| 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 |
7,649.66 |
6,764.59 |
-885.07 |
-11.6% |
7,442.29 |
| High |
7,679.20 |
6,883.05 |
-796.15 |
-10.4% |
7,766.59 |
| Low |
6,647.48 |
6,468.18 |
-179.30 |
-2.7% |
7,382.00 |
| Close |
6,764.59 |
6,547.31 |
-217.28 |
-3.2% |
7,649.52 |
| Range |
1,031.72 |
414.87 |
-616.85 |
-59.8% |
384.59 |
| ATR |
410.56 |
410.87 |
0.31 |
0.1% |
0.00 |
| Volume |
75,640 |
72,117 |
-3,523 |
-4.7% |
219,323 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,877.46 |
7,627.25 |
6,775.49 |
|
| R3 |
7,462.59 |
7,212.38 |
6,661.40 |
|
| R2 |
7,047.72 |
7,047.72 |
6,623.37 |
|
| R1 |
6,797.51 |
6,797.51 |
6,585.34 |
6,715.18 |
| PP |
6,632.85 |
6,632.85 |
6,632.85 |
6,591.68 |
| S1 |
6,382.64 |
6,382.64 |
6,509.28 |
6,300.31 |
| S2 |
6,217.98 |
6,217.98 |
6,471.25 |
|
| S3 |
5,803.11 |
5,967.77 |
6,433.22 |
|
| S4 |
5,388.24 |
5,552.90 |
6,319.13 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,753.14 |
8,585.92 |
7,861.04 |
|
| R3 |
8,368.55 |
8,201.33 |
7,755.28 |
|
| R2 |
7,983.96 |
7,983.96 |
7,720.03 |
|
| R1 |
7,816.74 |
7,816.74 |
7,684.77 |
7,900.35 |
| PP |
7,599.37 |
7,599.37 |
7,599.37 |
7,641.18 |
| S1 |
7,432.15 |
7,432.15 |
7,614.27 |
7,515.76 |
| S2 |
7,214.78 |
7,214.78 |
7,579.01 |
|
| S3 |
6,830.19 |
7,047.56 |
7,543.76 |
|
| S4 |
6,445.60 |
6,662.97 |
7,438.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,749.99 |
6,468.18 |
1,281.81 |
19.6% |
381.38 |
5.8% |
6% |
False |
True |
54,096 |
| 10 |
7,766.59 |
6,468.18 |
1,298.41 |
19.8% |
328.26 |
5.0% |
6% |
False |
True |
72,357 |
| 20 |
8,847.41 |
6,468.18 |
2,379.23 |
36.3% |
370.36 |
5.7% |
3% |
False |
True |
74,091 |
| 40 |
9,966.78 |
6,468.18 |
3,498.60 |
53.4% |
426.96 |
6.5% |
2% |
False |
True |
77,119 |
| 60 |
9,966.78 |
6,451.17 |
3,515.61 |
53.7% |
483.26 |
7.4% |
3% |
False |
False |
89,121 |
| 80 |
11,770.87 |
6,451.17 |
5,319.70 |
81.3% |
597.69 |
9.1% |
2% |
False |
False |
99,664 |
| 100 |
11,815.61 |
5,963.26 |
5,852.35 |
89.4% |
722.28 |
11.0% |
10% |
False |
False |
111,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,646.25 |
|
2.618 |
7,969.18 |
|
1.618 |
7,554.31 |
|
1.000 |
7,297.92 |
|
0.618 |
7,139.44 |
|
HIGH |
6,883.05 |
|
0.618 |
6,724.57 |
|
0.500 |
6,675.62 |
|
0.382 |
6,626.66 |
|
LOW |
6,468.18 |
|
0.618 |
6,211.79 |
|
1.000 |
6,053.31 |
|
1.618 |
5,796.92 |
|
2.618 |
5,382.05 |
|
4.250 |
4,704.98 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,675.62 |
7,082.35 |
| PP |
6,632.85 |
6,904.00 |
| S1 |
6,590.08 |
6,725.66 |
|