| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,777.75 |
2,787.00 |
9.25 |
0.3% |
2,776.75 |
| High |
2,794.00 |
2,788.50 |
-5.50 |
-0.2% |
2,796.00 |
| Low |
2,772.25 |
2,765.50 |
-6.75 |
-0.2% |
2,765.50 |
| Close |
2,788.50 |
2,784.50 |
-4.00 |
-0.1% |
2,784.50 |
| Range |
21.75 |
23.00 |
1.25 |
5.7% |
30.50 |
| ATR |
26.22 |
25.99 |
-0.23 |
-0.9% |
0.00 |
| Volume |
1,275,141 |
1,512,061 |
236,920 |
18.6% |
7,226,220 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.50 |
2,839.50 |
2,797.25 |
|
| R3 |
2,825.50 |
2,816.50 |
2,790.75 |
|
| R2 |
2,802.50 |
2,802.50 |
2,788.75 |
|
| R1 |
2,793.50 |
2,793.50 |
2,786.50 |
2,786.50 |
| PP |
2,779.50 |
2,779.50 |
2,779.50 |
2,776.00 |
| S1 |
2,770.50 |
2,770.50 |
2,782.50 |
2,763.50 |
| S2 |
2,756.50 |
2,756.50 |
2,780.25 |
|
| S3 |
2,733.50 |
2,747.50 |
2,778.25 |
|
| S4 |
2,710.50 |
2,724.50 |
2,771.75 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.50 |
2,859.50 |
2,801.25 |
|
| R3 |
2,843.00 |
2,829.00 |
2,793.00 |
|
| R2 |
2,812.50 |
2,812.50 |
2,790.00 |
|
| R1 |
2,798.50 |
2,798.50 |
2,787.25 |
2,805.50 |
| PP |
2,782.00 |
2,782.00 |
2,782.00 |
2,785.50 |
| S1 |
2,768.00 |
2,768.00 |
2,781.75 |
2,775.00 |
| S2 |
2,751.50 |
2,751.50 |
2,779.00 |
|
| S3 |
2,721.00 |
2,737.50 |
2,776.00 |
|
| S4 |
2,690.50 |
2,707.00 |
2,767.75 |
|
|
| 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 |
2,765.50 |
30.50 |
1.1% |
18.75 |
0.7% |
62% |
False |
True |
1,445,244 |
| 10 |
2,796.00 |
2,733.25 |
62.75 |
2.3% |
20.25 |
0.7% |
82% |
False |
False |
960,449 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
24.75 |
0.9% |
90% |
False |
False |
489,849 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
28.50 |
1.0% |
94% |
False |
False |
248,878 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
36.50 |
1.3% |
95% |
False |
False |
169,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.25 |
|
2.618 |
2,848.75 |
|
1.618 |
2,825.75 |
|
1.000 |
2,811.50 |
|
0.618 |
2,802.75 |
|
HIGH |
2,788.50 |
|
0.618 |
2,779.75 |
|
0.500 |
2,777.00 |
|
0.382 |
2,774.25 |
|
LOW |
2,765.50 |
|
0.618 |
2,751.25 |
|
1.000 |
2,742.50 |
|
1.618 |
2,728.25 |
|
2.618 |
2,705.25 |
|
4.250 |
2,667.75 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.00 |
2,783.25 |
| PP |
2,779.50 |
2,782.00 |
| S1 |
2,777.00 |
2,780.75 |
|