| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,699.0 |
1,712.3 |
13.3 |
0.8% |
1,675.1 |
| High |
1,713.9 |
1,720.8 |
6.9 |
0.4% |
1,692.3 |
| Low |
1,694.9 |
1,689.2 |
-5.7 |
-0.3% |
1,671.7 |
| Close |
1,713.4 |
1,693.7 |
-19.7 |
-1.1% |
1,690.6 |
| Range |
19.0 |
31.6 |
12.6 |
66.3% |
20.6 |
| ATR |
17.7 |
18.7 |
1.0 |
5.6% |
0.0 |
| Volume |
113,402 |
153,981 |
40,579 |
35.8% |
859,053 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.0 |
1,776.5 |
1,711.1 |
|
| R3 |
1,764.4 |
1,744.9 |
1,702.4 |
|
| R2 |
1,732.8 |
1,732.8 |
1,699.5 |
|
| R1 |
1,713.3 |
1,713.3 |
1,696.6 |
1,707.3 |
| PP |
1,701.2 |
1,701.2 |
1,701.2 |
1,698.2 |
| S1 |
1,681.7 |
1,681.7 |
1,690.8 |
1,675.7 |
| S2 |
1,669.6 |
1,669.6 |
1,687.9 |
|
| S3 |
1,638.0 |
1,650.1 |
1,685.0 |
|
| S4 |
1,606.4 |
1,618.5 |
1,676.3 |
|
|
| 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 |
1,720.8 |
1,675.6 |
45.2 |
2.7% |
22.5 |
1.3% |
40% |
True |
False |
126,787 |
| 10 |
1,720.8 |
1,665.7 |
55.1 |
3.3% |
18.2 |
1.1% |
51% |
True |
False |
155,912 |
| 20 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
18.2 |
1.1% |
75% |
True |
False |
83,490 |
| 40 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
17.5 |
1.0% |
86% |
True |
False |
41,755 |
| 60 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
19.4 |
1.1% |
88% |
True |
False |
27,850 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
17.3 |
1.0% |
88% |
True |
False |
20,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.1 |
|
2.618 |
1,803.5 |
|
1.618 |
1,771.9 |
|
1.000 |
1,752.4 |
|
0.618 |
1,740.3 |
|
HIGH |
1,720.8 |
|
0.618 |
1,708.7 |
|
0.500 |
1,705.0 |
|
0.382 |
1,701.3 |
|
LOW |
1,689.2 |
|
0.618 |
1,669.7 |
|
1.000 |
1,657.6 |
|
1.618 |
1,638.1 |
|
2.618 |
1,606.5 |
|
4.250 |
1,554.9 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,705.0 |
1,698.2 |
| PP |
1,701.2 |
1,696.7 |
| S1 |
1,697.5 |
1,695.2 |
|