| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,792.00 |
2,777.75 |
-14.25 |
-0.5% |
2,736.75 |
| High |
2,796.00 |
2,794.00 |
-2.00 |
-0.1% |
2,783.50 |
| Low |
2,778.50 |
2,772.25 |
-6.25 |
-0.2% |
2,733.25 |
| Close |
2,779.00 |
2,788.50 |
9.50 |
0.3% |
2,782.50 |
| Range |
17.50 |
21.75 |
4.25 |
24.3% |
50.25 |
| ATR |
26.56 |
26.22 |
-0.34 |
-1.3% |
0.00 |
| Volume |
1,384,101 |
1,275,141 |
-108,960 |
-7.9% |
2,378,273 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.25 |
2,841.00 |
2,800.50 |
|
| R3 |
2,828.50 |
2,819.25 |
2,794.50 |
|
| R2 |
2,806.75 |
2,806.75 |
2,792.50 |
|
| R1 |
2,797.50 |
2,797.50 |
2,790.50 |
2,802.00 |
| PP |
2,785.00 |
2,785.00 |
2,785.00 |
2,787.25 |
| S1 |
2,775.75 |
2,775.75 |
2,786.50 |
2,780.50 |
| S2 |
2,763.25 |
2,763.25 |
2,784.50 |
|
| S3 |
2,741.50 |
2,754.00 |
2,782.50 |
|
| S4 |
2,719.75 |
2,732.25 |
2,776.50 |
|
|
| 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% |
19.75 |
0.7% |
81% |
False |
False |
1,399,039 |
| 10 |
2,796.00 |
2,710.50 |
85.50 |
3.1% |
21.00 |
0.8% |
91% |
False |
False |
811,849 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
24.75 |
0.9% |
94% |
False |
False |
414,587 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
28.75 |
1.0% |
96% |
False |
False |
211,638 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
36.75 |
1.3% |
97% |
False |
False |
144,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.50 |
|
2.618 |
2,851.00 |
|
1.618 |
2,829.25 |
|
1.000 |
2,815.75 |
|
0.618 |
2,807.50 |
|
HIGH |
2,794.00 |
|
0.618 |
2,785.75 |
|
0.500 |
2,783.00 |
|
0.382 |
2,780.50 |
|
LOW |
2,772.25 |
|
0.618 |
2,758.75 |
|
1.000 |
2,750.50 |
|
1.618 |
2,737.00 |
|
2.618 |
2,715.25 |
|
4.250 |
2,679.75 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.75 |
2,787.00 |
| PP |
2,785.00 |
2,785.50 |
| S1 |
2,783.00 |
2,784.00 |
|