| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
7,232.25 |
7,310.25 |
78.00 |
1.1% |
7,168.75 |
| High |
7,321.00 |
7,318.75 |
-2.25 |
0.0% |
7,321.00 |
| Low |
7,205.25 |
7,245.00 |
39.75 |
0.6% |
7,145.75 |
| Close |
7,311.25 |
7,281.50 |
-29.75 |
-0.4% |
7,281.50 |
| Range |
115.75 |
73.75 |
-42.00 |
-36.3% |
175.25 |
| ATR |
91.05 |
89.81 |
-1.24 |
-1.4% |
0.00 |
| Volume |
335,148 |
364,647 |
29,499 |
8.8% |
1,607,404 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,503.00 |
7,466.00 |
7,322.00 |
|
| R3 |
7,429.25 |
7,392.25 |
7,301.75 |
|
| R2 |
7,355.50 |
7,355.50 |
7,295.00 |
|
| R1 |
7,318.50 |
7,318.50 |
7,288.25 |
7,300.00 |
| PP |
7,281.75 |
7,281.75 |
7,281.75 |
7,272.50 |
| S1 |
7,244.75 |
7,244.75 |
7,274.75 |
7,226.50 |
| S2 |
7,208.00 |
7,208.00 |
7,268.00 |
|
| S3 |
7,134.25 |
7,171.00 |
7,261.25 |
|
| S4 |
7,060.50 |
7,097.25 |
7,241.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,775.25 |
7,703.50 |
7,378.00 |
|
| R3 |
7,600.00 |
7,528.25 |
7,329.75 |
|
| R2 |
7,424.75 |
7,424.75 |
7,313.75 |
|
| R1 |
7,353.00 |
7,353.00 |
7,297.50 |
7,389.00 |
| PP |
7,249.50 |
7,249.50 |
7,249.50 |
7,267.25 |
| S1 |
7,177.75 |
7,177.75 |
7,265.50 |
7,213.50 |
| S2 |
7,074.25 |
7,074.25 |
7,249.25 |
|
| S3 |
6,899.00 |
7,002.50 |
7,233.25 |
|
| S4 |
6,723.75 |
6,827.25 |
7,185.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,321.00 |
7,145.75 |
175.25 |
2.4% |
78.50 |
1.1% |
77% |
False |
False |
321,480 |
| 10 |
7,321.00 |
7,097.00 |
224.00 |
3.1% |
80.50 |
1.1% |
82% |
False |
False |
193,541 |
| 20 |
7,321.00 |
6,855.50 |
465.50 |
6.4% |
82.75 |
1.1% |
92% |
False |
False |
97,593 |
| 40 |
7,321.00 |
6,457.00 |
864.00 |
11.9% |
100.25 |
1.4% |
95% |
False |
False |
49,206 |
| 60 |
7,321.00 |
6,338.00 |
983.00 |
13.5% |
124.00 |
1.7% |
96% |
False |
False |
33,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,632.25 |
|
2.618 |
7,511.75 |
|
1.618 |
7,438.00 |
|
1.000 |
7,392.50 |
|
0.618 |
7,364.25 |
|
HIGH |
7,318.75 |
|
0.618 |
7,290.50 |
|
0.500 |
7,282.00 |
|
0.382 |
7,273.25 |
|
LOW |
7,245.00 |
|
0.618 |
7,199.50 |
|
1.000 |
7,171.25 |
|
1.618 |
7,125.75 |
|
2.618 |
7,052.00 |
|
4.250 |
6,931.50 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,282.00 |
7,275.50 |
| PP |
7,281.75 |
7,269.25 |
| S1 |
7,281.50 |
7,263.00 |
|