| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,681.7 |
1,688.5 |
6.8 |
0.4% |
1,653.9 |
| High |
1,692.3 |
1,691.2 |
-1.1 |
-0.1% |
1,686.2 |
| Low |
1,677.4 |
1,678.6 |
1.2 |
0.1% |
1,646.6 |
| Close |
1,686.4 |
1,680.7 |
-5.7 |
-0.3% |
1,676.4 |
| Range |
14.9 |
12.6 |
-2.3 |
-15.4% |
39.6 |
| ATR |
17.1 |
16.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
189,715 |
146,258 |
-43,457 |
-22.9% |
303,499 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.3 |
1,713.6 |
1,687.6 |
|
| R3 |
1,708.7 |
1,701.0 |
1,684.2 |
|
| R2 |
1,696.1 |
1,696.1 |
1,683.0 |
|
| R1 |
1,688.4 |
1,688.4 |
1,681.9 |
1,686.0 |
| PP |
1,683.5 |
1,683.5 |
1,683.5 |
1,682.3 |
| S1 |
1,675.8 |
1,675.8 |
1,679.5 |
1,673.4 |
| S2 |
1,670.9 |
1,670.9 |
1,678.4 |
|
| S3 |
1,658.3 |
1,663.2 |
1,677.2 |
|
| S4 |
1,645.7 |
1,650.6 |
1,673.8 |
|
|
| 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 |
1,692.3 |
1,664.6 |
27.7 |
1.6% |
14.9 |
0.9% |
58% |
False |
False |
178,117 |
| 10 |
1,692.3 |
1,638.0 |
54.3 |
3.2% |
15.6 |
0.9% |
79% |
False |
False |
92,069 |
| 20 |
1,692.3 |
1,604.4 |
87.9 |
5.2% |
15.5 |
0.9% |
87% |
False |
False |
46,082 |
| 40 |
1,692.3 |
1,532.2 |
160.1 |
9.5% |
17.2 |
1.0% |
93% |
False |
False |
23,051 |
| 60 |
1,692.3 |
1,488.2 |
204.1 |
12.1% |
20.3 |
1.2% |
94% |
False |
False |
15,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,744.8 |
|
2.618 |
1,724.2 |
|
1.618 |
1,711.6 |
|
1.000 |
1,703.8 |
|
0.618 |
1,699.0 |
|
HIGH |
1,691.2 |
|
0.618 |
1,686.4 |
|
0.500 |
1,684.9 |
|
0.382 |
1,683.4 |
|
LOW |
1,678.6 |
|
0.618 |
1,670.8 |
|
1.000 |
1,666.0 |
|
1.618 |
1,658.2 |
|
2.618 |
1,645.6 |
|
4.250 |
1,625.1 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,684.9 |
1,682.0 |
| PP |
1,683.5 |
1,681.6 |
| S1 |
1,682.1 |
1,681.1 |
|