| 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 |
6,764.59 |
6,545.39 |
-219.20 |
-3.2% |
7,442.29 |
| High |
6,883.05 |
6,614.62 |
-268.43 |
-3.9% |
7,766.59 |
| Low |
6,468.18 |
6,149.28 |
-318.90 |
-4.9% |
7,382.00 |
| Close |
6,547.31 |
6,266.15 |
-281.16 |
-4.3% |
7,649.52 |
| Range |
414.87 |
465.34 |
50.47 |
12.2% |
384.59 |
| ATR |
410.87 |
414.76 |
3.89 |
0.9% |
0.00 |
| Volume |
72,117 |
117,726 |
45,609 |
63.2% |
219,323 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,739.37 |
7,468.10 |
6,522.09 |
|
| R3 |
7,274.03 |
7,002.76 |
6,394.12 |
|
| R2 |
6,808.69 |
6,808.69 |
6,351.46 |
|
| R1 |
6,537.42 |
6,537.42 |
6,308.81 |
6,440.39 |
| PP |
6,343.35 |
6,343.35 |
6,343.35 |
6,294.83 |
| S1 |
6,072.08 |
6,072.08 |
6,223.49 |
5,975.05 |
| S2 |
5,878.01 |
5,878.01 |
6,180.84 |
|
| S3 |
5,412.67 |
5,606.74 |
6,138.18 |
|
| S4 |
4,947.33 |
5,141.40 |
6,010.21 |
|
|
| 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 |
6,149.28 |
1,600.71 |
25.5% |
439.13 |
7.0% |
7% |
False |
True |
68,274 |
| 10 |
7,766.59 |
6,149.28 |
1,617.31 |
25.8% |
347.62 |
5.5% |
7% |
False |
True |
78,229 |
| 20 |
8,577.01 |
6,149.28 |
2,427.73 |
38.7% |
373.58 |
6.0% |
5% |
False |
True |
75,787 |
| 40 |
9,966.78 |
6,149.28 |
3,817.50 |
60.9% |
430.40 |
6.9% |
3% |
False |
True |
78,427 |
| 60 |
9,966.78 |
6,149.28 |
3,817.50 |
60.9% |
479.44 |
7.7% |
3% |
False |
True |
89,066 |
| 80 |
11,770.87 |
6,149.28 |
5,621.59 |
89.7% |
594.91 |
9.5% |
2% |
False |
True |
99,771 |
| 100 |
11,815.61 |
5,963.26 |
5,852.35 |
93.4% |
712.73 |
11.4% |
5% |
False |
False |
111,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,592.32 |
|
2.618 |
7,832.88 |
|
1.618 |
7,367.54 |
|
1.000 |
7,079.96 |
|
0.618 |
6,902.20 |
|
HIGH |
6,614.62 |
|
0.618 |
6,436.86 |
|
0.500 |
6,381.95 |
|
0.382 |
6,327.04 |
|
LOW |
6,149.28 |
|
0.618 |
5,861.70 |
|
1.000 |
5,683.94 |
|
1.618 |
5,396.36 |
|
2.618 |
4,931.02 |
|
4.250 |
4,171.59 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,381.95 |
6,914.24 |
| PP |
6,343.35 |
6,698.21 |
| S1 |
6,304.75 |
6,482.18 |
|