| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,689.0 |
1,662.6 |
-26.4 |
-1.6% |
1,687.5 |
| High |
1,690.7 |
1,677.8 |
-12.9 |
-0.8% |
1,720.8 |
| Low |
1,652.1 |
1,657.5 |
5.4 |
0.3% |
1,675.6 |
| Close |
1,662.3 |
1,674.6 |
12.3 |
0.7% |
1,691.2 |
| Range |
38.6 |
20.3 |
-18.3 |
-47.4% |
45.2 |
| ATR |
20.1 |
20.1 |
0.0 |
0.1% |
0.0 |
| Volume |
202,019 |
161,925 |
-40,094 |
-19.8% |
702,666 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.9 |
1,723.0 |
1,685.8 |
|
| R3 |
1,710.6 |
1,702.7 |
1,680.2 |
|
| R2 |
1,690.3 |
1,690.3 |
1,678.3 |
|
| R1 |
1,682.4 |
1,682.4 |
1,676.5 |
1,686.4 |
| PP |
1,670.0 |
1,670.0 |
1,670.0 |
1,671.9 |
| S1 |
1,662.1 |
1,662.1 |
1,672.7 |
1,666.1 |
| S2 |
1,649.7 |
1,649.7 |
1,670.9 |
|
| S3 |
1,629.4 |
1,641.8 |
1,669.0 |
|
| S4 |
1,609.1 |
1,621.5 |
1,663.4 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.5 |
1,806.5 |
1,716.1 |
|
| R3 |
1,786.3 |
1,761.3 |
1,703.6 |
|
| R2 |
1,741.1 |
1,741.1 |
1,699.5 |
|
| R1 |
1,716.1 |
1,716.1 |
1,695.3 |
1,728.6 |
| PP |
1,695.9 |
1,695.9 |
1,695.9 |
1,702.1 |
| S1 |
1,670.9 |
1,670.9 |
1,687.1 |
1,683.4 |
| S2 |
1,650.7 |
1,650.7 |
1,682.9 |
|
| S3 |
1,605.5 |
1,625.7 |
1,678.8 |
|
| S4 |
1,560.3 |
1,580.5 |
1,666.3 |
|
|
| 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 |
1,652.1 |
68.7 |
4.1% |
25.7 |
1.5% |
33% |
False |
False |
165,624 |
| 10 |
1,720.8 |
1,652.1 |
68.7 |
4.1% |
21.9 |
1.3% |
33% |
False |
False |
145,528 |
| 20 |
1,720.8 |
1,628.0 |
92.8 |
5.5% |
19.6 |
1.2% |
50% |
False |
False |
111,502 |
| 40 |
1,720.8 |
1,532.2 |
188.6 |
11.3% |
18.1 |
1.1% |
76% |
False |
False |
55,772 |
| 60 |
1,720.8 |
1,490.0 |
230.8 |
13.8% |
19.1 |
1.1% |
80% |
False |
False |
37,193 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.9% |
18.2 |
1.1% |
80% |
False |
False |
27,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,764.1 |
|
2.618 |
1,730.9 |
|
1.618 |
1,710.6 |
|
1.000 |
1,698.1 |
|
0.618 |
1,690.3 |
|
HIGH |
1,677.8 |
|
0.618 |
1,670.0 |
|
0.500 |
1,667.7 |
|
0.382 |
1,665.3 |
|
LOW |
1,657.5 |
|
0.618 |
1,645.0 |
|
1.000 |
1,637.2 |
|
1.618 |
1,624.7 |
|
2.618 |
1,604.4 |
|
4.250 |
1,571.2 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.3 |
1,677.6 |
| PP |
1,670.0 |
1,676.6 |
| S1 |
1,667.7 |
1,675.6 |
|