
2,792.75 |
|
| R2 |
2,813.25 |
2,813.25 |
2,788.00 |
|
| R1 |
2,796.00 |
2,796.00 |
2,783.50 |
2,804.50 |
| PP |
2,762.50 |
2,762.50 |
2,762.50 |
2,766.75 |
| S1 |
2,745.25 |
2,745.25 |
2,774.00 |
2,754.00 |
| S2 |
2,711.75 |
2,711.75 |
2,769.50 |
|
| S3 |
2,661.00 |
2,694.50 |
2,764.75 |
|
| S4 |
2,610.25 |
2,643.75 |
2,750.75 |
|
|
| 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 |
2,729.00 |
50.75 |
1.8% |
21.75 |
0.8% |
98% |
True |
False |
1,270,563 |
| 10 |
2,779.75 |
2,675.00 |
104.75 |
3.8% |
29.25 |
1.1% |
99% |
True |
False |
1,366,726 |
| 20 |
2,779.75 |
2,675.00 |
104.75 |
3.8% |
25.50 |
0.9% |
99% |
True |
False |
1,237,871 |
| 40 |
2,779.75 |
2,591.25 |
188.50 |
6.8% |
30.00 |
1.1% |
99% |
True |
False |
1,346,873 |
| 60 |
2,779.75 |
2,552.00 |
227.75 |
8.2% |
37.75 |
1.4% |
100% |
True |
False |
1,562,687 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
39.75 |
1.4% |
89% |
False |
False |
1,280,630 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
43.00 |
1.5% |
70% |
False |
False |
1,028,803 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
70% |
False |
False |
858,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.75 |
|
2.618 |
2,852.50 |
|
1.618 |
2,824.75 |
|
1.000 |
2,807.50 |
|
0.618 |
2,797.00 |
|
HIGH |
2,779.75 |
|
0.618 |
2,769.25 |
|
0.500 |
2,766.00 |
|
0.382 |
2,762.50 |
|
LOW |
2,752.00 |
|
0.618 |
2,734.75 |
|
1.000 |
2,724.25 |
|
1.618 |
2,707.00 |
|
2.618 |
2,679.25 |
|
4.250 |
2,634.00 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.50 |
2,773.75 |
| PP |
2,770.25 |
2,768.75 |
| S1 |
2,766.00 |
2,764.00 |
|