| 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 |
1,670.1 |
1,666.6 |
-3.5 |
-0.2% |
1,651.0 |
| High |
1,673.8 |
1,678.6 |
4.8 |
0.3% |
1,681.1 |
| Low |
1,661.7 |
1,666.5 |
4.8 |
0.3% |
1,641.6 |
| Close |
1,671.3 |
1,676.1 |
4.8 |
0.3% |
1,671.3 |
| Range |
12.1 |
12.1 |
0.0 |
0.0% |
39.5 |
| ATR |
18.5 |
18.0 |
-0.5 |
-2.5% |
0.0 |
| Volume |
2,485 |
2,331 |
-154 |
-6.2% |
18,820 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.0 |
1,705.3 |
1,682.8 |
|
| R3 |
1,698.0 |
1,693.0 |
1,679.5 |
|
| R2 |
1,685.8 |
1,685.8 |
1,678.3 |
|
| R1 |
1,681.0 |
1,681.0 |
1,677.3 |
1,683.5 |
| PP |
1,673.8 |
1,673.8 |
1,673.8 |
1,675.0 |
| S1 |
1,668.8 |
1,668.8 |
1,675.0 |
1,671.3 |
| S2 |
1,661.8 |
1,661.8 |
1,674.0 |
|
| S3 |
1,649.5 |
1,656.8 |
1,672.8 |
|
| S4 |
1,637.5 |
1,644.8 |
1,669.5 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.3 |
1,766.8 |
1,693.0 |
|
| R3 |
1,743.8 |
1,727.3 |
1,682.3 |
|
| R2 |
1,704.3 |
1,704.3 |
1,678.5 |
|
| R1 |
1,687.8 |
1,687.8 |
1,675.0 |
1,696.0 |
| PP |
1,664.8 |
1,664.8 |
1,664.8 |
1,668.8 |
| S1 |
1,648.3 |
1,648.3 |
1,667.8 |
1,656.5 |
| S2 |
1,625.3 |
1,625.3 |
1,664.0 |
|
| S3 |
1,585.8 |
1,608.8 |
1,660.5 |
|
| S4 |
1,546.3 |
1,569.3 |
1,649.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,681.1 |
1,651.4 |
29.7 |
1.8% |
15.3 |
0.9% |
83% |
False |
False |
3,526 |
| 10 |
1,681.1 |
1,607.2 |
73.9 |
4.4% |
18.3 |
1.1% |
93% |
False |
False |
4,224 |
| 20 |
1,681.1 |
1,591.2 |
89.9 |
5.4% |
16.5 |
1.0% |
94% |
False |
False |
3,997 |
| 40 |
1,681.1 |
1,527.2 |
153.9 |
9.2% |
18.5 |
1.1% |
97% |
False |
False |
4,192 |
| 60 |
1,681.1 |
1,482.6 |
198.5 |
11.8% |
22.5 |
1.3% |
97% |
False |
False |
6,443 |
| 80 |
1,681.1 |
1,482.6 |
198.5 |
11.8% |
21.0 |
1.3% |
97% |
False |
False |
5,462 |
| 100 |
1,681.1 |
1,464.3 |
216.8 |
12.9% |
18.5 |
1.1% |
98% |
False |
False |
4,370 |
| 120 |
1,681.1 |
1,464.3 |
216.8 |
12.9% |
15.5 |
0.9% |
98% |
False |
False |
3,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,730.0 |
|
2.618 |
1,710.3 |
|
1.618 |
1,698.3 |
|
1.000 |
1,690.8 |
|
0.618 |
1,686.0 |
|
HIGH |
1,678.5 |
|
0.618 |
1,674.0 |
|
0.500 |
1,672.5 |
|
0.382 |
1,671.0 |
|
LOW |
1,666.5 |
|
0.618 |
1,659.0 |
|
1.000 |
1,654.5 |
|
1.618 |
1,647.0 |
|
2.618 |
1,634.8 |
|
4.250 |
1,615.0 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,675.0 |
1,674.3 |
| PP |
1,673.8 |
1,672.5 |
| S1 |
1,672.5 |
1,670.5 |
|