| 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 |
1,668.5 |
1,674.7 |
6.2 |
0.4% |
1,648.7 |
| High |
1,678.7 |
1,686.8 |
8.1 |
0.5% |
1,681.2 |
| Low |
1,666.2 |
1,672.2 |
6.0 |
0.4% |
1,641.2 |
| Close |
1,676.4 |
1,681.4 |
5.0 |
0.3% |
1,671.1 |
| Range |
12.5 |
14.6 |
2.1 |
16.8% |
40.0 |
| ATR |
18.5 |
18.2 |
-0.3 |
-1.5% |
0.0 |
| Volume |
237,882 |
136,805 |
-101,077 |
-42.5% |
654,286 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.9 |
1,717.3 |
1,689.4 |
|
| R3 |
1,709.3 |
1,702.7 |
1,685.4 |
|
| R2 |
1,694.7 |
1,694.7 |
1,684.1 |
|
| R1 |
1,688.1 |
1,688.1 |
1,682.7 |
1,691.4 |
| PP |
1,680.1 |
1,680.1 |
1,680.1 |
1,681.8 |
| S1 |
1,673.5 |
1,673.5 |
1,680.1 |
1,676.8 |
| S2 |
1,665.5 |
1,665.5 |
1,678.7 |
|
| S3 |
1,650.9 |
1,658.9 |
1,677.4 |
|
| S4 |
1,636.3 |
1,644.3 |
1,673.4 |
|
|
| 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 |
1,686.8 |
1,659.9 |
26.9 |
1.6% |
15.3 |
0.9% |
80% |
True |
False |
166,729 |
| 10 |
1,686.8 |
1,621.1 |
65.7 |
3.9% |
17.8 |
1.1% |
92% |
True |
False |
140,915 |
| 20 |
1,686.8 |
1,591.0 |
95.8 |
5.7% |
16.9 |
1.0% |
94% |
True |
False |
117,426 |
| 40 |
1,686.8 |
1,527.2 |
159.6 |
9.5% |
18.8 |
1.1% |
97% |
True |
False |
108,064 |
| 60 |
1,686.8 |
1,482.5 |
204.3 |
12.2% |
22.9 |
1.4% |
97% |
True |
False |
114,347 |
| 80 |
1,686.8 |
1,482.5 |
204.3 |
12.2% |
23.7 |
1.4% |
97% |
True |
False |
99,521 |
| 100 |
1,686.8 |
1,421.3 |
265.5 |
15.8% |
25.7 |
1.5% |
98% |
True |
False |
79,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,748.9 |
|
2.618 |
1,725.0 |
|
1.618 |
1,710.4 |
|
1.000 |
1,701.4 |
|
0.618 |
1,695.8 |
|
HIGH |
1,686.8 |
|
0.618 |
1,681.2 |
|
0.500 |
1,679.5 |
|
0.382 |
1,677.8 |
|
LOW |
1,672.2 |
|
0.618 |
1,663.2 |
|
1.000 |
1,657.6 |
|
1.618 |
1,648.6 |
|
2.618 |
1,634.0 |
|
4.250 |
1,610.2 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.8 |
1,678.9 |
| PP |
1,680.1 |
1,676.4 |
| S1 |
1,679.5 |
1,673.9 |
|