| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,787.00 |
2,780.00 |
-7.00 |
-0.3% |
2,776.75 |
| High |
2,788.50 |
2,786.75 |
-1.75 |
-0.1% |
2,796.00 |
| Low |
2,765.50 |
2,761.25 |
-4.25 |
-0.2% |
2,765.50 |
| Close |
2,784.50 |
2,779.75 |
-4.75 |
-0.2% |
2,784.50 |
| Range |
23.00 |
25.50 |
2.50 |
10.9% |
30.50 |
| ATR |
25.99 |
25.96 |
-0.04 |
-0.1% |
0.00 |
| Volume |
1,512,061 |
993,118 |
-518,943 |
-34.3% |
7,226,220 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.50 |
2,841.50 |
2,793.75 |
|
| R3 |
2,827.00 |
2,816.00 |
2,786.75 |
|
| R2 |
2,801.50 |
2,801.50 |
2,784.50 |
|
| R1 |
2,790.50 |
2,790.50 |
2,782.00 |
2,783.25 |
| PP |
2,776.00 |
2,776.00 |
2,776.00 |
2,772.25 |
| S1 |
2,765.00 |
2,765.00 |
2,777.50 |
2,757.75 |
| S2 |
2,750.50 |
2,750.50 |
2,775.00 |
|
| S3 |
2,725.00 |
2,739.50 |
2,772.75 |
|
| S4 |
2,699.50 |
2,714.00 |
2,765.75 |
|
|
| 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 |
2,761.25 |
34.75 |
1.3% |
20.00 |
0.7% |
53% |
False |
True |
1,332,111 |
| 10 |
2,796.00 |
2,743.00 |
53.00 |
1.9% |
20.75 |
0.7% |
69% |
False |
False |
1,055,997 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
25.25 |
0.9% |
86% |
False |
False |
538,752 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
28.25 |
1.0% |
92% |
False |
False |
273,422 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
35.50 |
1.3% |
93% |
False |
False |
185,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.00 |
|
2.618 |
2,853.50 |
|
1.618 |
2,828.00 |
|
1.000 |
2,812.25 |
|
0.618 |
2,802.50 |
|
HIGH |
2,786.75 |
|
0.618 |
2,777.00 |
|
0.500 |
2,774.00 |
|
0.382 |
2,771.00 |
|
LOW |
2,761.25 |
|
0.618 |
2,745.50 |
|
1.000 |
2,735.75 |
|
1.618 |
2,720.00 |
|
2.618 |
2,694.50 |
|
4.250 |
2,653.00 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.75 |
2,779.00 |
| PP |
2,776.00 |
2,778.25 |
| S1 |
2,774.00 |
2,777.50 |
|