| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,767.00 |
2,774.25 |
7.25 |
0.3% |
2,779.75 |
| High |
2,782.00 |
2,788.75 |
6.75 |
0.2% |
2,800.00 |
| Low |
2,761.50 |
2,751.00 |
-10.50 |
-0.4% |
2,770.00 |
| Close |
2,776.00 |
2,756.25 |
-19.75 |
-0.7% |
2,789.00 |
| Range |
20.50 |
37.75 |
17.25 |
84.1% |
30.00 |
| ATR |
26.16 |
26.98 |
0.83 |
3.2% |
0.00 |
| Volume |
1,093 |
3,421 |
2,328 |
213.0% |
7,637 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.50 |
2,855.25 |
2,777.00 |
|
| R3 |
2,840.75 |
2,817.50 |
2,766.75 |
|
| R2 |
2,803.00 |
2,803.00 |
2,763.25 |
|
| R1 |
2,779.75 |
2,779.75 |
2,759.75 |
2,772.50 |
| PP |
2,765.25 |
2,765.25 |
2,765.25 |
2,761.75 |
| S1 |
2,742.00 |
2,742.00 |
2,752.75 |
2,734.75 |
| S2 |
2,727.50 |
2,727.50 |
2,749.25 |
|
| S3 |
2,689.75 |
2,704.25 |
2,745.75 |
|
| S4 |
2,652.00 |
2,666.50 |
2,735.50 |
|
|
| 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 |
2,792.75 |
2,740.50 |
52.25 |
1.9% |
30.00 |
1.1% |
30% |
False |
False |
2,412 |
| 10 |
2,800.00 |
2,740.50 |
59.50 |
2.2% |
24.50 |
0.9% |
26% |
False |
False |
1,887 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.50 |
1.0% |
63% |
False |
False |
1,514 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.3% |
26.75 |
1.0% |
78% |
False |
False |
1,164 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
32.25 |
1.2% |
82% |
False |
False |
1,069 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
34.50 |
1.2% |
76% |
False |
False |
975 |
| 100 |
2,870.50 |
2,546.25 |
324.25 |
11.8% |
39.00 |
1.4% |
65% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.25 |
|
2.618 |
2,887.50 |
|
1.618 |
2,849.75 |
|
1.000 |
2,826.50 |
|
0.618 |
2,812.00 |
|
HIGH |
2,788.75 |
|
0.618 |
2,774.25 |
|
0.500 |
2,770.00 |
|
0.382 |
2,765.50 |
|
LOW |
2,751.00 |
|
0.618 |
2,727.75 |
|
1.000 |
2,713.25 |
|
1.618 |
2,690.00 |
|
2.618 |
2,652.25 |
|
4.250 |
2,590.50 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.00 |
2,764.50 |
| PP |
2,765.25 |
2,761.75 |
| S1 |
2,760.75 |
2,759.00 |
|