| 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 |
1,666.6 |
1,674.4 |
7.8 |
0.5% |
1,651.0 |
| High |
1,678.6 |
1,686.7 |
8.1 |
0.5% |
1,681.1 |
| Low |
1,666.5 |
1,672.1 |
5.6 |
0.3% |
1,641.6 |
| Close |
1,676.1 |
1,681.4 |
5.3 |
0.3% |
1,671.3 |
| Range |
12.1 |
14.6 |
2.5 |
20.7% |
39.5 |
| ATR |
18.0 |
17.8 |
-0.2 |
-1.3% |
0.0 |
| Volume |
2,331 |
2,795 |
464 |
19.9% |
18,820 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.8 |
1,717.3 |
1,689.5 |
|
| R3 |
1,709.3 |
1,702.8 |
1,685.5 |
|
| R2 |
1,694.8 |
1,694.8 |
1,684.0 |
|
| R1 |
1,688.0 |
1,688.0 |
1,682.8 |
1,691.3 |
| PP |
1,680.0 |
1,680.0 |
1,680.0 |
1,681.8 |
| S1 |
1,673.5 |
1,673.5 |
1,680.0 |
1,676.8 |
| S2 |
1,665.5 |
1,665.5 |
1,678.8 |
|
| S3 |
1,650.8 |
1,658.8 |
1,677.5 |
|
| S4 |
1,636.3 |
1,644.3 |
1,673.3 |
|
|
| 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 |
1,686.7 |
1,660.0 |
26.7 |
1.6% |
15.0 |
0.9% |
80% |
True |
False |
3,212 |
| 10 |
1,686.7 |
1,620.8 |
65.9 |
3.9% |
17.5 |
1.0% |
92% |
True |
False |
3,976 |
| 20 |
1,686.7 |
1,591.2 |
95.5 |
5.7% |
16.5 |
1.0% |
94% |
True |
False |
3,895 |
| 40 |
1,686.7 |
1,527.2 |
159.5 |
9.5% |
18.5 |
1.1% |
97% |
True |
False |
4,133 |
| 60 |
1,686.7 |
1,482.6 |
204.1 |
12.1% |
22.5 |
1.3% |
97% |
True |
False |
6,319 |
| 80 |
1,686.7 |
1,482.6 |
204.1 |
12.1% |
21.3 |
1.3% |
97% |
True |
False |
5,497 |
| 100 |
1,686.7 |
1,464.3 |
222.4 |
13.2% |
18.5 |
1.1% |
98% |
True |
False |
4,398 |
| 120 |
1,686.7 |
1,464.3 |
222.4 |
13.2% |
15.8 |
0.9% |
98% |
True |
False |
3,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,748.8 |
|
2.618 |
1,725.0 |
|
1.618 |
1,710.3 |
|
1.000 |
1,701.3 |
|
0.618 |
1,695.8 |
|
HIGH |
1,686.8 |
|
0.618 |
1,681.0 |
|
0.500 |
1,679.5 |
|
0.382 |
1,677.8 |
|
LOW |
1,672.0 |
|
0.618 |
1,663.0 |
|
1.000 |
1,657.5 |
|
1.618 |
1,648.5 |
|
2.618 |
1,634.0 |
|
4.250 |
1,610.0 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.8 |
1,679.0 |
| PP |
1,680.0 |
1,676.5 |
| S1 |
1,679.5 |
1,674.3 |
|