| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
7,310.25 |
7,276.00 |
-34.25 |
-0.5% |
7,168.75 |
| High |
7,318.75 |
7,289.25 |
-29.50 |
-0.4% |
7,321.00 |
| Low |
7,245.00 |
7,208.75 |
-36.25 |
-0.5% |
7,145.75 |
| Close |
7,281.50 |
7,276.00 |
-5.50 |
-0.1% |
7,281.50 |
| Range |
73.75 |
80.50 |
6.75 |
9.2% |
175.25 |
| ATR |
89.81 |
89.15 |
-0.67 |
-0.7% |
0.00 |
| Volume |
364,647 |
291,954 |
-72,693 |
-19.9% |
1,607,404 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,499.50 |
7,468.25 |
7,320.25 |
|
| R3 |
7,419.00 |
7,387.75 |
7,298.25 |
|
| R2 |
7,338.50 |
7,338.50 |
7,290.75 |
|
| R1 |
7,307.25 |
7,307.25 |
7,283.50 |
7,316.25 |
| PP |
7,258.00 |
7,258.00 |
7,258.00 |
7,262.50 |
| S1 |
7,226.75 |
7,226.75 |
7,268.50 |
7,235.75 |
| S2 |
7,177.50 |
7,177.50 |
7,261.25 |
|
| S3 |
7,097.00 |
7,146.25 |
7,253.75 |
|
| S4 |
7,016.50 |
7,065.75 |
7,231.75 |
|
|
| 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 |
7,181.00 |
140.00 |
1.9% |
81.00 |
1.1% |
68% |
False |
False |
324,453 |
| 10 |
7,321.00 |
7,101.50 |
219.50 |
3.0% |
80.75 |
1.1% |
79% |
False |
False |
222,417 |
| 20 |
7,321.00 |
6,855.50 |
465.50 |
6.4% |
83.25 |
1.1% |
90% |
False |
False |
112,152 |
| 40 |
7,321.00 |
6,457.00 |
864.00 |
11.9% |
98.75 |
1.4% |
95% |
False |
False |
56,485 |
| 60 |
7,321.00 |
6,338.00 |
983.00 |
13.5% |
121.50 |
1.7% |
95% |
False |
False |
38,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,631.50 |
|
2.618 |
7,500.00 |
|
1.618 |
7,419.50 |
|
1.000 |
7,369.75 |
|
0.618 |
7,339.00 |
|
HIGH |
7,289.25 |
|
0.618 |
7,258.50 |
|
0.500 |
7,249.00 |
|
0.382 |
7,239.50 |
|
LOW |
7,208.75 |
|
0.618 |
7,159.00 |
|
1.000 |
7,128.25 |
|
1.618 |
7,078.50 |
|
2.618 |
6,998.00 |
|
4.250 |
6,866.50 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,267.00 |
7,271.75 |
| PP |
7,258.00 |
7,267.50 |
| S1 |
7,249.00 |
7,263.00 |
|