| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,785.00 |
2,792.00 |
7.00 |
0.3% |
2,736.75 |
| High |
2,794.00 |
2,796.00 |
2.00 |
0.1% |
2,783.50 |
| Low |
2,782.25 |
2,778.50 |
-3.75 |
-0.1% |
2,733.25 |
| Close |
2,788.25 |
2,779.00 |
-9.25 |
-0.3% |
2,782.50 |
| Range |
11.75 |
17.50 |
5.75 |
48.9% |
50.25 |
| ATR |
27.26 |
26.56 |
-0.70 |
-2.6% |
0.00 |
| Volume |
1,496,135 |
1,384,101 |
-112,034 |
-7.5% |
2,378,273 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.00 |
2,825.50 |
2,788.50 |
|
| R3 |
2,819.50 |
2,808.00 |
2,783.75 |
|
| R2 |
2,802.00 |
2,802.00 |
2,782.25 |
|
| R1 |
2,790.50 |
2,790.50 |
2,780.50 |
2,787.50 |
| PP |
2,784.50 |
2,784.50 |
2,784.50 |
2,783.00 |
| S1 |
2,773.00 |
2,773.00 |
2,777.50 |
2,770.00 |
| S2 |
2,767.00 |
2,767.00 |
2,775.75 |
|
| S3 |
2,749.50 |
2,755.50 |
2,774.25 |
|
| S4 |
2,732.00 |
2,738.00 |
2,769.50 |
|
|
| 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 |
2,796.00 |
2,755.75 |
40.25 |
1.4% |
19.25 |
0.7% |
58% |
True |
False |
1,299,429 |
| 10 |
2,796.00 |
2,703.75 |
92.25 |
3.3% |
21.75 |
0.8% |
82% |
True |
False |
687,688 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
24.75 |
0.9% |
85% |
True |
False |
351,244 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
28.50 |
1.0% |
92% |
True |
False |
179,942 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
36.75 |
1.3% |
93% |
True |
False |
122,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.50 |
|
2.618 |
2,841.75 |
|
1.618 |
2,824.25 |
|
1.000 |
2,813.50 |
|
0.618 |
2,806.75 |
|
HIGH |
2,796.00 |
|
0.618 |
2,789.25 |
|
0.500 |
2,787.25 |
|
0.382 |
2,785.25 |
|
LOW |
2,778.50 |
|
0.618 |
2,767.75 |
|
1.000 |
2,761.00 |
|
1.618 |
2,750.25 |
|
2.618 |
2,732.75 |
|
4.250 |
2,704.00 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.25 |
2,785.00 |
| PP |
2,784.50 |
2,783.00 |
| S1 |
2,781.75 |
2,781.00 |
|