| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,788.50 |
2,795.75 |
7.25 |
0.3% |
2,737.00 |
| High |
2,797.25 |
2,800.00 |
2.75 |
0.1% |
2,787.75 |
| Low |
2,786.25 |
2,783.25 |
-3.00 |
-0.1% |
2,737.00 |
| Close |
2,792.25 |
2,783.50 |
-8.75 |
-0.3% |
2,786.00 |
| Range |
11.00 |
16.75 |
5.75 |
52.3% |
50.75 |
| ATR |
26.42 |
25.73 |
-0.69 |
-2.6% |
0.00 |
| Volume |
1,453 |
780 |
-673 |
-46.3% |
4,213 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.25 |
2,828.00 |
2,792.75 |
|
| R3 |
2,822.50 |
2,811.25 |
2,788.00 |
|
| R2 |
2,805.75 |
2,805.75 |
2,786.50 |
|
| R1 |
2,794.50 |
2,794.50 |
2,785.00 |
2,791.75 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,787.50 |
| S1 |
2,777.75 |
2,777.75 |
2,782.00 |
2,775.00 |
| S2 |
2,772.25 |
2,772.25 |
2,780.50 |
|
| S3 |
2,755.50 |
2,761.00 |
2,779.00 |
|
| S4 |
2,738.75 |
2,744.25 |
2,774.25 |
|
|
| 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 |
2,800.00 |
2,759.75 |
40.25 |
1.4% |
18.75 |
0.7% |
59% |
True |
False |
1,071 |
| 10 |
2,800.00 |
2,707.75 |
92.25 |
3.3% |
21.00 |
0.8% |
82% |
True |
False |
1,382 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
24.00 |
0.9% |
86% |
True |
False |
1,083 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
27.50 |
1.0% |
92% |
True |
False |
875 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
35.00 |
1.3% |
93% |
True |
False |
1,063 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
35.25 |
1.3% |
87% |
False |
False |
833 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
68% |
False |
False |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.25 |
|
2.618 |
2,843.75 |
|
1.618 |
2,827.00 |
|
1.000 |
2,816.75 |
|
0.618 |
2,810.25 |
|
HIGH |
2,800.00 |
|
0.618 |
2,793.50 |
|
0.500 |
2,791.50 |
|
0.382 |
2,789.75 |
|
LOW |
2,783.25 |
|
0.618 |
2,773.00 |
|
1.000 |
2,766.50 |
|
1.618 |
2,756.25 |
|
2.618 |
2,739.50 |
|
4.250 |
2,712.00 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.50 |
2,789.25 |
| PP |
2,789.00 |
2,787.25 |
| S1 |
2,786.25 |
2,785.50 |
|