| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,753.00 |
2,761.00 |
8.00 |
0.3% |
2,783.75 |
| High |
2,772.00 |
2,761.00 |
-11.00 |
-0.4% |
2,791.00 |
| Low |
2,753.00 |
2,703.75 |
-49.25 |
-1.8% |
2,740.50 |
| Close |
2,763.25 |
2,725.50 |
-37.75 |
-1.4% |
2,763.25 |
| Range |
19.00 |
57.25 |
38.25 |
201.3% |
50.50 |
| ATR |
26.41 |
28.78 |
2.36 |
8.9% |
0.00 |
| Volume |
925 |
3,755 |
2,830 |
305.9% |
11,439 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.75 |
2,871.00 |
2,757.00 |
|
| R3 |
2,844.50 |
2,813.75 |
2,741.25 |
|
| R2 |
2,787.25 |
2,787.25 |
2,736.00 |
|
| R1 |
2,756.50 |
2,756.50 |
2,730.75 |
2,743.25 |
| PP |
2,730.00 |
2,730.00 |
2,730.00 |
2,723.50 |
| S1 |
2,699.25 |
2,699.25 |
2,720.25 |
2,686.00 |
| S2 |
2,672.75 |
2,672.75 |
2,715.00 |
|
| S3 |
2,615.50 |
2,642.00 |
2,709.75 |
|
| S4 |
2,558.25 |
2,584.75 |
2,694.00 |
|
|
| 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 |
2,788.75 |
2,703.75 |
85.00 |
3.1% |
35.75 |
1.3% |
26% |
False |
True |
2,771 |
| 10 |
2,800.00 |
2,703.75 |
96.25 |
3.5% |
27.50 |
1.0% |
23% |
False |
True |
2,059 |
| 20 |
2,800.00 |
2,683.00 |
117.00 |
4.3% |
28.00 |
1.0% |
36% |
False |
False |
1,722 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.4% |
27.25 |
1.0% |
63% |
False |
False |
1,278 |
| 60 |
2,800.00 |
2,561.75 |
238.25 |
8.7% |
32.00 |
1.2% |
69% |
False |
False |
1,137 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
34.00 |
1.2% |
64% |
False |
False |
1,032 |
| 100 |
2,851.25 |
2,546.25 |
305.00 |
11.2% |
39.25 |
1.4% |
59% |
False |
False |
885 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
35.75 |
1.3% |
51% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.25 |
|
2.618 |
2,911.00 |
|
1.618 |
2,853.75 |
|
1.000 |
2,818.25 |
|
0.618 |
2,796.50 |
|
HIGH |
2,761.00 |
|
0.618 |
2,739.25 |
|
0.500 |
2,732.50 |
|
0.382 |
2,725.50 |
|
LOW |
2,703.75 |
|
0.618 |
2,668.25 |
|
1.000 |
2,646.50 |
|
1.618 |
2,611.00 |
|
2.618 |
2,553.75 |
|
4.250 |
2,460.50 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.50 |
2,746.25 |
| PP |
2,730.00 |
2,739.25 |
| S1 |
2,727.75 |
2,732.50 |
|