| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
7,275.00 |
7,253.75 |
-21.25 |
-0.3% |
7,168.75 |
| High |
7,279.00 |
7,336.50 |
57.50 |
0.8% |
7,321.00 |
| Low |
7,157.50 |
7,226.75 |
69.25 |
1.0% |
7,145.75 |
| Close |
7,252.25 |
7,313.25 |
61.00 |
0.8% |
7,281.50 |
| Range |
121.50 |
109.75 |
-11.75 |
-9.7% |
175.25 |
| ATR |
91.46 |
92.77 |
1.31 |
1.4% |
0.00 |
| Volume |
450,281 |
320,649 |
-129,632 |
-28.8% |
1,607,404 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,621.50 |
7,577.00 |
7,373.50 |
|
| R3 |
7,511.75 |
7,467.25 |
7,343.50 |
|
| R2 |
7,402.00 |
7,402.00 |
7,333.25 |
|
| R1 |
7,357.50 |
7,357.50 |
7,323.25 |
7,379.75 |
| PP |
7,292.25 |
7,292.25 |
7,292.25 |
7,303.25 |
| S1 |
7,247.75 |
7,247.75 |
7,303.25 |
7,270.00 |
| S2 |
7,182.50 |
7,182.50 |
7,293.25 |
|
| S3 |
7,072.75 |
7,138.00 |
7,283.00 |
|
| S4 |
6,963.00 |
7,028.25 |
7,253.00 |
|
|
| 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 |
7,336.50 |
7,157.50 |
179.00 |
2.4% |
100.25 |
1.4% |
87% |
True |
False |
352,535 |
| 10 |
7,336.50 |
7,101.50 |
235.00 |
3.2% |
90.75 |
1.2% |
90% |
True |
False |
297,822 |
| 20 |
7,336.50 |
6,855.50 |
481.00 |
6.6% |
88.00 |
1.2% |
95% |
True |
False |
150,514 |
| 40 |
7,336.50 |
6,457.00 |
879.50 |
12.0% |
95.50 |
1.3% |
97% |
True |
False |
75,674 |
| 60 |
7,336.50 |
6,338.00 |
998.50 |
13.7% |
117.75 |
1.6% |
98% |
True |
False |
50,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,803.00 |
|
2.618 |
7,623.75 |
|
1.618 |
7,514.00 |
|
1.000 |
7,446.25 |
|
0.618 |
7,404.25 |
|
HIGH |
7,336.50 |
|
0.618 |
7,294.50 |
|
0.500 |
7,281.50 |
|
0.382 |
7,268.75 |
|
LOW |
7,226.75 |
|
0.618 |
7,159.00 |
|
1.000 |
7,117.00 |
|
1.618 |
7,049.25 |
|
2.618 |
6,939.50 |
|
4.250 |
6,760.25 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,302.75 |
7,291.25 |
| PP |
7,292.25 |
7,269.00 |
| S1 |
7,281.50 |
7,247.00 |
|