| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
13,133.0 |
12,997.0 |
-136.0 |
-1.0% |
12,733.5 |
| High |
13,155.5 |
12,999.0 |
-156.5 |
-1.2% |
13,170.0 |
| Low |
12,986.0 |
12,764.0 |
-222.0 |
-1.7% |
12,727.5 |
| Close |
13,015.0 |
12,821.0 |
-194.0 |
-1.5% |
13,015.0 |
| Range |
169.5 |
235.0 |
65.5 |
38.6% |
442.5 |
| ATR |
179.3 |
184.4 |
5.1 |
2.9% |
0.0 |
| Volume |
90,832 |
111,783 |
20,951 |
23.1% |
410,918 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,566.3 |
13,428.7 |
12,950.3 |
|
| R3 |
13,331.3 |
13,193.7 |
12,885.6 |
|
| R2 |
13,096.3 |
13,096.3 |
12,864.1 |
|
| R1 |
12,958.7 |
12,958.7 |
12,842.5 |
12,910.0 |
| PP |
12,861.3 |
12,861.3 |
12,861.3 |
12,837.0 |
| S1 |
12,723.7 |
12,723.7 |
12,799.5 |
12,675.0 |
| S2 |
12,626.3 |
12,626.3 |
12,777.9 |
|
| S3 |
12,391.3 |
12,488.7 |
12,756.4 |
|
| S4 |
12,156.3 |
12,253.7 |
12,691.8 |
|
|
| 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 |
12,762.5 |
407.5 |
3.2% |
212.7 |
1.7% |
14% |
False |
False |
88,236 |
| 10 |
13,170.0 |
12,589.5 |
580.5 |
4.5% |
199.0 |
1.6% |
40% |
False |
False |
59,804 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.1% |
183.0 |
1.4% |
44% |
False |
False |
30,481 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.8% |
147.4 |
1.1% |
58% |
False |
False |
15,294 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
152.8 |
1.2% |
75% |
False |
False |
10,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,997.8 |
|
2.618 |
13,614.2 |
|
1.618 |
13,379.2 |
|
1.000 |
13,234.0 |
|
0.618 |
13,144.2 |
|
HIGH |
12,999.0 |
|
0.618 |
12,909.2 |
|
0.500 |
12,881.5 |
|
0.382 |
12,853.8 |
|
LOW |
12,764.0 |
|
0.618 |
12,618.8 |
|
1.000 |
12,529.0 |
|
1.618 |
12,383.8 |
|
2.618 |
12,148.8 |
|
4.250 |
11,765.3 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,881.5 |
12,967.0 |
| PP |
12,861.3 |
12,918.3 |
| S1 |
12,841.2 |
12,869.7 |
|