| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,501.5 |
12,495.0 |
-6.5 |
-0.1% |
12,997.0 |
| High |
12,589.0 |
12,523.0 |
-66.0 |
-0.5% |
12,999.0 |
| Low |
12,467.0 |
12,234.0 |
-233.0 |
-1.9% |
12,431.0 |
| Close |
12,538.5 |
12,272.0 |
-266.5 |
-2.1% |
12,538.5 |
| Range |
122.0 |
289.0 |
167.0 |
136.9% |
568.0 |
| ATR |
184.3 |
192.9 |
8.6 |
4.7% |
0.0 |
| Volume |
121,487 |
98,439 |
-23,048 |
-19.0% |
504,946 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,210.0 |
13,030.0 |
12,431.0 |
|
| R3 |
12,921.0 |
12,741.0 |
12,351.5 |
|
| R2 |
12,632.0 |
12,632.0 |
12,325.0 |
|
| R1 |
12,452.0 |
12,452.0 |
12,298.5 |
12,397.5 |
| PP |
12,343.0 |
12,343.0 |
12,343.0 |
12,315.8 |
| S1 |
12,163.0 |
12,163.0 |
12,245.5 |
12,108.5 |
| S2 |
12,054.0 |
12,054.0 |
12,219.0 |
|
| S3 |
11,765.0 |
11,874.0 |
12,192.5 |
|
| S4 |
11,476.0 |
11,585.0 |
12,113.1 |
|
|
| 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 |
12,749.0 |
12,234.0 |
515.0 |
4.2% |
186.4 |
1.5% |
7% |
False |
True |
98,320 |
| 10 |
13,170.0 |
12,234.0 |
936.0 |
7.6% |
199.6 |
1.6% |
4% |
False |
True |
93,278 |
| 20 |
13,170.0 |
12,234.0 |
936.0 |
7.6% |
192.6 |
1.6% |
4% |
False |
True |
54,963 |
| 40 |
13,186.0 |
12,234.0 |
952.0 |
7.8% |
153.9 |
1.3% |
4% |
False |
True |
27,570 |
| 60 |
13,186.0 |
11,770.5 |
1,415.5 |
11.5% |
152.3 |
1.2% |
35% |
False |
False |
18,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,751.3 |
|
2.618 |
13,279.6 |
|
1.618 |
12,990.6 |
|
1.000 |
12,812.0 |
|
0.618 |
12,701.6 |
|
HIGH |
12,523.0 |
|
0.618 |
12,412.6 |
|
0.500 |
12,378.5 |
|
0.382 |
12,344.4 |
|
LOW |
12,234.0 |
|
0.618 |
12,055.4 |
|
1.000 |
11,945.0 |
|
1.618 |
11,766.4 |
|
2.618 |
11,477.4 |
|
4.250 |
11,005.8 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,378.5 |
12,469.5 |
| PP |
12,343.0 |
12,403.7 |
| S1 |
12,307.5 |
12,337.8 |
|