| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,774.25 |
2,753.00 |
-21.25 |
-0.8% |
2,783.75 |
| High |
2,788.75 |
2,772.00 |
-16.75 |
-0.6% |
2,791.00 |
| Low |
2,751.00 |
2,753.00 |
2.00 |
0.1% |
2,740.50 |
| Close |
2,756.25 |
2,763.25 |
7.00 |
0.3% |
2,763.25 |
| Range |
37.75 |
19.00 |
-18.75 |
-49.7% |
50.50 |
| ATR |
26.98 |
26.41 |
-0.57 |
-2.1% |
0.00 |
| Volume |
3,421 |
925 |
-2,496 |
-73.0% |
11,439 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.75 |
2,810.50 |
2,773.75 |
|
| R3 |
2,800.75 |
2,791.50 |
2,768.50 |
|
| R2 |
2,781.75 |
2,781.75 |
2,766.75 |
|
| R1 |
2,772.50 |
2,772.50 |
2,765.00 |
2,777.00 |
| PP |
2,762.75 |
2,762.75 |
2,762.75 |
2,765.00 |
| S1 |
2,753.50 |
2,753.50 |
2,761.50 |
2,758.00 |
| S2 |
2,743.75 |
2,743.75 |
2,759.75 |
|
| S3 |
2,724.75 |
2,734.50 |
2,758.00 |
|
| S4 |
2,705.75 |
2,715.50 |
2,752.75 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.50 |
2,890.25 |
2,791.00 |
|
| R3 |
2,866.00 |
2,839.75 |
2,777.25 |
|
| R2 |
2,815.50 |
2,815.50 |
2,772.50 |
|
| R1 |
2,789.25 |
2,789.25 |
2,768.00 |
2,777.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,758.75 |
| S1 |
2,738.75 |
2,738.75 |
2,758.50 |
2,726.50 |
| S2 |
2,714.50 |
2,714.50 |
2,754.00 |
|
| S3 |
2,664.00 |
2,688.25 |
2,749.25 |
|
| S4 |
2,613.50 |
2,637.75 |
2,735.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.00 |
2,740.50 |
50.50 |
1.8% |
29.25 |
1.1% |
45% |
False |
False |
2,287 |
| 10 |
2,800.00 |
2,740.50 |
59.50 |
2.2% |
23.75 |
0.9% |
38% |
False |
False |
1,907 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.25 |
0.9% |
69% |
False |
False |
1,538 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.3% |
26.25 |
1.0% |
82% |
False |
False |
1,185 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
32.00 |
1.2% |
85% |
False |
False |
1,078 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
34.00 |
1.2% |
79% |
False |
False |
985 |
| 100 |
2,852.50 |
2,546.25 |
306.25 |
11.1% |
39.00 |
1.4% |
71% |
False |
False |
857 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.6% |
35.50 |
1.3% |
62% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,852.75 |
|
2.618 |
2,821.75 |
|
1.618 |
2,802.75 |
|
1.000 |
2,791.00 |
|
0.618 |
2,783.75 |
|
HIGH |
2,772.00 |
|
0.618 |
2,764.75 |
|
0.500 |
2,762.50 |
|
0.382 |
2,760.25 |
|
LOW |
2,753.00 |
|
0.618 |
2,741.25 |
|
1.000 |
2,734.00 |
|
1.618 |
2,722.25 |
|
2.618 |
2,703.25 |
|
4.250 |
2,672.25 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,763.00 |
2,770.00 |
| PP |
2,762.75 |
2,767.75 |
| S1 |
2,762.50 |
2,765.50 |
|