| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,780.00 |
2,778.25 |
-1.75 |
-0.1% |
2,776.75 |
| High |
2,786.75 |
2,780.25 |
-6.50 |
-0.2% |
2,796.00 |
| Low |
2,761.25 |
2,735.75 |
-25.50 |
-0.9% |
2,765.50 |
| Close |
2,779.75 |
2,766.25 |
-13.50 |
-0.5% |
2,784.50 |
| Range |
25.50 |
44.50 |
19.00 |
74.5% |
30.50 |
| ATR |
25.96 |
27.28 |
1.32 |
5.1% |
0.00 |
| Volume |
993,118 |
1,657,081 |
663,963 |
66.9% |
7,226,220 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.25 |
2,874.75 |
2,790.75 |
|
| R3 |
2,849.75 |
2,830.25 |
2,778.50 |
|
| R2 |
2,805.25 |
2,805.25 |
2,774.50 |
|
| R1 |
2,785.75 |
2,785.75 |
2,770.25 |
2,773.25 |
| PP |
2,760.75 |
2,760.75 |
2,760.75 |
2,754.50 |
| S1 |
2,741.25 |
2,741.25 |
2,762.25 |
2,728.75 |
| S2 |
2,716.25 |
2,716.25 |
2,758.00 |
|
| S3 |
2,671.75 |
2,696.75 |
2,754.00 |
|
| S4 |
2,627.25 |
2,652.25 |
2,741.75 |
|
|
| 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 |
2,735.75 |
60.25 |
2.2% |
26.50 |
1.0% |
51% |
False |
True |
1,364,300 |
| 10 |
2,796.00 |
2,735.75 |
60.25 |
2.2% |
23.75 |
0.9% |
51% |
False |
True |
1,215,480 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
26.75 |
1.0% |
75% |
False |
False |
621,118 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
28.75 |
1.0% |
85% |
False |
False |
314,561 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
35.00 |
1.3% |
88% |
False |
False |
212,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.50 |
|
2.618 |
2,896.75 |
|
1.618 |
2,852.25 |
|
1.000 |
2,824.75 |
|
0.618 |
2,807.75 |
|
HIGH |
2,780.25 |
|
0.618 |
2,763.25 |
|
0.500 |
2,758.00 |
|
0.382 |
2,752.75 |
|
LOW |
2,735.75 |
|
0.618 |
2,708.25 |
|
1.000 |
2,691.25 |
|
1.618 |
2,663.75 |
|
2.618 |
2,619.25 |
|
4.250 |
2,546.50 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,763.50 |
2,765.00 |
| PP |
2,760.75 |
2,763.50 |
| S1 |
2,758.00 |
2,762.00 |
|