| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,880.0 |
12,672.0 |
-208.0 |
-1.6% |
12,735.0 |
| High |
12,891.0 |
12,784.5 |
-106.5 |
-0.8% |
12,900.0 |
| Low |
12,641.5 |
12,589.5 |
-52.0 |
-0.4% |
12,589.5 |
| Close |
12,790.0 |
12,732.5 |
-57.5 |
-0.4% |
12,732.5 |
| Range |
249.5 |
195.0 |
-54.5 |
-21.8% |
310.5 |
| ATR |
167.9 |
170.2 |
2.3 |
1.4% |
0.0 |
| Volume |
9,430 |
57,527 |
48,097 |
510.0% |
81,439 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,287.2 |
13,204.8 |
12,839.8 |
|
| R3 |
13,092.2 |
13,009.8 |
12,786.1 |
|
| R2 |
12,897.2 |
12,897.2 |
12,768.3 |
|
| R1 |
12,814.8 |
12,814.8 |
12,750.4 |
12,856.0 |
| PP |
12,702.2 |
12,702.2 |
12,702.2 |
12,722.8 |
| S1 |
12,619.8 |
12,619.8 |
12,714.6 |
12,661.0 |
| S2 |
12,507.2 |
12,507.2 |
12,696.8 |
|
| S3 |
12,312.2 |
12,424.8 |
12,678.9 |
|
| S4 |
12,117.2 |
12,229.8 |
12,625.3 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,672.2 |
13,512.8 |
12,903.3 |
|
| R3 |
13,361.7 |
13,202.3 |
12,817.9 |
|
| R2 |
13,051.2 |
13,051.2 |
12,789.4 |
|
| R1 |
12,891.8 |
12,891.8 |
12,761.0 |
12,816.3 |
| PP |
12,740.7 |
12,740.7 |
12,740.7 |
12,702.9 |
| S1 |
12,581.3 |
12,581.3 |
12,704.0 |
12,505.8 |
| S2 |
12,430.2 |
12,430.2 |
12,675.6 |
|
| S3 |
12,119.7 |
12,270.8 |
12,647.1 |
|
| S4 |
11,809.2 |
11,960.3 |
12,561.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,900.0 |
12,589.5 |
310.5 |
2.4% |
180.4 |
1.4% |
46% |
False |
True |
16,287 |
| 10 |
12,970.5 |
12,533.0 |
437.5 |
3.4% |
184.0 |
1.4% |
46% |
False |
False |
8,516 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.1% |
148.0 |
1.2% |
31% |
False |
False |
4,375 |
| 40 |
13,186.0 |
12,252.0 |
934.0 |
7.3% |
136.3 |
1.1% |
51% |
False |
False |
2,241 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.5% |
147.8 |
1.2% |
69% |
False |
False |
1,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,613.3 |
|
2.618 |
13,295.0 |
|
1.618 |
13,100.0 |
|
1.000 |
12,979.5 |
|
0.618 |
12,905.0 |
|
HIGH |
12,784.5 |
|
0.618 |
12,710.0 |
|
0.500 |
12,687.0 |
|
0.382 |
12,664.0 |
|
LOW |
12,589.5 |
|
0.618 |
12,469.0 |
|
1.000 |
12,394.5 |
|
1.618 |
12,274.0 |
|
2.618 |
12,079.0 |
|
4.250 |
11,760.8 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,717.3 |
12,740.3 |
| PP |
12,702.2 |
12,737.7 |
| S1 |
12,687.0 |
12,735.1 |
|