| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
3,412.0 |
3,431.0 |
19.0 |
0.6% |
3,444.0 |
| High |
3,441.0 |
3,481.0 |
40.0 |
1.2% |
3,480.0 |
| Low |
3,404.0 |
3,427.0 |
23.0 |
0.7% |
3,404.0 |
| Close |
3,428.0 |
3,472.0 |
44.0 |
1.3% |
3,428.0 |
| Range |
37.0 |
54.0 |
17.0 |
45.9% |
76.0 |
| ATR |
43.5 |
44.2 |
0.8 |
1.7% |
0.0 |
| Volume |
656,510 |
1,227,934 |
571,424 |
87.0% |
1,454,153 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,622.0 |
3,601.0 |
3,501.7 |
|
| R3 |
3,568.0 |
3,547.0 |
3,486.9 |
|
| R2 |
3,514.0 |
3,514.0 |
3,481.9 |
|
| R1 |
3,493.0 |
3,493.0 |
3,477.0 |
3,503.5 |
| PP |
3,460.0 |
3,460.0 |
3,460.0 |
3,465.3 |
| S1 |
3,439.0 |
3,439.0 |
3,467.1 |
3,449.5 |
| S2 |
3,406.0 |
3,406.0 |
3,462.1 |
|
| S3 |
3,352.0 |
3,385.0 |
3,457.2 |
|
| S4 |
3,298.0 |
3,331.0 |
3,442.3 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,665.3 |
3,622.7 |
3,469.8 |
|
| R3 |
3,589.3 |
3,546.7 |
3,448.9 |
|
| R2 |
3,513.3 |
3,513.3 |
3,441.9 |
|
| R1 |
3,470.7 |
3,470.7 |
3,435.0 |
3,454.0 |
| PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,429.0 |
| S1 |
3,394.7 |
3,394.7 |
3,421.0 |
3,378.0 |
| S2 |
3,361.3 |
3,361.3 |
3,414.1 |
|
| S3 |
3,285.3 |
3,318.7 |
3,407.1 |
|
| S4 |
3,209.3 |
3,242.7 |
3,386.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,481.0 |
3,404.0 |
77.0 |
2.2% |
48.0 |
1.4% |
88% |
True |
False |
516,785 |
| 10 |
3,481.0 |
3,370.0 |
111.0 |
3.2% |
50.0 |
1.4% |
92% |
True |
False |
280,466 |
| 20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
40.4 |
1.2% |
53% |
False |
False |
151,492 |
| 40 |
3,564.0 |
3,348.0 |
216.0 |
6.2% |
32.6 |
0.9% |
57% |
False |
False |
80,807 |
| 60 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
36.1 |
1.0% |
77% |
False |
False |
55,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,710.5 |
|
2.618 |
3,622.4 |
|
1.618 |
3,568.4 |
|
1.000 |
3,535.0 |
|
0.618 |
3,514.4 |
|
HIGH |
3,481.0 |
|
0.618 |
3,460.4 |
|
0.500 |
3,454.0 |
|
0.382 |
3,447.6 |
|
LOW |
3,427.0 |
|
0.618 |
3,393.6 |
|
1.000 |
3,373.0 |
|
1.618 |
3,339.6 |
|
2.618 |
3,285.6 |
|
4.250 |
3,197.5 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,466.0 |
3,462.2 |
| PP |
3,460.0 |
3,452.3 |
| S1 |
3,454.0 |
3,442.5 |
|