| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,779.75 |
2,788.50 |
8.75 |
0.3% |
2,737.00 |
| High |
2,797.75 |
2,797.25 |
-0.50 |
0.0% |
2,787.75 |
| Low |
2,778.50 |
2,786.25 |
7.75 |
0.3% |
2,737.00 |
| Close |
2,790.50 |
2,792.25 |
1.75 |
0.1% |
2,786.00 |
| Range |
19.25 |
11.00 |
-8.25 |
-42.9% |
50.75 |
| ATR |
27.61 |
26.42 |
-1.19 |
-4.3% |
0.00 |
| Volume |
2,234 |
1,453 |
-781 |
-35.0% |
4,213 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.00 |
2,819.50 |
2,798.25 |
|
| R3 |
2,814.00 |
2,808.50 |
2,795.25 |
|
| R2 |
2,803.00 |
2,803.00 |
2,794.25 |
|
| R1 |
2,797.50 |
2,797.50 |
2,793.25 |
2,800.25 |
| PP |
2,792.00 |
2,792.00 |
2,792.00 |
2,793.25 |
| S1 |
2,786.50 |
2,786.50 |
2,791.25 |
2,789.25 |
| S2 |
2,781.00 |
2,781.00 |
2,790.25 |
|
| S3 |
2,770.00 |
2,775.50 |
2,789.25 |
|
| S4 |
2,759.00 |
2,764.50 |
2,786.25 |
|
|
| 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 |
2,755.75 |
42.00 |
1.5% |
20.50 |
0.7% |
87% |
False |
False |
937 |
| 10 |
2,797.75 |
2,694.00 |
103.75 |
3.7% |
23.50 |
0.8% |
95% |
False |
False |
1,451 |
| 20 |
2,797.75 |
2,683.00 |
114.75 |
4.1% |
24.75 |
0.9% |
95% |
False |
False |
1,076 |
| 40 |
2,797.75 |
2,599.50 |
198.25 |
7.1% |
28.00 |
1.0% |
97% |
False |
False |
880 |
| 60 |
2,797.75 |
2,561.75 |
236.00 |
8.5% |
35.75 |
1.3% |
98% |
False |
False |
1,051 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
35.50 |
1.3% |
90% |
False |
False |
824 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
71% |
False |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.00 |
|
2.618 |
2,826.00 |
|
1.618 |
2,815.00 |
|
1.000 |
2,808.25 |
|
0.618 |
2,804.00 |
|
HIGH |
2,797.25 |
|
0.618 |
2,793.00 |
|
0.500 |
2,791.75 |
|
0.382 |
2,790.50 |
|
LOW |
2,786.25 |
|
0.618 |
2,779.50 |
|
1.000 |
2,775.25 |
|
1.618 |
2,768.50 |
|
2.618 |
2,757.50 |
|
4.250 |
2,739.50 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.00 |
2,787.75 |
| PP |
2,792.00 |
2,783.25 |
| S1 |
2,791.75 |
2,778.75 |
|