| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,778.25 |
2,765.25 |
-13.00 |
-0.5% |
2,776.75 |
| High |
2,780.25 |
2,778.25 |
-2.00 |
-0.1% |
2,796.00 |
| Low |
2,735.75 |
2,757.25 |
21.50 |
0.8% |
2,765.50 |
| Close |
2,766.25 |
2,772.00 |
5.75 |
0.2% |
2,784.50 |
| Range |
44.50 |
21.00 |
-23.50 |
-52.8% |
30.50 |
| ATR |
27.28 |
26.83 |
-0.45 |
-1.6% |
0.00 |
| Volume |
1,657,081 |
1,082,802 |
-574,279 |
-34.7% |
7,226,220 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.25 |
2,823.00 |
2,783.50 |
|
| R3 |
2,811.25 |
2,802.00 |
2,777.75 |
|
| R2 |
2,790.25 |
2,790.25 |
2,775.75 |
|
| R1 |
2,781.00 |
2,781.00 |
2,774.00 |
2,785.50 |
| PP |
2,769.25 |
2,769.25 |
2,769.25 |
2,771.50 |
| S1 |
2,760.00 |
2,760.00 |
2,770.00 |
2,764.50 |
| S2 |
2,748.25 |
2,748.25 |
2,768.25 |
|
| S3 |
2,727.25 |
2,739.00 |
2,766.25 |
|
| S4 |
2,706.25 |
2,718.00 |
2,760.50 |
|
|
| 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 |
2,794.00 |
2,735.75 |
58.25 |
2.1% |
27.25 |
1.0% |
62% |
False |
False |
1,304,040 |
| 10 |
2,796.00 |
2,735.75 |
60.25 |
2.2% |
23.25 |
0.8% |
60% |
False |
False |
1,301,735 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
26.75 |
1.0% |
79% |
False |
False |
674,590 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
27.50 |
1.0% |
88% |
False |
False |
341,368 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
34.25 |
1.2% |
90% |
False |
False |
230,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.50 |
|
2.618 |
2,833.25 |
|
1.618 |
2,812.25 |
|
1.000 |
2,799.25 |
|
0.618 |
2,791.25 |
|
HIGH |
2,778.25 |
|
0.618 |
2,770.25 |
|
0.500 |
2,767.75 |
|
0.382 |
2,765.25 |
|
LOW |
2,757.25 |
|
0.618 |
2,744.25 |
|
1.000 |
2,736.25 |
|
1.618 |
2,723.25 |
|
2.618 |
2,702.25 |
|
4.250 |
2,668.00 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.50 |
2,768.50 |
| PP |
2,769.25 |
2,764.75 |
| S1 |
2,767.75 |
2,761.25 |
|