| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
12,276.5 |
12,239.0 |
-37.5 |
-0.3% |
12,495.0 |
| High |
12,361.5 |
12,369.5 |
8.0 |
0.1% |
12,523.0 |
| Low |
12,086.5 |
12,239.0 |
152.5 |
1.3% |
12,086.5 |
| Close |
12,143.5 |
12,308.5 |
165.0 |
1.4% |
12,308.5 |
| Range |
275.0 |
130.5 |
-144.5 |
-52.5% |
436.5 |
| ATR |
206.0 |
207.4 |
1.4 |
0.7% |
0.0 |
| Volume |
96,205 |
86,178 |
-10,027 |
-10.4% |
537,070 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,697.2 |
12,633.3 |
12,380.3 |
|
| R3 |
12,566.7 |
12,502.8 |
12,344.4 |
|
| R2 |
12,436.2 |
12,436.2 |
12,332.4 |
|
| R1 |
12,372.3 |
12,372.3 |
12,320.5 |
12,404.3 |
| PP |
12,305.7 |
12,305.7 |
12,305.7 |
12,321.6 |
| S1 |
12,241.8 |
12,241.8 |
12,296.5 |
12,273.8 |
| S2 |
12,175.2 |
12,175.2 |
12,284.6 |
|
| S3 |
12,044.7 |
12,111.3 |
12,272.6 |
|
| S4 |
11,914.2 |
11,980.8 |
12,236.7 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615.5 |
13,398.5 |
12,548.6 |
|
| R3 |
13,179.0 |
12,962.0 |
12,428.5 |
|
| R2 |
12,742.5 |
12,742.5 |
12,388.5 |
|
| R1 |
12,525.5 |
12,525.5 |
12,348.5 |
12,415.8 |
| PP |
12,306.0 |
12,306.0 |
12,306.0 |
12,251.1 |
| S1 |
12,089.0 |
12,089.0 |
12,268.5 |
11,979.3 |
| S2 |
11,869.5 |
11,869.5 |
12,228.5 |
|
| S3 |
11,433.0 |
11,652.5 |
12,188.5 |
|
| S4 |
10,996.5 |
11,216.0 |
12,068.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,523.0 |
12,086.5 |
436.5 |
3.5% |
237.6 |
1.9% |
51% |
False |
False |
107,414 |
| 10 |
12,999.0 |
12,086.5 |
912.5 |
7.4% |
206.6 |
1.7% |
24% |
False |
False |
104,201 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
197.2 |
1.6% |
20% |
False |
False |
76,718 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
162.6 |
1.3% |
20% |
False |
False |
38,524 |
| 60 |
13,186.0 |
11,798.0 |
1,388.0 |
11.3% |
154.6 |
1.3% |
37% |
False |
False |
25,716 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
160.1 |
1.3% |
40% |
False |
False |
19,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,924.1 |
|
2.618 |
12,711.1 |
|
1.618 |
12,580.6 |
|
1.000 |
12,500.0 |
|
0.618 |
12,450.1 |
|
HIGH |
12,369.5 |
|
0.618 |
12,319.6 |
|
0.500 |
12,304.3 |
|
0.382 |
12,288.9 |
|
LOW |
12,239.0 |
|
0.618 |
12,158.4 |
|
1.000 |
12,108.5 |
|
1.618 |
12,027.9 |
|
2.618 |
11,897.4 |
|
4.250 |
11,684.4 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,307.1 |
12,291.3 |
| PP |
12,305.7 |
12,274.2 |
| S1 |
12,304.3 |
12,257.0 |
|