| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,771.00 |
2,781.25 |
10.25 |
0.4% |
2,731.00 |
| High |
2,790.50 |
2,789.75 |
-0.75 |
0.0% |
2,779.75 |
| Low |
2,770.50 |
2,778.50 |
8.00 |
0.3% |
2,729.00 |
| Close |
2,783.00 |
2,784.00 |
1.00 |
0.0% |
2,778.75 |
| Range |
20.00 |
11.25 |
-8.75 |
-43.8% |
50.75 |
| ATR |
28.61 |
27.37 |
-1.24 |
-4.3% |
0.00 |
| Volume |
1,218,834 |
988,748 |
-230,086 |
-18.9% |
6,352,816 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.75 |
2,812.25 |
2,790.25 |
|
| R3 |
2,806.50 |
2,801.00 |
2,787.00 |
|
| R2 |
2,795.25 |
2,795.25 |
2,786.00 |
|
| R1 |
2,789.75 |
2,789.75 |
2,785.00 |
2,792.50 |
| PP |
2,784.00 |
2,784.00 |
2,784.00 |
2,785.50 |
| S1 |
2,778.50 |
2,778.50 |
2,783.00 |
2,781.25 |
| S2 |
2,772.75 |
2,772.75 |
2,782.00 |
|
| S3 |
2,761.50 |
2,767.25 |
2,781.00 |
|
| S4 |
2,750.25 |
2,756.00 |
2,777.75 |
|
|
| 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 |
2,748.00 |
42.50 |
1.5% |
21.00 |
0.8% |
85% |
False |
False |
1,334,987 |
| 10 |
2,790.50 |
2,685.75 |
104.75 |
3.8% |
24.25 |
0.9% |
94% |
False |
False |
1,289,138 |
| 20 |
2,790.50 |
2,675.00 |
115.50 |
4.1% |
25.50 |
0.9% |
94% |
False |
False |
1,247,639 |
| 40 |
2,790.50 |
2,591.25 |
199.25 |
7.2% |
29.25 |
1.1% |
97% |
False |
False |
1,328,338 |
| 60 |
2,790.50 |
2,552.00 |
238.50 |
8.6% |
37.50 |
1.4% |
97% |
False |
False |
1,557,233 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
38.75 |
1.4% |
91% |
False |
False |
1,307,689 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
42.75 |
1.5% |
72% |
False |
False |
1,050,722 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
72% |
False |
False |
876,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.50 |
|
2.618 |
2,819.25 |
|
1.618 |
2,808.00 |
|
1.000 |
2,801.00 |
|
0.618 |
2,796.75 |
|
HIGH |
2,789.75 |
|
0.618 |
2,785.50 |
|
0.500 |
2,784.00 |
|
0.382 |
2,782.75 |
|
LOW |
2,778.50 |
|
0.618 |
2,771.50 |
|
1.000 |
2,767.25 |
|
1.618 |
2,760.25 |
|
2.618 |
2,749.00 |
|
4.250 |
2,730.75 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.00 |
2,779.75 |
| PP |
2,784.00 |
2,775.50 |
| S1 |
2,784.00 |
2,771.25 |
|