| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,672.0 |
12,733.5 |
61.5 |
0.5% |
12,735.0 |
| High |
12,784.5 |
12,875.0 |
90.5 |
0.7% |
12,900.0 |
| Low |
12,589.5 |
12,727.5 |
138.0 |
1.1% |
12,589.5 |
| Close |
12,732.5 |
12,830.0 |
97.5 |
0.8% |
12,732.5 |
| Range |
195.0 |
147.5 |
-47.5 |
-24.4% |
310.5 |
| ATR |
170.2 |
168.6 |
-1.6 |
-1.0% |
0.0 |
| Volume |
57,527 |
81,518 |
23,991 |
41.7% |
81,439 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,253.3 |
13,189.2 |
12,911.1 |
|
| R3 |
13,105.8 |
13,041.7 |
12,870.6 |
|
| R2 |
12,958.3 |
12,958.3 |
12,857.0 |
|
| R1 |
12,894.2 |
12,894.2 |
12,843.5 |
12,926.3 |
| PP |
12,810.8 |
12,810.8 |
12,810.8 |
12,826.9 |
| S1 |
12,746.7 |
12,746.7 |
12,816.5 |
12,778.8 |
| S2 |
12,663.3 |
12,663.3 |
12,803.0 |
|
| S3 |
12,515.8 |
12,599.2 |
12,789.4 |
|
| S4 |
12,368.3 |
12,451.7 |
12,748.9 |
|
|
| 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% |
185.2 |
1.4% |
77% |
False |
False |
31,372 |
| 10 |
12,900.0 |
12,533.0 |
367.0 |
2.9% |
185.7 |
1.4% |
81% |
False |
False |
16,648 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.1% |
151.2 |
1.2% |
45% |
False |
False |
8,449 |
| 40 |
13,186.0 |
12,252.0 |
934.0 |
7.3% |
137.0 |
1.1% |
62% |
False |
False |
4,278 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
149.0 |
1.2% |
76% |
False |
False |
2,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,501.9 |
|
2.618 |
13,261.2 |
|
1.618 |
13,113.7 |
|
1.000 |
13,022.5 |
|
0.618 |
12,966.2 |
|
HIGH |
12,875.0 |
|
0.618 |
12,818.7 |
|
0.500 |
12,801.3 |
|
0.382 |
12,783.8 |
|
LOW |
12,727.5 |
|
0.618 |
12,636.3 |
|
1.000 |
12,580.0 |
|
1.618 |
12,488.8 |
|
2.618 |
12,341.3 |
|
4.250 |
12,100.6 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,820.4 |
12,800.1 |
| PP |
12,810.8 |
12,770.2 |
| S1 |
12,801.3 |
12,740.3 |
|