| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,761.00 |
2,726.50 |
-34.50 |
-1.2% |
2,783.75 |
| High |
2,761.00 |
2,738.50 |
-22.50 |
-0.8% |
2,791.00 |
| Low |
2,703.75 |
2,718.25 |
14.50 |
0.5% |
2,740.50 |
| Close |
2,725.50 |
2,732.00 |
6.50 |
0.2% |
2,763.25 |
| Range |
57.25 |
20.25 |
-37.00 |
-64.6% |
50.50 |
| ATR |
28.78 |
28.17 |
-0.61 |
-2.1% |
0.00 |
| Volume |
3,755 |
3,872 |
117 |
3.1% |
11,439 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.25 |
2,781.50 |
2,743.25 |
|
| R3 |
2,770.00 |
2,761.25 |
2,737.50 |
|
| R2 |
2,749.75 |
2,749.75 |
2,735.75 |
|
| R1 |
2,741.00 |
2,741.00 |
2,733.75 |
2,745.50 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,731.75 |
| S1 |
2,720.75 |
2,720.75 |
2,730.25 |
2,725.00 |
| S2 |
2,709.25 |
2,709.25 |
2,728.25 |
|
| S3 |
2,689.00 |
2,700.50 |
2,726.50 |
|
| S4 |
2,668.75 |
2,680.25 |
2,720.75 |
|
|
| 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 |
2,788.75 |
2,703.75 |
85.00 |
3.1% |
31.00 |
1.1% |
33% |
False |
False |
2,613 |
| 10 |
2,800.00 |
2,703.75 |
96.25 |
3.5% |
28.50 |
1.0% |
29% |
False |
False |
2,301 |
| 20 |
2,800.00 |
2,694.00 |
106.00 |
3.9% |
26.00 |
1.0% |
36% |
False |
False |
1,876 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.3% |
27.00 |
1.0% |
66% |
False |
False |
1,374 |
| 60 |
2,800.00 |
2,569.25 |
230.75 |
8.4% |
30.75 |
1.1% |
71% |
False |
False |
1,181 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
33.50 |
1.2% |
66% |
False |
False |
1,080 |
| 100 |
2,841.25 |
2,546.25 |
295.00 |
10.8% |
39.25 |
1.4% |
63% |
False |
False |
924 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
35.75 |
1.3% |
53% |
False |
False |
1,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.50 |
|
2.618 |
2,791.50 |
|
1.618 |
2,771.25 |
|
1.000 |
2,758.75 |
|
0.618 |
2,751.00 |
|
HIGH |
2,738.50 |
|
0.618 |
2,730.75 |
|
0.500 |
2,728.50 |
|
0.382 |
2,726.00 |
|
LOW |
2,718.25 |
|
0.618 |
2,705.75 |
|
1.000 |
2,698.00 |
|
1.618 |
2,685.50 |
|
2.618 |
2,665.25 |
|
4.250 |
2,632.25 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.75 |
2,738.00 |
| PP |
2,729.50 |
2,736.00 |
| S1 |
2,728.50 |
2,734.00 |
|