| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,783.00 |
2,767.00 |
-16.00 |
-0.6% |
2,779.75 |
| High |
2,784.25 |
2,782.00 |
-2.25 |
-0.1% |
2,800.00 |
| Low |
2,740.50 |
2,761.50 |
21.00 |
0.8% |
2,770.00 |
| Close |
2,770.00 |
2,776.00 |
6.00 |
0.2% |
2,789.00 |
| Range |
43.75 |
20.50 |
-23.25 |
-53.1% |
30.00 |
| ATR |
26.59 |
26.16 |
-0.44 |
-1.6% |
0.00 |
| Volume |
4,665 |
1,093 |
-3,572 |
-76.6% |
7,637 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.75 |
2,825.75 |
2,787.25 |
|
| R3 |
2,814.25 |
2,805.25 |
2,781.75 |
|
| R2 |
2,793.75 |
2,793.75 |
2,779.75 |
|
| R1 |
2,784.75 |
2,784.75 |
2,778.00 |
2,789.25 |
| PP |
2,773.25 |
2,773.25 |
2,773.25 |
2,775.50 |
| S1 |
2,764.25 |
2,764.25 |
2,774.00 |
2,768.75 |
| S2 |
2,752.75 |
2,752.75 |
2,772.25 |
|
| S3 |
2,732.25 |
2,743.75 |
2,770.25 |
|
| S4 |
2,711.75 |
2,723.25 |
2,764.75 |
|
|
| 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 |
2,798.00 |
2,740.50 |
57.50 |
2.1% |
26.75 |
1.0% |
62% |
False |
False |
2,052 |
| 10 |
2,800.00 |
2,740.50 |
59.50 |
2.1% |
22.75 |
0.8% |
60% |
False |
False |
1,562 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.00 |
0.9% |
79% |
False |
False |
1,371 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
26.75 |
1.0% |
88% |
False |
False |
1,081 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
33.00 |
1.2% |
90% |
False |
False |
1,116 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
34.50 |
1.2% |
84% |
False |
False |
945 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.6% |
39.00 |
1.4% |
66% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,835.75 |
|
1.618 |
2,815.25 |
|
1.000 |
2,802.50 |
|
0.618 |
2,794.75 |
|
HIGH |
2,782.00 |
|
0.618 |
2,774.25 |
|
0.500 |
2,771.75 |
|
0.382 |
2,769.25 |
|
LOW |
2,761.50 |
|
0.618 |
2,748.75 |
|
1.000 |
2,741.00 |
|
1.618 |
2,728.25 |
|
2.618 |
2,707.75 |
|
4.250 |
2,674.50 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.50 |
2,772.50 |
| PP |
2,773.25 |
2,769.25 |
| S1 |
2,771.75 |
2,765.75 |
|