| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,662.6 |
1,673.2 |
10.6 |
0.6% |
1,687.5 |
| High |
1,677.8 |
1,675.8 |
-2.0 |
-0.1% |
1,720.8 |
| Low |
1,657.5 |
1,643.4 |
-14.1 |
-0.9% |
1,675.6 |
| Close |
1,674.6 |
1,644.4 |
-30.2 |
-1.8% |
1,691.2 |
| Range |
20.3 |
32.4 |
12.1 |
59.6% |
45.2 |
| ATR |
20.1 |
21.0 |
0.9 |
4.3% |
0.0 |
| Volume |
161,925 |
162,408 |
483 |
0.3% |
702,666 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,751.7 |
1,730.5 |
1,662.2 |
|
| R3 |
1,719.3 |
1,698.1 |
1,653.3 |
|
| R2 |
1,686.9 |
1,686.9 |
1,650.3 |
|
| R1 |
1,665.7 |
1,665.7 |
1,647.4 |
1,660.1 |
| PP |
1,654.5 |
1,654.5 |
1,654.5 |
1,651.8 |
| S1 |
1,633.3 |
1,633.3 |
1,641.4 |
1,627.7 |
| S2 |
1,622.1 |
1,622.1 |
1,638.5 |
|
| S3 |
1,589.7 |
1,600.9 |
1,635.5 |
|
| S4 |
1,557.3 |
1,568.5 |
1,626.6 |
|
|
| 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 |
1,643.4 |
77.4 |
4.7% |
28.3 |
1.7% |
1% |
False |
True |
175,425 |
| 10 |
1,720.8 |
1,643.4 |
77.4 |
4.7% |
23.9 |
1.5% |
1% |
False |
True |
147,143 |
| 20 |
1,720.8 |
1,638.0 |
82.8 |
5.0% |
19.7 |
1.2% |
8% |
False |
False |
119,606 |
| 40 |
1,720.8 |
1,536.2 |
184.6 |
11.2% |
18.3 |
1.1% |
59% |
False |
False |
59,832 |
| 60 |
1,720.8 |
1,490.0 |
230.8 |
14.0% |
19.6 |
1.2% |
67% |
False |
False |
39,900 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
14.1% |
18.6 |
1.1% |
67% |
False |
False |
29,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,813.5 |
|
2.618 |
1,760.6 |
|
1.618 |
1,728.2 |
|
1.000 |
1,708.2 |
|
0.618 |
1,695.8 |
|
HIGH |
1,675.8 |
|
0.618 |
1,663.4 |
|
0.500 |
1,659.6 |
|
0.382 |
1,655.8 |
|
LOW |
1,643.4 |
|
0.618 |
1,623.4 |
|
1.000 |
1,611.0 |
|
1.618 |
1,591.0 |
|
2.618 |
1,558.6 |
|
4.250 |
1,505.7 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.6 |
1,667.1 |
| PP |
1,654.5 |
1,659.5 |
| S1 |
1,649.5 |
1,652.0 |
|