| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,680.9 |
1,689.5 |
8.6 |
0.5% |
1,675.1 |
| High |
1,692.1 |
1,691.8 |
-0.3 |
0.0% |
1,692.3 |
| Low |
1,675.9 |
1,676.5 |
0.6 |
0.0% |
1,671.7 |
| Close |
1,691.3 |
1,690.6 |
-0.7 |
0.0% |
1,690.6 |
| Range |
16.2 |
15.3 |
-0.9 |
-5.6% |
20.6 |
| ATR |
16.7 |
16.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
114,355 |
128,066 |
13,711 |
12.0% |
859,053 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,732.2 |
1,726.7 |
1,699.0 |
|
| R3 |
1,716.9 |
1,711.4 |
1,694.8 |
|
| R2 |
1,701.6 |
1,701.6 |
1,693.4 |
|
| R1 |
1,696.1 |
1,696.1 |
1,692.0 |
1,698.9 |
| PP |
1,686.3 |
1,686.3 |
1,686.3 |
1,687.7 |
| S1 |
1,680.8 |
1,680.8 |
1,689.2 |
1,683.6 |
| S2 |
1,671.0 |
1,671.0 |
1,687.8 |
|
| S3 |
1,655.7 |
1,665.5 |
1,686.4 |
|
| S4 |
1,640.4 |
1,650.2 |
1,682.2 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.7 |
1,739.2 |
1,701.9 |
|
| R3 |
1,726.1 |
1,718.6 |
1,696.3 |
|
| R2 |
1,705.5 |
1,705.5 |
1,694.4 |
|
| R1 |
1,698.0 |
1,698.0 |
1,692.5 |
1,701.8 |
| PP |
1,684.9 |
1,684.9 |
1,684.9 |
1,686.7 |
| S1 |
1,677.4 |
1,677.4 |
1,688.7 |
1,681.2 |
| S2 |
1,664.3 |
1,664.3 |
1,686.8 |
|
| S3 |
1,643.7 |
1,656.8 |
1,684.9 |
|
| S4 |
1,623.1 |
1,636.2 |
1,679.3 |
|
|
| 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 |
1,671.7 |
20.6 |
1.2% |
14.2 |
0.8% |
92% |
False |
False |
171,810 |
| 10 |
1,692.3 |
1,646.6 |
45.7 |
2.7% |
15.2 |
0.9% |
96% |
False |
False |
116,255 |
| 20 |
1,692.3 |
1,614.0 |
78.3 |
4.6% |
15.4 |
0.9% |
98% |
False |
False |
58,201 |
| 40 |
1,692.3 |
1,532.2 |
160.1 |
9.5% |
17.2 |
1.0% |
99% |
False |
False |
29,109 |
| 60 |
1,692.3 |
1,488.2 |
204.1 |
12.1% |
20.4 |
1.2% |
99% |
False |
False |
19,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,756.8 |
|
2.618 |
1,731.9 |
|
1.618 |
1,716.6 |
|
1.000 |
1,707.1 |
|
0.618 |
1,701.3 |
|
HIGH |
1,691.8 |
|
0.618 |
1,686.0 |
|
0.500 |
1,684.2 |
|
0.382 |
1,682.3 |
|
LOW |
1,676.5 |
|
0.618 |
1,667.0 |
|
1.000 |
1,661.2 |
|
1.618 |
1,651.7 |
|
2.618 |
1,636.4 |
|
4.250 |
1,611.5 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,688.5 |
1,688.4 |
| PP |
1,686.3 |
1,686.2 |
| S1 |
1,684.2 |
1,684.0 |
|