| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
7,184.75 |
7,168.75 |
-16.00 |
-0.2% |
7,106.25 |
| High |
7,187.75 |
7,214.75 |
27.00 |
0.4% |
7,258.00 |
| Low |
7,101.50 |
7,145.75 |
44.25 |
0.6% |
7,097.00 |
| Close |
7,176.50 |
7,196.00 |
19.50 |
0.3% |
7,176.50 |
| Range |
86.25 |
69.00 |
-17.25 |
-20.0% |
161.00 |
| ATR |
94.44 |
92.63 |
-1.82 |
-1.9% |
0.00 |
| Volume |
239,658 |
277,093 |
37,435 |
15.6% |
328,014 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,392.50 |
7,363.25 |
7,234.00 |
|
| R3 |
7,323.50 |
7,294.25 |
7,215.00 |
|
| R2 |
7,254.50 |
7,254.50 |
7,208.75 |
|
| R1 |
7,225.25 |
7,225.25 |
7,202.25 |
7,240.00 |
| PP |
7,185.50 |
7,185.50 |
7,185.50 |
7,192.75 |
| S1 |
7,156.25 |
7,156.25 |
7,189.75 |
7,171.00 |
| S2 |
7,116.50 |
7,116.50 |
7,183.25 |
|
| S3 |
7,047.50 |
7,087.25 |
7,177.00 |
|
| S4 |
6,978.50 |
7,018.25 |
7,158.00 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,660.25 |
7,579.25 |
7,265.00 |
|
| R3 |
7,499.25 |
7,418.25 |
7,220.75 |
|
| R2 |
7,338.25 |
7,338.25 |
7,206.00 |
|
| R1 |
7,257.25 |
7,257.25 |
7,191.25 |
7,297.75 |
| PP |
7,177.25 |
7,177.25 |
7,177.25 |
7,197.50 |
| S1 |
7,096.25 |
7,096.25 |
7,161.75 |
7,136.75 |
| S2 |
7,016.25 |
7,016.25 |
7,147.00 |
|
| S3 |
6,855.25 |
6,935.25 |
7,132.25 |
|
| S4 |
6,694.25 |
6,774.25 |
7,088.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,258.00 |
7,101.50 |
156.50 |
2.2% |
80.50 |
1.1% |
60% |
False |
False |
120,381 |
| 10 |
7,258.00 |
6,916.50 |
341.50 |
4.7% |
84.75 |
1.2% |
82% |
False |
False |
61,472 |
| 20 |
7,258.00 |
6,855.50 |
402.50 |
5.6% |
83.25 |
1.2% |
85% |
False |
False |
31,211 |
| 40 |
7,258.00 |
6,457.00 |
801.00 |
11.1% |
102.25 |
1.4% |
92% |
False |
False |
15,997 |
| 60 |
7,258.00 |
6,338.00 |
920.00 |
12.8% |
125.75 |
1.7% |
93% |
False |
False |
11,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,508.00 |
|
2.618 |
7,395.50 |
|
1.618 |
7,326.50 |
|
1.000 |
7,283.75 |
|
0.618 |
7,257.50 |
|
HIGH |
7,214.75 |
|
0.618 |
7,188.50 |
|
0.500 |
7,180.25 |
|
0.382 |
7,172.00 |
|
LOW |
7,145.75 |
|
0.618 |
7,103.00 |
|
1.000 |
7,076.75 |
|
1.618 |
7,034.00 |
|
2.618 |
6,965.00 |
|
4.250 |
6,852.50 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,190.75 |
7,190.50 |
| PP |
7,185.50 |
7,185.25 |
| S1 |
7,180.25 |
7,179.75 |
|