| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,750.50 |
2,757.00 |
6.50 |
0.2% |
2,780.00 |
| High |
2,768.50 |
2,758.00 |
-10.50 |
-0.4% |
2,786.75 |
| Low |
2,749.25 |
2,700.50 |
-48.75 |
-1.8% |
2,735.75 |
| Close |
2,759.50 |
2,722.25 |
-37.25 |
-1.3% |
2,759.50 |
| Range |
19.25 |
57.50 |
38.25 |
198.7% |
51.00 |
| ATR |
27.05 |
29.33 |
2.28 |
8.4% |
0.00 |
| Volume |
1,108,771 |
2,206,994 |
1,098,223 |
99.0% |
6,335,007 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.50 |
2,868.25 |
2,754.00 |
|
| R3 |
2,842.00 |
2,810.75 |
2,738.00 |
|
| R2 |
2,784.50 |
2,784.50 |
2,732.75 |
|
| R1 |
2,753.25 |
2,753.25 |
2,727.50 |
2,740.00 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,720.25 |
| S1 |
2,695.75 |
2,695.75 |
2,717.00 |
2,682.50 |
| S2 |
2,669.50 |
2,669.50 |
2,711.75 |
|
| S3 |
2,612.00 |
2,638.25 |
2,706.50 |
|
| S4 |
2,554.50 |
2,580.75 |
2,690.50 |
|
|
| 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 |
2,785.25 |
2,700.50 |
84.75 |
3.1% |
36.00 |
1.3% |
26% |
False |
True |
1,509,776 |
| 10 |
2,796.00 |
2,700.50 |
95.50 |
3.5% |
28.00 |
1.0% |
23% |
False |
True |
1,420,943 |
| 20 |
2,796.00 |
2,679.25 |
116.75 |
4.3% |
28.50 |
1.0% |
37% |
False |
False |
912,488 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.4% |
28.00 |
1.0% |
63% |
False |
False |
461,033 |
| 60 |
2,796.00 |
2,556.75 |
239.25 |
8.8% |
33.25 |
1.2% |
69% |
False |
False |
310,451 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
36.25 |
1.3% |
64% |
False |
False |
234,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,908.50 |
|
1.618 |
2,851.00 |
|
1.000 |
2,815.50 |
|
0.618 |
2,793.50 |
|
HIGH |
2,758.00 |
|
0.618 |
2,736.00 |
|
0.500 |
2,729.25 |
|
0.382 |
2,722.50 |
|
LOW |
2,700.50 |
|
0.618 |
2,665.00 |
|
1.000 |
2,643.00 |
|
1.618 |
2,607.50 |
|
2.618 |
2,550.00 |
|
4.250 |
2,456.00 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.25 |
2,743.00 |
| PP |
2,727.00 |
2,736.00 |
| S1 |
2,724.50 |
2,729.00 |
|