| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,880.0 |
12,853.0 |
-27.0 |
-0.2% |
12,735.0 |
| High |
12,935.5 |
12,891.0 |
-44.5 |
-0.3% |
12,900.0 |
| Low |
12,794.0 |
12,762.5 |
-31.5 |
-0.2% |
12,589.5 |
| Close |
12,823.5 |
12,883.5 |
60.0 |
0.5% |
12,732.5 |
| Range |
141.5 |
128.5 |
-13.0 |
-9.2% |
310.5 |
| ATR |
166.7 |
163.9 |
-2.7 |
-1.6% |
0.0 |
| Volume |
52,220 |
81,668 |
29,448 |
56.4% |
81,439 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,231.2 |
13,185.8 |
12,954.2 |
|
| R3 |
13,102.7 |
13,057.3 |
12,918.8 |
|
| R2 |
12,974.2 |
12,974.2 |
12,907.1 |
|
| R1 |
12,928.8 |
12,928.8 |
12,895.3 |
12,951.5 |
| PP |
12,845.7 |
12,845.7 |
12,845.7 |
12,857.0 |
| S1 |
12,800.3 |
12,800.3 |
12,871.7 |
12,823.0 |
| S2 |
12,717.2 |
12,717.2 |
12,859.9 |
|
| S3 |
12,588.7 |
12,671.8 |
12,848.2 |
|
| S4 |
12,460.2 |
12,543.3 |
12,812.8 |
|
|
| 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% |
172.4 |
1.3% |
85% |
False |
False |
56,472 |
| 10 |
12,935.5 |
12,533.0 |
402.5 |
3.1% |
171.7 |
1.3% |
87% |
False |
False |
29,892 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.1% |
157.0 |
1.2% |
54% |
False |
False |
15,134 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.8% |
137.0 |
1.1% |
65% |
False |
False |
7,619 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
146.0 |
1.1% |
79% |
False |
False |
5,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,437.1 |
|
2.618 |
13,227.4 |
|
1.618 |
13,098.9 |
|
1.000 |
13,019.5 |
|
0.618 |
12,970.4 |
|
HIGH |
12,891.0 |
|
0.618 |
12,841.9 |
|
0.500 |
12,826.8 |
|
0.382 |
12,811.6 |
|
LOW |
12,762.5 |
|
0.618 |
12,683.1 |
|
1.000 |
12,634.0 |
|
1.618 |
12,554.6 |
|
2.618 |
12,426.1 |
|
4.250 |
12,216.4 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,864.6 |
12,866.2 |
| PP |
12,845.7 |
12,848.8 |
| S1 |
12,826.8 |
12,831.5 |
|