| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,773.25 |
2,782.50 |
9.25 |
0.3% |
2,771.00 |
| High |
2,789.25 |
2,784.00 |
-5.25 |
-0.2% |
2,791.75 |
| Low |
2,767.50 |
2,766.25 |
-1.25 |
0.0% |
2,766.25 |
| Close |
2,783.25 |
2,776.85 |
-6.40 |
-0.2% |
2,776.85 |
| Range |
21.75 |
17.75 |
-4.00 |
-18.4% |
25.50 |
| ATR |
26.35 |
25.73 |
-0.61 |
-2.3% |
0.00 |
| Volume |
398,105 |
45,298 |
-352,807 |
-88.6% |
3,265,158 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.00 |
2,820.75 |
2,786.50 |
|
| R3 |
2,811.25 |
2,803.00 |
2,781.75 |
|
| R2 |
2,793.50 |
2,793.50 |
2,780.00 |
|
| R1 |
2,785.25 |
2,785.25 |
2,778.50 |
2,780.50 |
| PP |
2,775.75 |
2,775.75 |
2,775.75 |
2,773.25 |
| S1 |
2,767.50 |
2,767.50 |
2,775.25 |
2,762.75 |
| S2 |
2,758.00 |
2,758.00 |
2,773.50 |
|
| S3 |
2,740.25 |
2,749.75 |
2,772.00 |
|
| S4 |
2,722.50 |
2,732.00 |
2,767.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.75 |
2,841.25 |
2,791.00 |
|
| R3 |
2,829.25 |
2,815.75 |
2,783.75 |
|
| R2 |
2,803.75 |
2,803.75 |
2,781.50 |
|
| R1 |
2,790.25 |
2,790.25 |
2,779.25 |
2,797.00 |
| PP |
2,778.25 |
2,778.25 |
2,778.25 |
2,781.75 |
| S1 |
2,764.75 |
2,764.75 |
2,774.50 |
2,771.50 |
| S2 |
2,752.75 |
2,752.75 |
2,772.25 |
|
| S3 |
2,727.25 |
2,739.25 |
2,769.75 |
|
| S4 |
2,701.75 |
2,713.75 |
2,762.75 |
|
|
| 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 |
2,766.25 |
25.50 |
0.9% |
17.75 |
0.6% |
42% |
False |
True |
653,031 |
| 10 |
2,791.75 |
2,729.00 |
62.75 |
2.3% |
19.75 |
0.7% |
76% |
False |
False |
961,797 |
| 20 |
2,791.75 |
2,675.00 |
116.75 |
4.2% |
24.50 |
0.9% |
87% |
False |
False |
1,118,103 |
| 40 |
2,791.75 |
2,591.25 |
200.50 |
7.2% |
28.75 |
1.0% |
93% |
False |
False |
1,257,914 |
| 60 |
2,791.75 |
2,552.00 |
239.75 |
8.6% |
36.75 |
1.3% |
94% |
False |
False |
1,499,685 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
37.75 |
1.4% |
88% |
False |
False |
1,320,320 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
42.50 |
1.5% |
70% |
False |
False |
1,060,992 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
70% |
False |
False |
885,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.50 |
|
2.618 |
2,830.50 |
|
1.618 |
2,812.75 |
|
1.000 |
2,801.75 |
|
0.618 |
2,795.00 |
|
HIGH |
2,784.00 |
|
0.618 |
2,777.25 |
|
0.500 |
2,775.00 |
|
0.382 |
2,773.00 |
|
LOW |
2,766.25 |
|
0.618 |
2,755.25 |
|
1.000 |
2,748.50 |
|
1.618 |
2,737.50 |
|
2.618 |
2,719.75 |
|
4.250 |
2,690.75 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,776.25 |
2,779.00 |
| PP |
2,775.75 |
2,778.25 |
| S1 |
2,775.00 |
2,777.50 |
|