| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,726.50 |
2,705.00 |
-21.50 |
-0.8% |
2,780.00 |
| High |
2,748.00 |
2,726.25 |
-21.75 |
-0.8% |
2,786.75 |
| Low |
2,701.00 |
2,693.25 |
-7.75 |
-0.3% |
2,735.75 |
| Close |
2,705.00 |
2,719.50 |
14.50 |
0.5% |
2,759.50 |
| Range |
47.00 |
33.00 |
-14.00 |
-29.8% |
51.00 |
| ATR |
30.01 |
30.22 |
0.21 |
0.7% |
0.00 |
| Volume |
2,117,686 |
1,678,667 |
-439,019 |
-20.7% |
6,335,007 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.00 |
2,798.75 |
2,737.75 |
|
| R3 |
2,779.00 |
2,765.75 |
2,728.50 |
|
| R2 |
2,746.00 |
2,746.00 |
2,725.50 |
|
| R1 |
2,732.75 |
2,732.75 |
2,722.50 |
2,739.50 |
| PP |
2,713.00 |
2,713.00 |
2,713.00 |
2,716.25 |
| S1 |
2,699.75 |
2,699.75 |
2,716.50 |
2,706.50 |
| S2 |
2,680.00 |
2,680.00 |
2,713.50 |
|
| S3 |
2,647.00 |
2,666.75 |
2,710.50 |
|
| S4 |
2,614.00 |
2,633.75 |
2,701.25 |
|
|
| 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 |
2,768.50 |
2,693.25 |
75.25 |
2.8% |
35.50 |
1.3% |
35% |
False |
True |
1,702,237 |
| 10 |
2,788.50 |
2,693.25 |
95.25 |
3.5% |
33.00 |
1.2% |
28% |
False |
True |
1,524,948 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.8% |
27.00 |
1.0% |
26% |
False |
True |
1,168,398 |
| 40 |
2,796.00 |
2,595.75 |
200.25 |
7.4% |
28.00 |
1.0% |
62% |
False |
False |
590,506 |
| 60 |
2,796.00 |
2,588.25 |
207.75 |
7.6% |
31.00 |
1.1% |
63% |
False |
False |
396,442 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.5% |
35.75 |
1.3% |
63% |
False |
False |
299,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.50 |
|
2.618 |
2,812.75 |
|
1.618 |
2,779.75 |
|
1.000 |
2,759.25 |
|
0.618 |
2,746.75 |
|
HIGH |
2,726.25 |
|
0.618 |
2,713.75 |
|
0.500 |
2,709.75 |
|
0.382 |
2,705.75 |
|
LOW |
2,693.25 |
|
0.618 |
2,672.75 |
|
1.000 |
2,660.25 |
|
1.618 |
2,639.75 |
|
2.618 |
2,606.75 |
|
4.250 |
2,553.00 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.25 |
2,720.50 |
| PP |
2,713.00 |
2,720.25 |
| S1 |
2,709.75 |
2,720.00 |
|