| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,795.75 |
2,785.25 |
-10.50 |
-0.4% |
2,737.00 |
| High |
2,800.00 |
2,798.00 |
-2.00 |
-0.1% |
2,787.75 |
| Low |
2,783.25 |
2,776.25 |
-7.00 |
-0.3% |
2,737.00 |
| Close |
2,783.50 |
2,792.75 |
9.25 |
0.3% |
2,786.00 |
| Range |
16.75 |
21.75 |
5.00 |
29.9% |
50.75 |
| ATR |
25.73 |
25.45 |
-0.28 |
-1.1% |
0.00 |
| Volume |
780 |
1,620 |
840 |
107.7% |
4,213 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.25 |
2,845.25 |
2,804.75 |
|
| R3 |
2,832.50 |
2,823.50 |
2,798.75 |
|
| R2 |
2,810.75 |
2,810.75 |
2,796.75 |
|
| R1 |
2,801.75 |
2,801.75 |
2,794.75 |
2,806.25 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,791.25 |
| S1 |
2,780.00 |
2,780.00 |
2,790.75 |
2,784.50 |
| S2 |
2,767.25 |
2,767.25 |
2,788.75 |
|
| S3 |
2,745.50 |
2,758.25 |
2,786.75 |
|
| S4 |
2,723.75 |
2,736.50 |
2,780.75 |
|
|
| 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% |
19.00 |
0.7% |
82% |
False |
False |
1,362 |
| 10 |
2,800.00 |
2,713.75 |
86.25 |
3.1% |
20.50 |
0.7% |
92% |
False |
False |
1,146 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
24.00 |
0.9% |
94% |
False |
False |
1,053 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
27.75 |
1.0% |
96% |
False |
False |
909 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.5% |
35.25 |
1.3% |
97% |
False |
False |
1,089 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
35.00 |
1.3% |
90% |
False |
False |
853 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
71% |
False |
False |
765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.50 |
|
2.618 |
2,855.00 |
|
1.618 |
2,833.25 |
|
1.000 |
2,819.75 |
|
0.618 |
2,811.50 |
|
HIGH |
2,798.00 |
|
0.618 |
2,789.75 |
|
0.500 |
2,787.00 |
|
0.382 |
2,784.50 |
|
LOW |
2,776.25 |
|
0.618 |
2,762.75 |
|
1.000 |
2,754.50 |
|
1.618 |
2,741.00 |
|
2.618 |
2,719.25 |
|
4.250 |
2,683.75 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.00 |
2,791.25 |
| PP |
2,789.00 |
2,789.75 |
| S1 |
2,787.00 |
2,788.00 |
|