| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,678.0 |
1,671.0 |
-7.0 |
-0.4% |
1,648.7 |
| High |
1,681.2 |
1,673.7 |
-7.5 |
-0.4% |
1,681.2 |
| Low |
1,659.9 |
1,661.0 |
1.1 |
0.1% |
1,641.2 |
| Close |
1,670.2 |
1,671.1 |
0.9 |
0.1% |
1,671.1 |
| Range |
21.3 |
12.7 |
-8.6 |
-40.4% |
40.0 |
| ATR |
19.4 |
19.0 |
-0.5 |
-2.5% |
0.0 |
| Volume |
173,620 |
182,483 |
8,863 |
5.1% |
654,286 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,706.7 |
1,701.6 |
1,678.1 |
|
| R3 |
1,694.0 |
1,688.9 |
1,674.6 |
|
| R2 |
1,681.3 |
1,681.3 |
1,673.4 |
|
| R1 |
1,676.2 |
1,676.2 |
1,672.3 |
1,678.8 |
| PP |
1,668.6 |
1,668.6 |
1,668.6 |
1,669.9 |
| S1 |
1,663.5 |
1,663.5 |
1,669.9 |
1,666.1 |
| S2 |
1,655.9 |
1,655.9 |
1,668.8 |
|
| S3 |
1,643.2 |
1,650.8 |
1,667.6 |
|
| S4 |
1,630.5 |
1,638.1 |
1,664.1 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.5 |
1,767.8 |
1,693.1 |
|
| R3 |
1,744.5 |
1,727.8 |
1,682.1 |
|
| R2 |
1,704.5 |
1,704.5 |
1,678.4 |
|
| R1 |
1,687.8 |
1,687.8 |
1,674.8 |
1,696.2 |
| PP |
1,664.5 |
1,664.5 |
1,664.5 |
1,668.7 |
| S1 |
1,647.8 |
1,647.8 |
1,667.4 |
1,656.2 |
| S2 |
1,624.5 |
1,624.5 |
1,663.8 |
|
| S3 |
1,584.5 |
1,607.8 |
1,660.1 |
|
| S4 |
1,544.5 |
1,567.8 |
1,649.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,681.2 |
1,641.2 |
40.0 |
2.4% |
16.2 |
1.0% |
75% |
False |
False |
130,857 |
| 10 |
1,681.2 |
1,607.1 |
74.1 |
4.4% |
18.9 |
1.1% |
86% |
False |
False |
125,191 |
| 20 |
1,681.2 |
1,591.0 |
90.2 |
5.4% |
17.0 |
1.0% |
89% |
False |
False |
108,188 |
| 40 |
1,681.2 |
1,527.2 |
154.0 |
9.2% |
19.1 |
1.1% |
93% |
False |
False |
103,509 |
| 60 |
1,681.2 |
1,482.5 |
198.7 |
11.9% |
23.0 |
1.4% |
95% |
False |
False |
111,849 |
| 80 |
1,681.2 |
1,474.4 |
206.8 |
12.4% |
24.4 |
1.5% |
95% |
False |
False |
94,837 |
| 100 |
1,681.2 |
1,421.3 |
259.9 |
15.6% |
25.8 |
1.5% |
96% |
False |
False |
75,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.7 |
|
2.618 |
1,706.9 |
|
1.618 |
1,694.2 |
|
1.000 |
1,686.4 |
|
0.618 |
1,681.5 |
|
HIGH |
1,673.7 |
|
0.618 |
1,668.8 |
|
0.500 |
1,667.4 |
|
0.382 |
1,665.9 |
|
LOW |
1,661.0 |
|
0.618 |
1,653.2 |
|
1.000 |
1,648.3 |
|
1.618 |
1,640.5 |
|
2.618 |
1,627.8 |
|
4.250 |
1,607.0 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,669.9 |
1,670.9 |
| PP |
1,668.6 |
1,670.7 |
| S1 |
1,667.4 |
1,670.6 |
|