| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
6,545.39 |
6,266.15 |
-279.24 |
-4.3% |
7,442.29 |
| High |
6,614.62 |
6,704.54 |
89.92 |
1.4% |
7,766.59 |
| Low |
6,149.28 |
6,239.44 |
90.16 |
1.5% |
7,382.00 |
| Close |
6,266.15 |
6,658.57 |
392.42 |
6.3% |
7,649.52 |
| Range |
465.34 |
465.10 |
-0.24 |
-0.1% |
384.59 |
| ATR |
414.76 |
418.35 |
3.60 |
0.9% |
0.00 |
| Volume |
117,726 |
93,953 |
-23,773 |
-20.2% |
219,323 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,929.48 |
7,759.13 |
6,914.38 |
|
| R3 |
7,464.38 |
7,294.03 |
6,786.47 |
|
| R2 |
6,999.28 |
6,999.28 |
6,743.84 |
|
| R1 |
6,828.93 |
6,828.93 |
6,701.20 |
6,914.11 |
| PP |
6,534.18 |
6,534.18 |
6,534.18 |
6,576.77 |
| S1 |
6,363.83 |
6,363.83 |
6,615.94 |
6,449.01 |
| S2 |
6,069.08 |
6,069.08 |
6,573.30 |
|
| S3 |
5,603.98 |
5,898.73 |
6,530.67 |
|
| S4 |
5,138.88 |
5,433.63 |
6,402.77 |
|
|
| 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 |
7,696.52 |
6,149.28 |
1,547.24 |
23.2% |
505.54 |
7.6% |
33% |
False |
False |
78,623 |
| 10 |
7,766.59 |
6,149.28 |
1,617.31 |
24.3% |
367.65 |
5.5% |
31% |
False |
False |
63,530 |
| 20 |
8,577.01 |
6,149.28 |
2,427.73 |
36.5% |
374.86 |
5.6% |
21% |
False |
False |
76,128 |
| 40 |
9,966.78 |
6,149.28 |
3,817.50 |
57.3% |
433.09 |
6.5% |
13% |
False |
False |
79,131 |
| 60 |
9,966.78 |
6,149.28 |
3,817.50 |
57.3% |
480.66 |
7.2% |
13% |
False |
False |
88,936 |
| 80 |
11,680.88 |
6,149.28 |
5,531.60 |
83.1% |
581.51 |
8.7% |
9% |
False |
False |
98,576 |
| 100 |
11,815.61 |
5,963.26 |
5,852.35 |
87.9% |
707.31 |
10.6% |
12% |
False |
False |
111,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,681.22 |
|
2.618 |
7,922.17 |
|
1.618 |
7,457.07 |
|
1.000 |
7,169.64 |
|
0.618 |
6,991.97 |
|
HIGH |
6,704.54 |
|
0.618 |
6,526.87 |
|
0.500 |
6,471.99 |
|
0.382 |
6,417.11 |
|
LOW |
6,239.44 |
|
0.618 |
5,952.01 |
|
1.000 |
5,774.34 |
|
1.618 |
5,486.91 |
|
2.618 |
5,021.81 |
|
4.250 |
4,262.77 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,596.38 |
6,611.10 |
| PP |
6,534.18 |
6,563.63 |
| S1 |
6,471.99 |
6,516.17 |
|