| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,698.5 |
1,699.0 |
0.5 |
0.0% |
1,675.1 |
| High |
1,699.8 |
1,713.9 |
14.1 |
0.8% |
1,692.3 |
| Low |
1,675.6 |
1,694.9 |
19.3 |
1.2% |
1,671.7 |
| Close |
1,698.8 |
1,713.4 |
14.6 |
0.9% |
1,690.6 |
| Range |
24.2 |
19.0 |
-5.2 |
-21.5% |
20.6 |
| ATR |
17.6 |
17.7 |
0.1 |
0.6% |
0.0 |
| Volume |
138,870 |
113,402 |
-25,468 |
-18.3% |
859,053 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.4 |
1,757.9 |
1,723.9 |
|
| R3 |
1,745.4 |
1,738.9 |
1,718.6 |
|
| R2 |
1,726.4 |
1,726.4 |
1,716.9 |
|
| R1 |
1,719.9 |
1,719.9 |
1,715.1 |
1,723.2 |
| PP |
1,707.4 |
1,707.4 |
1,707.4 |
1,709.0 |
| S1 |
1,700.9 |
1,700.9 |
1,711.7 |
1,704.2 |
| S2 |
1,688.4 |
1,688.4 |
1,709.9 |
|
| S3 |
1,669.4 |
1,681.9 |
1,708.2 |
|
| S4 |
1,650.4 |
1,662.9 |
1,703.0 |
|
|
| 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 |
1,713.9 |
1,675.6 |
38.3 |
2.2% |
19.5 |
1.1% |
99% |
True |
False |
118,862 |
| 10 |
1,713.9 |
1,664.6 |
49.3 |
2.9% |
17.2 |
1.0% |
99% |
True |
False |
148,489 |
| 20 |
1,713.9 |
1,614.0 |
99.9 |
5.8% |
17.1 |
1.0% |
99% |
True |
False |
75,792 |
| 40 |
1,713.9 |
1,532.2 |
181.7 |
10.6% |
17.2 |
1.0% |
100% |
True |
False |
37,905 |
| 60 |
1,713.9 |
1,488.2 |
225.7 |
13.2% |
19.6 |
1.1% |
100% |
True |
False |
25,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,794.7 |
|
2.618 |
1,763.6 |
|
1.618 |
1,744.6 |
|
1.000 |
1,732.9 |
|
0.618 |
1,725.6 |
|
HIGH |
1,713.9 |
|
0.618 |
1,706.6 |
|
0.500 |
1,704.4 |
|
0.382 |
1,702.2 |
|
LOW |
1,694.9 |
|
0.618 |
1,683.2 |
|
1.000 |
1,675.9 |
|
1.618 |
1,664.2 |
|
2.618 |
1,645.2 |
|
4.250 |
1,614.2 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.4 |
1,707.2 |
| PP |
1,707.4 |
1,701.0 |
| S1 |
1,704.4 |
1,694.8 |
|