| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,777.50 |
2,775.25 |
-2.25 |
-0.1% |
2,736.75 |
| High |
2,783.50 |
2,783.25 |
-0.25 |
0.0% |
2,783.50 |
| Low |
2,763.75 |
2,755.75 |
-8.00 |
-0.3% |
2,733.25 |
| Close |
2,776.00 |
2,782.50 |
6.50 |
0.2% |
2,782.50 |
| Range |
19.75 |
27.50 |
7.75 |
39.2% |
50.25 |
| ATR |
29.21 |
29.09 |
-0.12 |
-0.4% |
0.00 |
| Volume |
777,094 |
1,281,036 |
503,942 |
64.8% |
2,378,273 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.25 |
2,847.00 |
2,797.50 |
|
| R3 |
2,828.75 |
2,819.50 |
2,790.00 |
|
| R2 |
2,801.25 |
2,801.25 |
2,787.50 |
|
| R1 |
2,792.00 |
2,792.00 |
2,785.00 |
2,796.50 |
| PP |
2,773.75 |
2,773.75 |
2,773.75 |
2,776.25 |
| S1 |
2,764.50 |
2,764.50 |
2,780.00 |
2,769.00 |
| S2 |
2,746.25 |
2,746.25 |
2,777.50 |
|
| S3 |
2,718.75 |
2,737.00 |
2,775.00 |
|
| S4 |
2,691.25 |
2,709.50 |
2,767.50 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.25 |
2,900.00 |
2,810.25 |
|
| R3 |
2,867.00 |
2,849.75 |
2,796.25 |
|
| R2 |
2,816.75 |
2,816.75 |
2,791.75 |
|
| R1 |
2,799.50 |
2,799.50 |
2,787.00 |
2,808.00 |
| PP |
2,766.50 |
2,766.50 |
2,766.50 |
2,770.75 |
| S1 |
2,749.25 |
2,749.25 |
2,778.00 |
2,758.00 |
| S2 |
2,716.25 |
2,716.25 |
2,773.25 |
|
| S3 |
2,666.00 |
2,699.00 |
2,768.75 |
|
| S4 |
2,615.75 |
2,648.75 |
2,754.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.50 |
2,733.25 |
50.25 |
1.8% |
21.75 |
0.8% |
98% |
False |
False |
475,654 |
| 10 |
2,783.50 |
2,679.25 |
104.25 |
3.7% |
29.25 |
1.0% |
99% |
False |
False |
248,897 |
| 20 |
2,783.50 |
2,679.25 |
104.25 |
3.7% |
25.25 |
0.9% |
99% |
False |
False |
130,537 |
| 40 |
2,783.50 |
2,595.75 |
187.75 |
6.7% |
29.75 |
1.1% |
99% |
False |
False |
69,381 |
| 60 |
2,783.50 |
2,556.75 |
226.75 |
8.1% |
37.50 |
1.3% |
100% |
False |
False |
49,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.00 |
|
2.618 |
2,855.25 |
|
1.618 |
2,827.75 |
|
1.000 |
2,810.75 |
|
0.618 |
2,800.25 |
|
HIGH |
2,783.25 |
|
0.618 |
2,772.75 |
|
0.500 |
2,769.50 |
|
0.382 |
2,766.25 |
|
LOW |
2,755.75 |
|
0.618 |
2,738.75 |
|
1.000 |
2,728.25 |
|
1.618 |
2,711.25 |
|
2.618 |
2,683.75 |
|
4.250 |
2,639.00 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.25 |
2,777.50 |
| PP |
2,773.75 |
2,772.75 |
| S1 |
2,769.50 |
2,767.75 |
|