| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,820.0 |
13,133.0 |
313.0 |
2.4% |
12,733.5 |
| High |
13,170.0 |
13,155.5 |
-14.5 |
-0.1% |
13,170.0 |
| Low |
12,781.0 |
12,986.0 |
205.0 |
1.6% |
12,727.5 |
| Close |
13,114.0 |
13,015.0 |
-99.0 |
-0.8% |
13,015.0 |
| Range |
389.0 |
169.5 |
-219.5 |
-56.4% |
442.5 |
| ATR |
180.0 |
179.3 |
-0.8 |
-0.4% |
0.0 |
| Volume |
104,680 |
90,832 |
-13,848 |
-13.2% |
410,918 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,560.7 |
13,457.3 |
13,108.2 |
|
| R3 |
13,391.2 |
13,287.8 |
13,061.6 |
|
| R2 |
13,221.7 |
13,221.7 |
13,046.1 |
|
| R1 |
13,118.3 |
13,118.3 |
13,030.5 |
13,085.3 |
| PP |
13,052.2 |
13,052.2 |
13,052.2 |
13,035.6 |
| S1 |
12,948.8 |
12,948.8 |
12,999.5 |
12,915.8 |
| S2 |
12,882.7 |
12,882.7 |
12,983.9 |
|
| S3 |
12,713.2 |
12,779.3 |
12,968.4 |
|
| S4 |
12,543.7 |
12,609.8 |
12,921.8 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,298.3 |
14,099.2 |
13,258.4 |
|
| R3 |
13,855.8 |
13,656.7 |
13,136.7 |
|
| R2 |
13,413.3 |
13,413.3 |
13,096.1 |
|
| R1 |
13,214.2 |
13,214.2 |
13,055.6 |
13,313.8 |
| PP |
12,970.8 |
12,970.8 |
12,970.8 |
13,020.6 |
| S1 |
12,771.7 |
12,771.7 |
12,974.4 |
12,871.3 |
| S2 |
12,528.3 |
12,528.3 |
12,933.9 |
|
| S3 |
12,085.8 |
12,329.2 |
12,893.3 |
|
| S4 |
11,643.3 |
11,886.7 |
12,771.6 |
|
|
| 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 |
12,727.5 |
442.5 |
3.4% |
195.2 |
1.5% |
65% |
False |
False |
82,183 |
| 10 |
13,170.0 |
12,589.5 |
580.5 |
4.5% |
187.8 |
1.4% |
73% |
False |
False |
49,235 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.0% |
177.9 |
1.4% |
74% |
False |
False |
24,898 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.7% |
143.6 |
1.1% |
80% |
False |
False |
12,501 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.3% |
151.8 |
1.2% |
88% |
False |
False |
8,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,875.9 |
|
2.618 |
13,599.3 |
|
1.618 |
13,429.8 |
|
1.000 |
13,325.0 |
|
0.618 |
13,260.3 |
|
HIGH |
13,155.5 |
|
0.618 |
13,090.8 |
|
0.500 |
13,070.8 |
|
0.382 |
13,050.7 |
|
LOW |
12,986.0 |
|
0.618 |
12,881.2 |
|
1.000 |
12,816.5 |
|
1.618 |
12,711.7 |
|
2.618 |
12,542.2 |
|
4.250 |
12,265.6 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
13,070.8 |
12,998.8 |
| PP |
13,052.2 |
12,982.5 |
| S1 |
13,033.6 |
12,966.3 |
|