| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,682.7 |
1,676.0 |
-6.7 |
-0.4% |
1,653.9 |
| High |
1,686.2 |
1,678.8 |
-7.4 |
-0.4% |
1,686.2 |
| Low |
1,664.6 |
1,665.7 |
1.1 |
0.1% |
1,646.6 |
| Close |
1,674.8 |
1,676.4 |
1.6 |
0.1% |
1,676.4 |
| Range |
21.6 |
13.1 |
-8.5 |
-39.4% |
39.6 |
| ATR |
18.0 |
17.6 |
-0.3 |
-1.9% |
0.0 |
| Volume |
79,749 |
194,204 |
114,455 |
143.5% |
303,499 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.9 |
1,707.8 |
1,683.6 |
|
| R3 |
1,699.8 |
1,694.7 |
1,680.0 |
|
| R2 |
1,686.7 |
1,686.7 |
1,678.8 |
|
| R1 |
1,681.6 |
1,681.6 |
1,677.6 |
1,684.2 |
| PP |
1,673.6 |
1,673.6 |
1,673.6 |
1,674.9 |
| S1 |
1,668.5 |
1,668.5 |
1,675.2 |
1,671.1 |
| S2 |
1,660.5 |
1,660.5 |
1,674.0 |
|
| S3 |
1,647.4 |
1,655.4 |
1,672.8 |
|
| S4 |
1,634.3 |
1,642.3 |
1,669.2 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.5 |
1,772.1 |
1,698.2 |
|
| R3 |
1,748.9 |
1,732.5 |
1,687.3 |
|
| R2 |
1,709.3 |
1,709.3 |
1,683.7 |
|
| R1 |
1,692.9 |
1,692.9 |
1,680.0 |
1,701.1 |
| PP |
1,669.7 |
1,669.7 |
1,669.7 |
1,673.9 |
| S1 |
1,653.3 |
1,653.3 |
1,672.8 |
1,661.5 |
| S2 |
1,630.1 |
1,630.1 |
1,669.1 |
|
| S3 |
1,590.5 |
1,613.7 |
1,665.5 |
|
| S4 |
1,550.9 |
1,574.1 |
1,654.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,686.2 |
1,646.6 |
39.6 |
2.4% |
16.2 |
1.0% |
75% |
False |
False |
60,699 |
| 10 |
1,686.2 |
1,614.0 |
72.2 |
4.3% |
17.9 |
1.1% |
86% |
False |
False |
30,483 |
| 20 |
1,686.2 |
1,596.6 |
89.6 |
5.3% |
15.5 |
0.9% |
89% |
False |
False |
15,252 |
| 40 |
1,686.2 |
1,532.2 |
154.0 |
9.2% |
17.6 |
1.0% |
94% |
False |
False |
7,635 |
| 60 |
1,686.2 |
1,488.2 |
198.0 |
11.8% |
20.2 |
1.2% |
95% |
False |
False |
5,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,734.5 |
|
2.618 |
1,713.1 |
|
1.618 |
1,700.0 |
|
1.000 |
1,691.9 |
|
0.618 |
1,686.9 |
|
HIGH |
1,678.8 |
|
0.618 |
1,673.8 |
|
0.500 |
1,672.3 |
|
0.382 |
1,670.7 |
|
LOW |
1,665.7 |
|
0.618 |
1,657.6 |
|
1.000 |
1,652.6 |
|
1.618 |
1,644.5 |
|
2.618 |
1,631.4 |
|
4.250 |
1,610.0 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,675.0 |
1,676.1 |
| PP |
1,673.6 |
1,675.7 |
| S1 |
1,672.3 |
1,675.4 |
|