| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,673.2 |
1,643.0 |
-30.2 |
-1.8% |
1,687.5 |
| High |
1,675.8 |
1,652.3 |
-23.5 |
-1.4% |
1,720.8 |
| Low |
1,643.4 |
1,632.5 |
-10.9 |
-0.7% |
1,675.6 |
| Close |
1,644.4 |
1,650.7 |
6.3 |
0.4% |
1,691.2 |
| Range |
32.4 |
19.8 |
-12.6 |
-38.9% |
45.2 |
| ATR |
21.0 |
20.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
162,408 |
155,489 |
-6,919 |
-4.3% |
702,666 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.6 |
1,697.4 |
1,661.6 |
|
| R3 |
1,684.8 |
1,677.6 |
1,656.1 |
|
| R2 |
1,665.0 |
1,665.0 |
1,654.3 |
|
| R1 |
1,657.8 |
1,657.8 |
1,652.5 |
1,661.4 |
| PP |
1,645.2 |
1,645.2 |
1,645.2 |
1,647.0 |
| S1 |
1,638.0 |
1,638.0 |
1,648.9 |
1,641.6 |
| S2 |
1,625.4 |
1,625.4 |
1,647.1 |
|
| S3 |
1,605.6 |
1,618.2 |
1,645.3 |
|
| S4 |
1,585.8 |
1,598.4 |
1,639.8 |
|
|
| 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 |
1,703.1 |
1,632.5 |
70.6 |
4.3% |
26.0 |
1.6% |
26% |
False |
True |
175,727 |
| 10 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
24.3 |
1.5% |
21% |
False |
True |
151,257 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
19.7 |
1.2% |
21% |
False |
True |
127,370 |
| 40 |
1,720.8 |
1,536.2 |
184.6 |
11.2% |
18.2 |
1.1% |
62% |
False |
False |
63,717 |
| 60 |
1,720.8 |
1,506.9 |
213.9 |
13.0% |
19.1 |
1.2% |
67% |
False |
False |
42,491 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
14.1% |
18.9 |
1.1% |
70% |
False |
False |
31,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,736.5 |
|
2.618 |
1,704.1 |
|
1.618 |
1,684.3 |
|
1.000 |
1,672.1 |
|
0.618 |
1,664.5 |
|
HIGH |
1,652.3 |
|
0.618 |
1,644.7 |
|
0.500 |
1,642.4 |
|
0.382 |
1,640.1 |
|
LOW |
1,632.5 |
|
0.618 |
1,620.3 |
|
1.000 |
1,612.7 |
|
1.618 |
1,600.5 |
|
2.618 |
1,580.7 |
|
4.250 |
1,548.4 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.9 |
1,655.2 |
| PP |
1,645.2 |
1,653.7 |
| S1 |
1,642.4 |
1,652.2 |
|