| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,643.0 |
1,650.4 |
7.4 |
0.5% |
1,689.0 |
| High |
1,652.3 |
1,660.6 |
8.3 |
0.5% |
1,690.7 |
| Low |
1,632.5 |
1,645.9 |
13.4 |
0.8% |
1,632.5 |
| Close |
1,650.7 |
1,647.5 |
-3.2 |
-0.2% |
1,647.5 |
| Range |
19.8 |
14.7 |
-5.1 |
-25.8% |
58.2 |
| ATR |
20.9 |
20.5 |
-0.4 |
-2.1% |
0.0 |
| Volume |
155,489 |
147,252 |
-8,237 |
-5.3% |
829,093 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.4 |
1,686.2 |
1,655.6 |
|
| R3 |
1,680.7 |
1,671.5 |
1,651.5 |
|
| R2 |
1,666.0 |
1,666.0 |
1,650.2 |
|
| R1 |
1,656.8 |
1,656.8 |
1,648.8 |
1,654.1 |
| PP |
1,651.3 |
1,651.3 |
1,651.3 |
1,650.0 |
| S1 |
1,642.1 |
1,642.1 |
1,646.2 |
1,639.4 |
| S2 |
1,636.6 |
1,636.6 |
1,644.8 |
|
| S3 |
1,621.9 |
1,627.4 |
1,643.5 |
|
| S4 |
1,607.2 |
1,612.7 |
1,639.4 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.5 |
1,797.7 |
1,679.5 |
|
| R3 |
1,773.3 |
1,739.5 |
1,663.5 |
|
| R2 |
1,715.1 |
1,715.1 |
1,658.2 |
|
| R1 |
1,681.3 |
1,681.3 |
1,652.8 |
1,669.1 |
| PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,650.8 |
| S1 |
1,623.1 |
1,623.1 |
1,642.2 |
1,610.9 |
| S2 |
1,598.7 |
1,598.7 |
1,636.8 |
|
| S3 |
1,540.5 |
1,564.9 |
1,631.5 |
|
| S4 |
1,482.3 |
1,506.7 |
1,615.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,690.7 |
1,632.5 |
58.2 |
3.5% |
25.2 |
1.5% |
26% |
False |
False |
165,818 |
| 10 |
1,720.8 |
1,632.5 |
88.3 |
5.4% |
24.2 |
1.5% |
17% |
False |
False |
153,175 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.4% |
19.7 |
1.2% |
17% |
False |
False |
134,715 |
| 40 |
1,720.8 |
1,542.8 |
178.0 |
10.8% |
18.0 |
1.1% |
59% |
False |
False |
67,398 |
| 60 |
1,720.8 |
1,506.9 |
213.9 |
13.0% |
19.1 |
1.2% |
66% |
False |
False |
44,945 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
14.1% |
19.1 |
1.2% |
68% |
False |
False |
33,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.1 |
|
2.618 |
1,699.1 |
|
1.618 |
1,684.4 |
|
1.000 |
1,675.3 |
|
0.618 |
1,669.7 |
|
HIGH |
1,660.6 |
|
0.618 |
1,655.0 |
|
0.500 |
1,653.3 |
|
0.382 |
1,651.5 |
|
LOW |
1,645.9 |
|
0.618 |
1,636.8 |
|
1.000 |
1,631.2 |
|
1.618 |
1,622.1 |
|
2.618 |
1,607.4 |
|
4.250 |
1,583.4 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,653.3 |
1,654.2 |
| PP |
1,651.3 |
1,651.9 |
| S1 |
1,649.4 |
1,649.7 |
|