| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,771.75 |
2,750.50 |
-21.25 |
-0.8% |
2,780.00 |
| High |
2,785.25 |
2,768.50 |
-16.75 |
-0.6% |
2,786.75 |
| Low |
2,747.00 |
2,749.25 |
2.25 |
0.1% |
2,735.75 |
| Close |
2,752.50 |
2,759.50 |
7.00 |
0.3% |
2,759.50 |
| Range |
38.25 |
19.25 |
-19.00 |
-49.7% |
51.00 |
| ATR |
27.65 |
27.05 |
-0.60 |
-2.2% |
0.00 |
| Volume |
1,493,235 |
1,108,771 |
-384,464 |
-25.7% |
6,335,007 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.75 |
2,807.50 |
2,770.00 |
|
| R3 |
2,797.50 |
2,788.25 |
2,764.75 |
|
| R2 |
2,778.25 |
2,778.25 |
2,763.00 |
|
| R1 |
2,769.00 |
2,769.00 |
2,761.25 |
2,773.50 |
| PP |
2,759.00 |
2,759.00 |
2,759.00 |
2,761.50 |
| S1 |
2,749.75 |
2,749.75 |
2,757.75 |
2,754.50 |
| S2 |
2,739.75 |
2,739.75 |
2,756.00 |
|
| S3 |
2,720.50 |
2,730.50 |
2,754.25 |
|
| S4 |
2,701.25 |
2,711.25 |
2,749.00 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.75 |
2,887.50 |
2,787.50 |
|
| R3 |
2,862.75 |
2,836.50 |
2,773.50 |
|
| R2 |
2,811.75 |
2,811.75 |
2,768.75 |
|
| R1 |
2,785.50 |
2,785.50 |
2,764.25 |
2,773.00 |
| PP |
2,760.75 |
2,760.75 |
2,760.75 |
2,754.50 |
| S1 |
2,734.50 |
2,734.50 |
2,754.75 |
2,722.00 |
| S2 |
2,709.75 |
2,709.75 |
2,750.25 |
|
| S3 |
2,658.75 |
2,683.50 |
2,745.50 |
|
| S4 |
2,607.75 |
2,632.50 |
2,731.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,786.75 |
2,735.75 |
51.00 |
1.8% |
29.75 |
1.1% |
47% |
False |
False |
1,267,001 |
| 10 |
2,796.00 |
2,735.75 |
60.25 |
2.2% |
24.25 |
0.9% |
39% |
False |
False |
1,356,122 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
26.75 |
1.0% |
69% |
False |
False |
802,510 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.3% |
27.00 |
1.0% |
82% |
False |
False |
405,936 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.7% |
33.25 |
1.2% |
85% |
False |
False |
273,778 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.3% |
36.25 |
1.3% |
79% |
False |
False |
206,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.25 |
|
2.618 |
2,819.00 |
|
1.618 |
2,799.75 |
|
1.000 |
2,787.75 |
|
0.618 |
2,780.50 |
|
HIGH |
2,768.50 |
|
0.618 |
2,761.25 |
|
0.500 |
2,759.00 |
|
0.382 |
2,756.50 |
|
LOW |
2,749.25 |
|
0.618 |
2,737.25 |
|
1.000 |
2,730.00 |
|
1.618 |
2,718.00 |
|
2.618 |
2,698.75 |
|
4.250 |
2,667.50 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.25 |
2,766.00 |
| PP |
2,759.00 |
2,764.00 |
| S1 |
2,759.00 |
2,761.75 |
|