| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,733.5 |
12,880.0 |
146.5 |
1.2% |
12,735.0 |
| High |
12,875.0 |
12,935.5 |
60.5 |
0.5% |
12,900.0 |
| Low |
12,727.5 |
12,794.0 |
66.5 |
0.5% |
12,589.5 |
| Close |
12,830.0 |
12,823.5 |
-6.5 |
-0.1% |
12,732.5 |
| Range |
147.5 |
141.5 |
-6.0 |
-4.1% |
310.5 |
| ATR |
168.6 |
166.7 |
-1.9 |
-1.1% |
0.0 |
| Volume |
81,518 |
52,220 |
-29,298 |
-35.9% |
81,439 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,275.5 |
13,191.0 |
12,901.3 |
|
| R3 |
13,134.0 |
13,049.5 |
12,862.4 |
|
| R2 |
12,992.5 |
12,992.5 |
12,849.4 |
|
| R1 |
12,908.0 |
12,908.0 |
12,836.5 |
12,879.5 |
| PP |
12,851.0 |
12,851.0 |
12,851.0 |
12,836.8 |
| S1 |
12,766.5 |
12,766.5 |
12,810.5 |
12,738.0 |
| S2 |
12,709.5 |
12,709.5 |
12,797.6 |
|
| S3 |
12,568.0 |
12,625.0 |
12,784.6 |
|
| S4 |
12,426.5 |
12,483.5 |
12,745.7 |
|
|
| 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 |
12,935.5 |
12,589.5 |
346.0 |
2.7% |
179.6 |
1.4% |
68% |
True |
False |
41,290 |
| 10 |
12,935.5 |
12,533.0 |
402.5 |
3.1% |
175.7 |
1.4% |
72% |
True |
False |
21,773 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.1% |
154.9 |
1.2% |
44% |
False |
False |
11,053 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.8% |
136.5 |
1.1% |
58% |
False |
False |
5,580 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
146.1 |
1.1% |
75% |
False |
False |
3,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,536.9 |
|
2.618 |
13,305.9 |
|
1.618 |
13,164.4 |
|
1.000 |
13,077.0 |
|
0.618 |
13,022.9 |
|
HIGH |
12,935.5 |
|
0.618 |
12,881.4 |
|
0.500 |
12,864.8 |
|
0.382 |
12,848.1 |
|
LOW |
12,794.0 |
|
0.618 |
12,706.6 |
|
1.000 |
12,652.5 |
|
1.618 |
12,565.1 |
|
2.618 |
12,423.6 |
|
4.250 |
12,192.6 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,864.8 |
12,803.2 |
| PP |
12,851.0 |
12,782.8 |
| S1 |
12,837.3 |
12,762.5 |
|