| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,765.25 |
2,771.75 |
6.50 |
0.2% |
2,776.75 |
| High |
2,778.25 |
2,785.25 |
7.00 |
0.3% |
2,796.00 |
| Low |
2,757.25 |
2,747.00 |
-10.25 |
-0.4% |
2,765.50 |
| Close |
2,772.00 |
2,752.50 |
-19.50 |
-0.7% |
2,784.50 |
| Range |
21.00 |
38.25 |
17.25 |
82.1% |
30.50 |
| ATR |
26.83 |
27.65 |
0.82 |
3.0% |
0.00 |
| Volume |
1,082,802 |
1,493,235 |
410,433 |
37.9% |
7,226,220 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,852.75 |
2,773.50 |
|
| R3 |
2,838.00 |
2,814.50 |
2,763.00 |
|
| R2 |
2,799.75 |
2,799.75 |
2,759.50 |
|
| R1 |
2,776.25 |
2,776.25 |
2,756.00 |
2,769.00 |
| PP |
2,761.50 |
2,761.50 |
2,761.50 |
2,758.00 |
| S1 |
2,738.00 |
2,738.00 |
2,749.00 |
2,730.50 |
| S2 |
2,723.25 |
2,723.25 |
2,745.50 |
|
| S3 |
2,685.00 |
2,699.75 |
2,742.00 |
|
| S4 |
2,646.75 |
2,661.50 |
2,731.50 |
|
|
| 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 |
2,788.50 |
2,735.75 |
52.75 |
1.9% |
30.50 |
1.1% |
32% |
False |
False |
1,347,659 |
| 10 |
2,796.00 |
2,735.75 |
60.25 |
2.2% |
25.00 |
0.9% |
28% |
False |
False |
1,373,349 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
27.25 |
1.0% |
63% |
False |
False |
748,226 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.3% |
27.50 |
1.0% |
78% |
False |
False |
378,435 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.7% |
33.50 |
1.2% |
82% |
False |
False |
255,422 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.3% |
36.75 |
1.3% |
76% |
False |
False |
192,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.75 |
|
2.618 |
2,885.50 |
|
1.618 |
2,847.25 |
|
1.000 |
2,823.50 |
|
0.618 |
2,809.00 |
|
HIGH |
2,785.25 |
|
0.618 |
2,770.75 |
|
0.500 |
2,766.00 |
|
0.382 |
2,761.50 |
|
LOW |
2,747.00 |
|
0.618 |
2,723.25 |
|
1.000 |
2,708.75 |
|
1.618 |
2,685.00 |
|
2.618 |
2,646.75 |
|
4.250 |
2,584.50 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.00 |
2,760.50 |
| PP |
2,761.50 |
2,757.75 |
| S1 |
2,757.00 |
2,755.25 |
|