| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,701.0 |
12,501.5 |
-199.5 |
-1.6% |
12,997.0 |
| High |
12,705.0 |
12,589.0 |
-116.0 |
-0.9% |
12,999.0 |
| Low |
12,431.0 |
12,467.0 |
36.0 |
0.3% |
12,431.0 |
| Close |
12,492.0 |
12,538.5 |
46.5 |
0.4% |
12,538.5 |
| Range |
274.0 |
122.0 |
-152.0 |
-55.5% |
568.0 |
| ATR |
189.1 |
184.3 |
-4.8 |
-2.5% |
0.0 |
| Volume |
80,707 |
121,487 |
40,780 |
50.5% |
504,946 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,897.5 |
12,840.0 |
12,605.6 |
|
| R3 |
12,775.5 |
12,718.0 |
12,572.1 |
|
| R2 |
12,653.5 |
12,653.5 |
12,560.9 |
|
| R1 |
12,596.0 |
12,596.0 |
12,549.7 |
12,624.8 |
| PP |
12,531.5 |
12,531.5 |
12,531.5 |
12,545.9 |
| S1 |
12,474.0 |
12,474.0 |
12,527.3 |
12,502.8 |
| S2 |
12,409.5 |
12,409.5 |
12,516.1 |
|
| S3 |
12,287.5 |
12,352.0 |
12,505.0 |
|
| S4 |
12,165.5 |
12,230.0 |
12,471.4 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,360.2 |
14,017.3 |
12,850.9 |
|
| R3 |
13,792.2 |
13,449.3 |
12,694.7 |
|
| R2 |
13,224.2 |
13,224.2 |
12,642.6 |
|
| R1 |
12,881.3 |
12,881.3 |
12,590.6 |
12,768.8 |
| PP |
12,656.2 |
12,656.2 |
12,656.2 |
12,599.9 |
| S1 |
12,313.3 |
12,313.3 |
12,486.4 |
12,200.8 |
| S2 |
12,088.2 |
12,088.2 |
12,434.4 |
|
| S3 |
11,520.2 |
11,745.3 |
12,382.3 |
|
| S4 |
10,952.2 |
11,177.3 |
12,226.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,999.0 |
12,431.0 |
568.0 |
4.5% |
175.6 |
1.4% |
19% |
False |
False |
100,989 |
| 10 |
13,170.0 |
12,431.0 |
739.0 |
5.9% |
185.4 |
1.5% |
15% |
False |
False |
91,586 |
| 20 |
13,170.0 |
12,431.0 |
739.0 |
5.9% |
184.7 |
1.5% |
15% |
False |
False |
50,051 |
| 40 |
13,186.0 |
12,315.0 |
871.0 |
6.9% |
149.9 |
1.2% |
26% |
False |
False |
25,110 |
| 60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
151.2 |
1.2% |
56% |
False |
False |
16,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,107.5 |
|
2.618 |
12,908.4 |
|
1.618 |
12,786.4 |
|
1.000 |
12,711.0 |
|
0.618 |
12,664.4 |
|
HIGH |
12,589.0 |
|
0.618 |
12,542.4 |
|
0.500 |
12,528.0 |
|
0.382 |
12,513.6 |
|
LOW |
12,467.0 |
|
0.618 |
12,391.6 |
|
1.000 |
12,345.0 |
|
1.618 |
12,269.6 |
|
2.618 |
12,147.6 |
|
4.250 |
11,948.5 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,535.0 |
12,590.0 |
| PP |
12,531.5 |
12,572.8 |
| S1 |
12,528.0 |
12,555.7 |
|