| 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 |
2,775.25 |
2,776.75 |
1.50 |
0.1% |
2,736.75 |
| High |
2,783.25 |
2,794.25 |
11.00 |
0.4% |
2,783.50 |
| Low |
2,755.75 |
2,774.00 |
18.25 |
0.7% |
2,733.25 |
| Close |
2,782.50 |
2,786.75 |
4.25 |
0.2% |
2,782.50 |
| Range |
27.50 |
20.25 |
-7.25 |
-26.4% |
50.25 |
| ATR |
29.09 |
28.46 |
-0.63 |
-2.2% |
0.00 |
| Volume |
1,281,036 |
1,558,782 |
277,746 |
21.7% |
2,378,273 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.75 |
2,836.50 |
2,798.00 |
|
| R3 |
2,825.50 |
2,816.25 |
2,792.25 |
|
| R2 |
2,805.25 |
2,805.25 |
2,790.50 |
|
| R1 |
2,796.00 |
2,796.00 |
2,788.50 |
2,800.50 |
| PP |
2,785.00 |
2,785.00 |
2,785.00 |
2,787.25 |
| S1 |
2,775.75 |
2,775.75 |
2,785.00 |
2,780.50 |
| S2 |
2,764.75 |
2,764.75 |
2,783.00 |
|
| S3 |
2,744.50 |
2,755.50 |
2,781.25 |
|
| S4 |
2,724.25 |
2,735.25 |
2,775.50 |
|
|
| 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 |
2,794.25 |
2,743.00 |
51.25 |
1.8% |
21.75 |
0.8% |
85% |
True |
False |
779,884 |
| 10 |
2,794.25 |
2,679.25 |
115.00 |
4.1% |
28.75 |
1.0% |
93% |
True |
False |
404,032 |
| 20 |
2,794.25 |
2,679.25 |
115.00 |
4.1% |
25.50 |
0.9% |
93% |
True |
False |
208,183 |
| 40 |
2,794.25 |
2,595.75 |
198.50 |
7.1% |
29.50 |
1.1% |
96% |
True |
False |
108,194 |
| 60 |
2,794.25 |
2,556.75 |
237.50 |
8.5% |
37.50 |
1.3% |
97% |
True |
False |
75,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.25 |
|
2.618 |
2,847.25 |
|
1.618 |
2,827.00 |
|
1.000 |
2,814.50 |
|
0.618 |
2,806.75 |
|
HIGH |
2,794.25 |
|
0.618 |
2,786.50 |
|
0.500 |
2,784.00 |
|
0.382 |
2,781.75 |
|
LOW |
2,774.00 |
|
0.618 |
2,761.50 |
|
1.000 |
2,753.75 |
|
1.618 |
2,741.25 |
|
2.618 |
2,721.00 |
|
4.250 |
2,688.00 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.00 |
2,782.75 |
| PP |
2,785.00 |
2,779.00 |
| S1 |
2,784.00 |
2,775.00 |
|