| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,495.0 |
12,300.0 |
-195.0 |
-1.6% |
12,997.0 |
| High |
12,523.0 |
12,341.5 |
-181.5 |
-1.4% |
12,999.0 |
| Low |
12,234.0 |
12,170.0 |
-64.0 |
-0.5% |
12,431.0 |
| Close |
12,272.0 |
12,230.0 |
-42.0 |
-0.3% |
12,538.5 |
| Range |
289.0 |
171.5 |
-117.5 |
-40.7% |
568.0 |
| ATR |
192.9 |
191.4 |
-1.5 |
-0.8% |
0.0 |
| Volume |
98,439 |
135,834 |
37,395 |
38.0% |
504,946 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,761.7 |
12,667.3 |
12,324.3 |
|
| R3 |
12,590.2 |
12,495.8 |
12,277.2 |
|
| R2 |
12,418.7 |
12,418.7 |
12,261.4 |
|
| R1 |
12,324.3 |
12,324.3 |
12,245.7 |
12,285.8 |
| PP |
12,247.2 |
12,247.2 |
12,247.2 |
12,227.9 |
| S1 |
12,152.8 |
12,152.8 |
12,214.3 |
12,114.3 |
| S2 |
12,075.7 |
12,075.7 |
12,198.6 |
|
| S3 |
11,904.2 |
11,981.3 |
12,182.8 |
|
| S4 |
11,732.7 |
11,809.8 |
12,135.7 |
|
|
| 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 |
12,170.0 |
579.0 |
4.7% |
191.2 |
1.6% |
10% |
False |
True |
110,053 |
| 10 |
13,170.0 |
12,170.0 |
1,000.0 |
8.2% |
202.6 |
1.7% |
6% |
False |
True |
101,639 |
| 20 |
13,170.0 |
12,170.0 |
1,000.0 |
8.2% |
189.1 |
1.5% |
6% |
False |
True |
61,706 |
| 40 |
13,186.0 |
12,170.0 |
1,016.0 |
8.3% |
153.8 |
1.3% |
6% |
False |
True |
30,963 |
| 60 |
13,186.0 |
11,770.5 |
1,415.5 |
11.6% |
151.5 |
1.2% |
32% |
False |
False |
20,673 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
12.0% |
156.4 |
1.3% |
35% |
False |
False |
15,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,070.4 |
|
2.618 |
12,790.5 |
|
1.618 |
12,619.0 |
|
1.000 |
12,513.0 |
|
0.618 |
12,447.5 |
|
HIGH |
12,341.5 |
|
0.618 |
12,276.0 |
|
0.500 |
12,255.8 |
|
0.382 |
12,235.5 |
|
LOW |
12,170.0 |
|
0.618 |
12,064.0 |
|
1.000 |
11,998.5 |
|
1.618 |
11,892.5 |
|
2.618 |
11,721.0 |
|
4.250 |
11,441.1 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,255.8 |
12,379.5 |
| PP |
12,247.2 |
12,329.7 |
| S1 |
12,238.6 |
12,279.8 |
|