| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,771.00 |
2,771.00 |
0.00 |
0.0% |
2,731.00 |
| High |
2,779.75 |
2,790.50 |
10.75 |
0.4% |
2,779.75 |
| Low |
2,752.00 |
2,770.50 |
18.50 |
0.7% |
2,729.00 |
| Close |
2,778.75 |
2,783.00 |
4.25 |
0.2% |
2,778.75 |
| Range |
27.75 |
20.00 |
-7.75 |
-27.9% |
50.75 |
| ATR |
29.27 |
28.61 |
-0.66 |
-2.3% |
0.00 |
| Volume |
1,367,033 |
1,218,834 |
-148,199 |
-10.8% |
6,352,816 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.25 |
2,832.25 |
2,794.00 |
|
| R3 |
2,821.25 |
2,812.25 |
2,788.50 |
|
| R2 |
2,801.25 |
2,801.25 |
2,786.75 |
|
| R1 |
2,792.25 |
2,792.25 |
2,784.75 |
2,796.75 |
| PP |
2,781.25 |
2,781.25 |
2,781.25 |
2,783.50 |
| S1 |
2,772.25 |
2,772.25 |
2,781.25 |
2,776.75 |
| S2 |
2,761.25 |
2,761.25 |
2,779.25 |
|
| S3 |
2,741.25 |
2,752.25 |
2,777.50 |
|
| S4 |
2,721.25 |
2,732.25 |
2,772.00 |
|
|
| 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 |
2,790.50 |
2,739.00 |
51.50 |
1.9% |
21.75 |
0.8% |
85% |
True |
False |
1,342,760 |
| 10 |
2,790.50 |
2,675.00 |
115.50 |
4.2% |
28.75 |
1.0% |
94% |
True |
False |
1,389,231 |
| 20 |
2,790.50 |
2,675.00 |
115.50 |
4.2% |
25.75 |
0.9% |
94% |
True |
False |
1,245,500 |
| 40 |
2,790.50 |
2,591.25 |
199.25 |
7.2% |
29.75 |
1.1% |
96% |
True |
False |
1,334,548 |
| 60 |
2,790.50 |
2,552.00 |
238.50 |
8.6% |
37.75 |
1.4% |
97% |
True |
False |
1,559,796 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
39.00 |
1.4% |
90% |
False |
False |
1,295,690 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
42.75 |
1.5% |
71% |
False |
False |
1,040,944 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
71% |
False |
False |
868,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.50 |
|
2.618 |
2,842.75 |
|
1.618 |
2,822.75 |
|
1.000 |
2,810.50 |
|
0.618 |
2,802.75 |
|
HIGH |
2,790.50 |
|
0.618 |
2,782.75 |
|
0.500 |
2,780.50 |
|
0.382 |
2,778.25 |
|
LOW |
2,770.50 |
|
0.618 |
2,758.25 |
|
1.000 |
2,750.50 |
|
1.618 |
2,738.25 |
|
2.618 |
2,718.25 |
|
4.250 |
2,685.50 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.25 |
2,779.00 |
| PP |
2,781.25 |
2,775.25 |
| S1 |
2,780.50 |
2,771.25 |
|