| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,783.75 |
2,783.00 |
-0.75 |
0.0% |
2,779.75 |
| High |
2,791.00 |
2,784.25 |
-6.75 |
-0.2% |
2,800.00 |
| Low |
2,765.50 |
2,740.50 |
-25.00 |
-0.9% |
2,770.00 |
| Close |
2,784.00 |
2,770.00 |
-14.00 |
-0.5% |
2,789.00 |
| Range |
25.50 |
43.75 |
18.25 |
71.6% |
30.00 |
| ATR |
25.27 |
26.59 |
1.32 |
5.2% |
0.00 |
| Volume |
1,335 |
4,665 |
3,330 |
249.4% |
7,637 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.25 |
2,876.75 |
2,794.00 |
|
| R3 |
2,852.50 |
2,833.00 |
2,782.00 |
|
| R2 |
2,808.75 |
2,808.75 |
2,778.00 |
|
| R1 |
2,789.25 |
2,789.25 |
2,774.00 |
2,777.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,758.75 |
| S1 |
2,745.50 |
2,745.50 |
2,766.00 |
2,733.50 |
| S2 |
2,721.25 |
2,721.25 |
2,762.00 |
|
| S3 |
2,677.50 |
2,701.75 |
2,758.00 |
|
| S4 |
2,633.75 |
2,658.00 |
2,746.00 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,862.75 |
2,805.50 |
|
| R3 |
2,846.25 |
2,832.75 |
2,797.25 |
|
| R2 |
2,816.25 |
2,816.25 |
2,794.50 |
|
| R1 |
2,802.75 |
2,802.75 |
2,791.75 |
2,809.50 |
| PP |
2,786.25 |
2,786.25 |
2,786.25 |
2,789.75 |
| S1 |
2,772.75 |
2,772.75 |
2,786.25 |
2,779.50 |
| S2 |
2,756.25 |
2,756.25 |
2,783.50 |
|
| S3 |
2,726.25 |
2,742.75 |
2,780.75 |
|
| S4 |
2,696.25 |
2,712.75 |
2,772.50 |
|
|
| 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 |
2,740.50 |
59.50 |
2.1% |
26.00 |
0.9% |
50% |
False |
True |
1,990 |
| 10 |
2,800.00 |
2,740.50 |
59.50 |
2.1% |
23.25 |
0.8% |
50% |
False |
True |
1,463 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.00 |
0.9% |
74% |
False |
False |
1,355 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
28.00 |
1.0% |
85% |
False |
False |
1,078 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
33.75 |
1.2% |
87% |
False |
False |
1,110 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
34.75 |
1.3% |
81% |
False |
False |
936 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.6% |
39.00 |
1.4% |
64% |
False |
False |
805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.25 |
|
2.618 |
2,898.75 |
|
1.618 |
2,855.00 |
|
1.000 |
2,828.00 |
|
0.618 |
2,811.25 |
|
HIGH |
2,784.25 |
|
0.618 |
2,767.50 |
|
0.500 |
2,762.50 |
|
0.382 |
2,757.25 |
|
LOW |
2,740.50 |
|
0.618 |
2,713.50 |
|
1.000 |
2,696.75 |
|
1.618 |
2,669.75 |
|
2.618 |
2,626.00 |
|
4.250 |
2,554.50 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.50 |
2,769.00 |
| PP |
2,765.00 |
2,767.75 |
| S1 |
2,762.50 |
2,766.50 |
|