| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,705.00 |
2,720.00 |
15.00 |
0.6% |
2,757.00 |
| High |
2,726.25 |
2,745.50 |
19.25 |
0.7% |
2,758.00 |
| Low |
2,693.25 |
2,716.75 |
23.50 |
0.9% |
2,693.25 |
| Close |
2,719.50 |
2,721.50 |
2.00 |
0.1% |
2,721.50 |
| Range |
33.00 |
28.75 |
-4.25 |
-12.9% |
64.75 |
| ATR |
30.22 |
30.12 |
-0.11 |
-0.3% |
0.00 |
| Volume |
1,678,667 |
1,641,889 |
-36,778 |
-2.2% |
9,044,303 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.25 |
2,796.50 |
2,737.25 |
|
| R3 |
2,785.50 |
2,767.75 |
2,729.50 |
|
| R2 |
2,756.75 |
2,756.75 |
2,726.75 |
|
| R1 |
2,739.00 |
2,739.00 |
2,724.25 |
2,748.00 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,732.25 |
| S1 |
2,710.25 |
2,710.25 |
2,718.75 |
2,719.00 |
| S2 |
2,699.25 |
2,699.25 |
2,716.25 |
|
| S3 |
2,670.50 |
2,681.50 |
2,713.50 |
|
| S4 |
2,641.75 |
2,652.75 |
2,705.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.50 |
2,884.75 |
2,757.00 |
|
| R3 |
2,853.75 |
2,820.00 |
2,739.25 |
|
| R2 |
2,789.00 |
2,789.00 |
2,733.25 |
|
| R1 |
2,755.25 |
2,755.25 |
2,727.50 |
2,739.75 |
| PP |
2,724.25 |
2,724.25 |
2,724.25 |
2,716.50 |
| S1 |
2,690.50 |
2,690.50 |
2,715.50 |
2,675.00 |
| S2 |
2,659.50 |
2,659.50 |
2,709.75 |
|
| S3 |
2,594.75 |
2,625.75 |
2,703.75 |
|
| S4 |
2,530.00 |
2,561.00 |
2,686.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.00 |
2,693.25 |
64.75 |
2.4% |
37.25 |
1.4% |
44% |
False |
False |
1,808,860 |
| 10 |
2,786.75 |
2,693.25 |
93.50 |
3.4% |
33.50 |
1.2% |
30% |
False |
False |
1,537,931 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.8% |
27.00 |
1.0% |
27% |
False |
False |
1,249,190 |
| 40 |
2,796.00 |
2,616.50 |
179.50 |
6.6% |
27.50 |
1.0% |
58% |
False |
False |
631,118 |
| 60 |
2,796.00 |
2,588.25 |
207.75 |
7.6% |
31.00 |
1.1% |
64% |
False |
False |
423,643 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.5% |
35.50 |
1.3% |
64% |
False |
False |
319,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.75 |
|
2.618 |
2,820.75 |
|
1.618 |
2,792.00 |
|
1.000 |
2,774.25 |
|
0.618 |
2,763.25 |
|
HIGH |
2,745.50 |
|
0.618 |
2,734.50 |
|
0.500 |
2,731.00 |
|
0.382 |
2,727.75 |
|
LOW |
2,716.75 |
|
0.618 |
2,699.00 |
|
1.000 |
2,688.00 |
|
1.618 |
2,670.25 |
|
2.618 |
2,641.50 |
|
4.250 |
2,594.50 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.00 |
2,721.25 |
| PP |
2,728.00 |
2,721.00 |
| S1 |
2,724.75 |
2,720.50 |
|