| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,674.7 |
1,682.9 |
8.2 |
0.5% |
1,648.7 |
| High |
1,686.8 |
1,686.2 |
-0.6 |
0.0% |
1,681.2 |
| Low |
1,672.2 |
1,673.7 |
1.5 |
0.1% |
1,641.2 |
| Close |
1,681.4 |
1,675.6 |
-5.8 |
-0.3% |
1,671.1 |
| Range |
14.6 |
12.5 |
-2.1 |
-14.4% |
40.0 |
| ATR |
18.2 |
17.8 |
-0.4 |
-2.2% |
0.0 |
| Volume |
136,805 |
73,446 |
-63,359 |
-46.3% |
654,286 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.0 |
1,708.3 |
1,682.5 |
|
| R3 |
1,703.5 |
1,695.8 |
1,679.0 |
|
| R2 |
1,691.0 |
1,691.0 |
1,677.9 |
|
| R1 |
1,683.3 |
1,683.3 |
1,676.7 |
1,680.9 |
| PP |
1,678.5 |
1,678.5 |
1,678.5 |
1,677.3 |
| S1 |
1,670.8 |
1,670.8 |
1,674.5 |
1,668.4 |
| S2 |
1,666.0 |
1,666.0 |
1,673.3 |
|
| S3 |
1,653.5 |
1,658.3 |
1,672.2 |
|
| S4 |
1,641.0 |
1,645.8 |
1,668.7 |
|
|
| 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% |
14.7 |
0.9% |
58% |
False |
False |
160,847 |
| 10 |
1,686.8 |
1,631.6 |
55.2 |
3.3% |
15.8 |
0.9% |
80% |
False |
False |
135,499 |
| 20 |
1,686.8 |
1,598.9 |
87.9 |
5.2% |
16.8 |
1.0% |
87% |
False |
False |
115,571 |
| 40 |
1,686.8 |
1,527.2 |
159.6 |
9.5% |
18.6 |
1.1% |
93% |
False |
False |
107,594 |
| 60 |
1,686.8 |
1,482.5 |
204.3 |
12.2% |
22.5 |
1.3% |
95% |
False |
False |
113,555 |
| 80 |
1,686.8 |
1,482.5 |
204.3 |
12.2% |
23.7 |
1.4% |
95% |
False |
False |
100,439 |
| 100 |
1,686.8 |
1,421.3 |
265.5 |
15.8% |
25.6 |
1.5% |
96% |
False |
False |
80,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,739.3 |
|
2.618 |
1,718.9 |
|
1.618 |
1,706.4 |
|
1.000 |
1,698.7 |
|
0.618 |
1,693.9 |
|
HIGH |
1,686.2 |
|
0.618 |
1,681.4 |
|
0.500 |
1,680.0 |
|
0.382 |
1,678.5 |
|
LOW |
1,673.7 |
|
0.618 |
1,666.0 |
|
1.000 |
1,661.2 |
|
1.618 |
1,653.5 |
|
2.618 |
1,641.0 |
|
4.250 |
1,620.6 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.0 |
1,676.5 |
| PP |
1,678.5 |
1,676.2 |
| S1 |
1,677.1 |
1,675.9 |
|