| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,771.75 |
2,779.75 |
8.00 |
0.3% |
2,737.00 |
| High |
2,786.25 |
2,797.75 |
11.50 |
0.4% |
2,787.75 |
| Low |
2,759.75 |
2,778.50 |
18.75 |
0.7% |
2,737.00 |
| Close |
2,786.00 |
2,790.50 |
4.50 |
0.2% |
2,786.00 |
| Range |
26.50 |
19.25 |
-7.25 |
-27.4% |
50.75 |
| ATR |
28.25 |
27.61 |
-0.64 |
-2.3% |
0.00 |
| Volume |
725 |
2,234 |
1,509 |
208.1% |
4,213 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.75 |
2,837.75 |
2,801.00 |
|
| R3 |
2,827.50 |
2,818.50 |
2,795.75 |
|
| R2 |
2,808.25 |
2,808.25 |
2,794.00 |
|
| R1 |
2,799.25 |
2,799.25 |
2,792.25 |
2,803.75 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,791.00 |
| S1 |
2,780.00 |
2,780.00 |
2,788.75 |
2,784.50 |
| S2 |
2,769.75 |
2,769.75 |
2,787.00 |
|
| S3 |
2,750.50 |
2,760.75 |
2,785.25 |
|
| S4 |
2,731.25 |
2,741.50 |
2,780.00 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.50 |
2,905.00 |
2,814.00 |
|
| R3 |
2,871.75 |
2,854.25 |
2,800.00 |
|
| R2 |
2,821.00 |
2,821.00 |
2,795.25 |
|
| R1 |
2,803.50 |
2,803.50 |
2,790.75 |
2,812.25 |
| PP |
2,770.25 |
2,770.25 |
2,770.25 |
2,774.50 |
| S1 |
2,752.75 |
2,752.75 |
2,781.25 |
2,761.50 |
| S2 |
2,719.50 |
2,719.50 |
2,776.75 |
|
| S3 |
2,668.75 |
2,702.00 |
2,772.00 |
|
| S4 |
2,618.00 |
2,651.25 |
2,758.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,797.75 |
2,747.00 |
50.75 |
1.8% |
21.00 |
0.7% |
86% |
True |
False |
681 |
| 10 |
2,797.75 |
2,683.00 |
114.75 |
4.1% |
28.25 |
1.0% |
94% |
True |
False |
1,385 |
| 20 |
2,797.75 |
2,683.00 |
114.75 |
4.1% |
25.00 |
0.9% |
94% |
True |
False |
1,155 |
| 40 |
2,797.75 |
2,599.50 |
198.25 |
7.1% |
28.25 |
1.0% |
96% |
True |
False |
857 |
| 60 |
2,797.75 |
2,561.75 |
236.00 |
8.5% |
35.75 |
1.3% |
97% |
True |
False |
1,027 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
36.00 |
1.3% |
89% |
False |
False |
806 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
70% |
False |
False |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.50 |
|
2.618 |
2,848.25 |
|
1.618 |
2,829.00 |
|
1.000 |
2,817.00 |
|
0.618 |
2,809.75 |
|
HIGH |
2,797.75 |
|
0.618 |
2,790.50 |
|
0.500 |
2,788.00 |
|
0.382 |
2,785.75 |
|
LOW |
2,778.50 |
|
0.618 |
2,766.50 |
|
1.000 |
2,759.25 |
|
1.618 |
2,747.25 |
|
2.618 |
2,728.00 |
|
4.250 |
2,696.75 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.75 |
2,786.50 |
| PP |
2,789.00 |
2,782.75 |
| S1 |
2,788.00 |
2,778.75 |
|