| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,997.0 |
12,677.0 |
-320.0 |
-2.5% |
12,733.5 |
| High |
12,999.0 |
12,720.0 |
-279.0 |
-2.1% |
13,170.0 |
| Low |
12,764.0 |
12,572.5 |
-191.5 |
-1.5% |
12,727.5 |
| Close |
12,821.0 |
12,675.0 |
-146.0 |
-1.1% |
13,015.0 |
| Range |
235.0 |
147.5 |
-87.5 |
-37.2% |
442.5 |
| ATR |
184.4 |
189.0 |
4.6 |
2.5% |
0.0 |
| Volume |
111,783 |
77,167 |
-34,616 |
-31.0% |
410,918 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,098.3 |
13,034.2 |
12,756.1 |
|
| R3 |
12,950.8 |
12,886.7 |
12,715.6 |
|
| R2 |
12,803.3 |
12,803.3 |
12,702.0 |
|
| R1 |
12,739.2 |
12,739.2 |
12,688.5 |
12,697.5 |
| PP |
12,655.8 |
12,655.8 |
12,655.8 |
12,635.0 |
| S1 |
12,591.7 |
12,591.7 |
12,661.5 |
12,550.0 |
| S2 |
12,508.3 |
12,508.3 |
12,648.0 |
|
| S3 |
12,360.8 |
12,444.2 |
12,634.4 |
|
| S4 |
12,213.3 |
12,296.7 |
12,593.9 |
|
|
| 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 |
12,572.5 |
597.5 |
4.7% |
213.9 |
1.7% |
17% |
False |
True |
93,226 |
| 10 |
13,170.0 |
12,572.5 |
597.5 |
4.7% |
196.8 |
1.6% |
17% |
False |
True |
67,258 |
| 20 |
13,186.0 |
12,533.0 |
653.0 |
5.2% |
186.7 |
1.5% |
22% |
False |
False |
34,307 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.9% |
149.1 |
1.2% |
41% |
False |
False |
17,219 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
153.0 |
1.2% |
65% |
False |
False |
11,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,346.9 |
|
2.618 |
13,106.2 |
|
1.618 |
12,958.7 |
|
1.000 |
12,867.5 |
|
0.618 |
12,811.2 |
|
HIGH |
12,720.0 |
|
0.618 |
12,663.7 |
|
0.500 |
12,646.3 |
|
0.382 |
12,628.8 |
|
LOW |
12,572.5 |
|
0.618 |
12,481.3 |
|
1.000 |
12,425.0 |
|
1.618 |
12,333.8 |
|
2.618 |
12,186.3 |
|
4.250 |
11,945.6 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,665.4 |
12,864.0 |
| PP |
12,655.8 |
12,801.0 |
| S1 |
12,646.3 |
12,738.0 |
|