| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,788.00 |
2,773.25 |
-14.75 |
-0.5% |
2,731.00 |
| High |
2,791.75 |
2,789.25 |
-2.50 |
-0.1% |
2,779.75 |
| Low |
2,773.75 |
2,767.50 |
-6.25 |
-0.2% |
2,729.00 |
| Close |
2,774.25 |
2,783.25 |
9.00 |
0.3% |
2,778.75 |
| Range |
18.00 |
21.75 |
3.75 |
20.8% |
50.75 |
| ATR |
26.70 |
26.35 |
-0.35 |
-1.3% |
0.00 |
| Volume |
614,173 |
398,105 |
-216,068 |
-35.2% |
6,352,816 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.25 |
2,836.00 |
2,795.25 |
|
| R3 |
2,823.50 |
2,814.25 |
2,789.25 |
|
| R2 |
2,801.75 |
2,801.75 |
2,787.25 |
|
| R1 |
2,792.50 |
2,792.50 |
2,785.25 |
2,797.00 |
| PP |
2,780.00 |
2,780.00 |
2,780.00 |
2,782.25 |
| S1 |
2,770.75 |
2,770.75 |
2,781.25 |
2,775.50 |
| S2 |
2,758.25 |
2,758.25 |
2,779.25 |
|
| S3 |
2,736.50 |
2,749.00 |
2,777.25 |
|
| S4 |
2,714.75 |
2,727.25 |
2,771.25 |
|
|
| 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 |
2,791.75 |
2,752.00 |
39.75 |
1.4% |
19.75 |
0.7% |
79% |
False |
False |
917,378 |
| 10 |
2,791.75 |
2,706.00 |
85.75 |
3.1% |
21.00 |
0.8% |
90% |
False |
False |
1,081,384 |
| 20 |
2,791.75 |
2,675.00 |
116.75 |
4.2% |
24.75 |
0.9% |
93% |
False |
False |
1,169,413 |
| 40 |
2,791.75 |
2,591.25 |
200.50 |
7.2% |
29.00 |
1.0% |
96% |
False |
False |
1,296,229 |
| 60 |
2,791.75 |
2,552.00 |
239.75 |
8.6% |
37.00 |
1.3% |
96% |
False |
False |
1,522,659 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
38.25 |
1.4% |
91% |
False |
False |
1,320,006 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
42.50 |
1.5% |
71% |
False |
False |
1,060,617 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
71% |
False |
False |
884,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.75 |
|
2.618 |
2,846.25 |
|
1.618 |
2,824.50 |
|
1.000 |
2,811.00 |
|
0.618 |
2,802.75 |
|
HIGH |
2,789.25 |
|
0.618 |
2,781.00 |
|
0.500 |
2,778.50 |
|
0.382 |
2,775.75 |
|
LOW |
2,767.50 |
|
0.618 |
2,754.00 |
|
1.000 |
2,745.75 |
|
1.618 |
2,732.25 |
|
2.618 |
2,710.50 |
|
4.250 |
2,675.00 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.50 |
2,782.00 |
| PP |
2,780.00 |
2,780.75 |
| S1 |
2,778.50 |
2,779.50 |
|