| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,757.00 |
2,721.75 |
-35.25 |
-1.3% |
2,780.00 |
| High |
2,758.00 |
2,735.25 |
-22.75 |
-0.8% |
2,786.75 |
| Low |
2,700.50 |
2,714.75 |
14.25 |
0.5% |
2,735.75 |
| Close |
2,722.25 |
2,728.50 |
6.25 |
0.2% |
2,759.50 |
| Range |
57.50 |
20.50 |
-37.00 |
-64.3% |
51.00 |
| ATR |
29.33 |
28.70 |
-0.63 |
-2.2% |
0.00 |
| Volume |
2,206,994 |
1,399,067 |
-807,927 |
-36.6% |
6,335,007 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.75 |
2,778.50 |
2,739.75 |
|
| R3 |
2,767.25 |
2,758.00 |
2,734.25 |
|
| R2 |
2,746.75 |
2,746.75 |
2,732.25 |
|
| R1 |
2,737.50 |
2,737.50 |
2,730.50 |
2,742.00 |
| PP |
2,726.25 |
2,726.25 |
2,726.25 |
2,728.50 |
| S1 |
2,717.00 |
2,717.00 |
2,726.50 |
2,721.50 |
| S2 |
2,705.75 |
2,705.75 |
2,724.75 |
|
| S3 |
2,685.25 |
2,696.50 |
2,722.75 |
|
| S4 |
2,664.75 |
2,676.00 |
2,717.25 |
|
|
| 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% |
31.25 |
1.1% |
33% |
False |
False |
1,458,173 |
| 10 |
2,796.00 |
2,700.50 |
95.50 |
3.5% |
29.00 |
1.1% |
29% |
False |
False |
1,411,237 |
| 20 |
2,796.00 |
2,690.00 |
106.00 |
3.9% |
26.50 |
1.0% |
36% |
False |
False |
981,540 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.3% |
27.50 |
1.0% |
66% |
False |
False |
495,832 |
| 60 |
2,796.00 |
2,563.50 |
232.50 |
8.5% |
32.00 |
1.2% |
71% |
False |
False |
333,644 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
35.75 |
1.3% |
67% |
False |
False |
251,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.50 |
|
2.618 |
2,789.00 |
|
1.618 |
2,768.50 |
|
1.000 |
2,755.75 |
|
0.618 |
2,748.00 |
|
HIGH |
2,735.25 |
|
0.618 |
2,727.50 |
|
0.500 |
2,725.00 |
|
0.382 |
2,722.50 |
|
LOW |
2,714.75 |
|
0.618 |
2,702.00 |
|
1.000 |
2,694.25 |
|
1.618 |
2,681.50 |
|
2.618 |
2,661.00 |
|
4.250 |
2,627.50 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.25 |
2,734.50 |
| PP |
2,726.25 |
2,732.50 |
| S1 |
2,725.00 |
2,730.50 |
|