| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,677.0 |
12,741.0 |
64.0 |
0.5% |
12,733.5 |
| High |
12,720.0 |
12,749.0 |
29.0 |
0.2% |
13,170.0 |
| Low |
12,572.5 |
12,649.5 |
77.0 |
0.6% |
12,727.5 |
| Close |
12,675.0 |
12,691.5 |
16.5 |
0.1% |
13,015.0 |
| Range |
147.5 |
99.5 |
-48.0 |
-32.5% |
442.5 |
| ATR |
189.0 |
182.6 |
-6.4 |
-3.4% |
0.0 |
| Volume |
77,167 |
113,802 |
36,635 |
47.5% |
410,918 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,995.2 |
12,942.8 |
12,746.2 |
|
| R3 |
12,895.7 |
12,843.3 |
12,718.9 |
|
| R2 |
12,796.2 |
12,796.2 |
12,709.7 |
|
| R1 |
12,743.8 |
12,743.8 |
12,700.6 |
12,720.3 |
| PP |
12,696.7 |
12,696.7 |
12,696.7 |
12,684.9 |
| S1 |
12,644.3 |
12,644.3 |
12,682.4 |
12,620.8 |
| S2 |
12,597.2 |
12,597.2 |
12,673.3 |
|
| S3 |
12,497.7 |
12,544.8 |
12,664.1 |
|
| S4 |
12,398.2 |
12,445.3 |
12,636.8 |
|
|
| 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 |
12,572.5 |
597.5 |
4.7% |
208.1 |
1.6% |
20% |
False |
False |
99,652 |
| 10 |
13,170.0 |
12,572.5 |
597.5 |
4.7% |
190.3 |
1.5% |
20% |
False |
False |
78,062 |
| 20 |
13,170.0 |
12,533.0 |
637.0 |
5.0% |
185.4 |
1.5% |
25% |
False |
False |
39,968 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.9% |
149.5 |
1.2% |
43% |
False |
False |
20,063 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
153.0 |
1.2% |
66% |
False |
False |
13,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,171.9 |
|
2.618 |
13,009.5 |
|
1.618 |
12,910.0 |
|
1.000 |
12,848.5 |
|
0.618 |
12,810.5 |
|
HIGH |
12,749.0 |
|
0.618 |
12,711.0 |
|
0.500 |
12,699.3 |
|
0.382 |
12,687.5 |
|
LOW |
12,649.5 |
|
0.618 |
12,588.0 |
|
1.000 |
12,550.0 |
|
1.618 |
12,488.5 |
|
2.618 |
12,389.0 |
|
4.250 |
12,226.6 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,699.3 |
12,785.8 |
| PP |
12,696.7 |
12,754.3 |
| S1 |
12,694.1 |
12,722.9 |
|