| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,688.5 |
1,680.9 |
-7.6 |
-0.5% |
1,653.9 |
| High |
1,691.2 |
1,692.1 |
0.9 |
0.1% |
1,686.2 |
| Low |
1,678.6 |
1,675.9 |
-2.7 |
-0.2% |
1,646.6 |
| Close |
1,680.7 |
1,691.3 |
10.6 |
0.6% |
1,676.4 |
| Range |
12.6 |
16.2 |
3.6 |
28.6% |
39.6 |
| ATR |
16.8 |
16.7 |
0.0 |
-0.2% |
0.0 |
| Volume |
146,258 |
114,355 |
-31,903 |
-21.8% |
303,499 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.0 |
1,729.4 |
1,700.2 |
|
| R3 |
1,718.8 |
1,713.2 |
1,695.8 |
|
| R2 |
1,702.6 |
1,702.6 |
1,694.3 |
|
| R1 |
1,697.0 |
1,697.0 |
1,692.8 |
1,699.8 |
| PP |
1,686.4 |
1,686.4 |
1,686.4 |
1,687.9 |
| S1 |
1,680.8 |
1,680.8 |
1,689.8 |
1,683.6 |
| S2 |
1,670.2 |
1,670.2 |
1,688.3 |
|
| S3 |
1,654.0 |
1,664.6 |
1,686.8 |
|
| S4 |
1,637.8 |
1,648.4 |
1,682.4 |
|
|
| 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 |
1,665.7 |
26.6 |
1.6% |
13.8 |
0.8% |
96% |
False |
False |
185,038 |
| 10 |
1,692.3 |
1,642.8 |
49.5 |
2.9% |
15.1 |
0.9% |
98% |
False |
False |
103,483 |
| 20 |
1,692.3 |
1,614.0 |
78.3 |
4.6% |
15.2 |
0.9% |
99% |
False |
False |
51,799 |
| 40 |
1,692.3 |
1,532.2 |
160.1 |
9.5% |
17.3 |
1.0% |
99% |
False |
False |
25,908 |
| 60 |
1,692.3 |
1,488.2 |
204.1 |
12.1% |
20.4 |
1.2% |
100% |
False |
False |
17,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,761.0 |
|
2.618 |
1,734.5 |
|
1.618 |
1,718.3 |
|
1.000 |
1,708.3 |
|
0.618 |
1,702.1 |
|
HIGH |
1,692.1 |
|
0.618 |
1,685.9 |
|
0.500 |
1,684.0 |
|
0.382 |
1,682.1 |
|
LOW |
1,675.9 |
|
0.618 |
1,665.9 |
|
1.000 |
1,659.7 |
|
1.618 |
1,649.7 |
|
2.618 |
1,633.5 |
|
4.250 |
1,607.1 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,688.9 |
1,688.9 |
| PP |
1,686.4 |
1,686.5 |
| S1 |
1,684.0 |
1,684.1 |
|