| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,853.0 |
12,820.0 |
-33.0 |
-0.3% |
12,735.0 |
| High |
12,891.0 |
13,170.0 |
279.0 |
2.2% |
12,900.0 |
| Low |
12,762.5 |
12,781.0 |
18.5 |
0.1% |
12,589.5 |
| Close |
12,883.5 |
13,114.0 |
230.5 |
1.8% |
12,732.5 |
| Range |
128.5 |
389.0 |
260.5 |
202.7% |
310.5 |
| ATR |
163.9 |
180.0 |
16.1 |
9.8% |
0.0 |
| Volume |
81,668 |
104,680 |
23,012 |
28.2% |
81,439 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,188.7 |
14,040.3 |
13,328.0 |
|
| R3 |
13,799.7 |
13,651.3 |
13,221.0 |
|
| R2 |
13,410.7 |
13,410.7 |
13,185.3 |
|
| R1 |
13,262.3 |
13,262.3 |
13,149.7 |
13,336.5 |
| PP |
13,021.7 |
13,021.7 |
13,021.7 |
13,058.8 |
| S1 |
12,873.3 |
12,873.3 |
13,078.3 |
12,947.5 |
| S2 |
12,632.7 |
12,632.7 |
13,042.7 |
|
| S3 |
12,243.7 |
12,484.3 |
13,007.0 |
|
| S4 |
11,854.7 |
12,095.3 |
12,900.1 |
|
|
| 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 |
13,170.0 |
12,589.5 |
580.5 |
4.4% |
200.3 |
1.5% |
90% |
True |
False |
75,522 |
| 10 |
13,170.0 |
12,589.5 |
580.5 |
4.4% |
187.2 |
1.4% |
90% |
True |
False |
40,271 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.0% |
172.4 |
1.3% |
89% |
False |
False |
20,360 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.6% |
143.9 |
1.1% |
92% |
False |
False |
10,232 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.2% |
150.8 |
1.1% |
95% |
False |
False |
6,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,823.3 |
|
2.618 |
14,188.4 |
|
1.618 |
13,799.4 |
|
1.000 |
13,559.0 |
|
0.618 |
13,410.4 |
|
HIGH |
13,170.0 |
|
0.618 |
13,021.4 |
|
0.500 |
12,975.5 |
|
0.382 |
12,929.6 |
|
LOW |
12,781.0 |
|
0.618 |
12,540.6 |
|
1.000 |
12,392.0 |
|
1.618 |
12,151.6 |
|
2.618 |
11,762.6 |
|
4.250 |
11,127.8 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,067.8 |
13,064.8 |
| PP |
13,021.7 |
13,015.5 |
| S1 |
12,975.5 |
12,966.3 |
|