| 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 |
1,303.5 |
1,304.5 |
1.0 |
0.1% |
1,296.7 |
| High |
1,307.0 |
1,304.8 |
-2.2 |
-0.2% |
1,307.8 |
| Low |
1,297.8 |
1,296.3 |
-1.5 |
-0.1% |
1,293.5 |
| Close |
1,303.2 |
1,299.4 |
-3.8 |
-0.3% |
1,302.7 |
| Range |
9.2 |
8.5 |
-0.7 |
-7.6% |
14.3 |
| ATR |
11.1 |
10.9 |
-0.2 |
-1.7% |
0.0 |
| Volume |
211,583 |
236,393 |
24,810 |
11.7% |
1,215,974 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.7 |
1,321.0 |
1,304.1 |
|
| R3 |
1,317.2 |
1,312.5 |
1,301.7 |
|
| R2 |
1,308.7 |
1,308.7 |
1,301.0 |
|
| R1 |
1,304.0 |
1,304.0 |
1,300.2 |
1,302.1 |
| PP |
1,300.2 |
1,300.2 |
1,300.2 |
1,299.2 |
| S1 |
1,295.5 |
1,295.5 |
1,298.6 |
1,293.6 |
| S2 |
1,291.7 |
1,291.7 |
1,297.8 |
|
| S3 |
1,283.2 |
1,287.0 |
1,297.1 |
|
| S4 |
1,274.7 |
1,278.5 |
1,294.7 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.2 |
1,337.8 |
1,310.6 |
|
| R3 |
1,329.9 |
1,323.5 |
1,306.6 |
|
| R2 |
1,315.6 |
1,315.6 |
1,305.3 |
|
| R1 |
1,309.2 |
1,309.2 |
1,304.0 |
1,312.4 |
| PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,303.0 |
| S1 |
1,294.9 |
1,294.9 |
1,301.4 |
1,298.1 |
| S2 |
1,287.0 |
1,287.0 |
1,300.1 |
|
| S3 |
1,272.7 |
1,280.6 |
1,298.8 |
|
| S4 |
1,258.4 |
1,266.3 |
1,294.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,296.0 |
11.8 |
0.9% |
8.7 |
0.7% |
29% |
False |
False |
235,465 |
| 10 |
1,311.5 |
1,293.1 |
18.4 |
1.4% |
9.5 |
0.7% |
34% |
False |
False |
263,649 |
| 20 |
1,320.8 |
1,286.8 |
34.0 |
2.6% |
10.9 |
0.8% |
37% |
False |
False |
173,749 |
| 40 |
1,365.1 |
1,286.8 |
78.3 |
6.0% |
11.3 |
0.9% |
16% |
False |
False |
95,174 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.7 |
1.0% |
14% |
False |
False |
65,396 |
| 80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.5 |
1.0% |
14% |
False |
False |
49,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.9 |
|
2.618 |
1,327.1 |
|
1.618 |
1,318.6 |
|
1.000 |
1,313.3 |
|
0.618 |
1,310.1 |
|
HIGH |
1,304.8 |
|
0.618 |
1,301.6 |
|
0.500 |
1,300.6 |
|
0.382 |
1,299.5 |
|
LOW |
1,296.3 |
|
0.618 |
1,291.0 |
|
1.000 |
1,287.8 |
|
1.618 |
1,282.5 |
|
2.618 |
1,274.0 |
|
4.250 |
1,260.2 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.6 |
1,301.5 |
| PP |
1,300.2 |
1,300.8 |
| S1 |
1,299.8 |
1,300.1 |
|