| 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 |
1,676.0 |
1,675.1 |
-0.9 |
-0.1% |
1,653.9 |
| High |
1,678.8 |
1,683.9 |
5.1 |
0.3% |
1,686.2 |
| Low |
1,665.7 |
1,671.7 |
6.0 |
0.4% |
1,646.6 |
| Close |
1,676.4 |
1,681.7 |
5.3 |
0.3% |
1,676.4 |
| Range |
13.1 |
12.2 |
-0.9 |
-6.9% |
39.6 |
| ATR |
17.6 |
17.2 |
-0.4 |
-2.2% |
0.0 |
| Volume |
194,204 |
280,659 |
86,455 |
44.5% |
303,499 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.7 |
1,710.9 |
1,688.4 |
|
| R3 |
1,703.5 |
1,698.7 |
1,685.1 |
|
| R2 |
1,691.3 |
1,691.3 |
1,683.9 |
|
| R1 |
1,686.5 |
1,686.5 |
1,682.8 |
1,688.9 |
| PP |
1,679.1 |
1,679.1 |
1,679.1 |
1,680.3 |
| S1 |
1,674.3 |
1,674.3 |
1,680.6 |
1,676.7 |
| S2 |
1,666.9 |
1,666.9 |
1,679.5 |
|
| S3 |
1,654.7 |
1,662.1 |
1,678.3 |
|
| S4 |
1,642.5 |
1,649.9 |
1,675.0 |
|
|
| 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 |
1,656.3 |
29.9 |
1.8% |
15.7 |
0.9% |
85% |
False |
False |
114,829 |
| 10 |
1,686.2 |
1,614.0 |
72.2 |
4.3% |
17.9 |
1.1% |
94% |
False |
False |
58,547 |
| 20 |
1,686.2 |
1,596.6 |
89.6 |
5.3% |
15.6 |
0.9% |
95% |
False |
False |
29,284 |
| 40 |
1,686.2 |
1,532.2 |
154.0 |
9.2% |
17.5 |
1.0% |
97% |
False |
False |
14,652 |
| 60 |
1,686.2 |
1,488.2 |
198.0 |
11.8% |
20.4 |
1.2% |
98% |
False |
False |
9,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.8 |
|
2.618 |
1,715.8 |
|
1.618 |
1,703.6 |
|
1.000 |
1,696.1 |
|
0.618 |
1,691.4 |
|
HIGH |
1,683.9 |
|
0.618 |
1,679.2 |
|
0.500 |
1,677.8 |
|
0.382 |
1,676.4 |
|
LOW |
1,671.7 |
|
0.618 |
1,664.2 |
|
1.000 |
1,659.5 |
|
1.618 |
1,652.0 |
|
2.618 |
1,639.8 |
|
4.250 |
1,619.9 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.4 |
1,679.6 |
| PP |
1,679.1 |
1,677.5 |
| S1 |
1,677.8 |
1,675.4 |
|