| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,730.25 |
2,707.50 |
-22.75 |
-0.8% |
2,783.75 |
| High |
2,751.25 |
2,729.25 |
-22.00 |
-0.8% |
2,791.00 |
| Low |
2,704.50 |
2,696.75 |
-7.75 |
-0.3% |
2,740.50 |
| Close |
2,708.00 |
2,722.50 |
14.50 |
0.5% |
2,763.25 |
| Range |
46.75 |
32.50 |
-14.25 |
-30.5% |
50.50 |
| ATR |
29.50 |
29.71 |
0.21 |
0.7% |
0.00 |
| Volume |
4,147 |
8,138 |
3,991 |
96.2% |
11,439 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.75 |
2,800.50 |
2,740.50 |
|
| R3 |
2,781.25 |
2,768.00 |
2,731.50 |
|
| R2 |
2,748.75 |
2,748.75 |
2,728.50 |
|
| R1 |
2,735.50 |
2,735.50 |
2,725.50 |
2,742.00 |
| PP |
2,716.25 |
2,716.25 |
2,716.25 |
2,719.50 |
| S1 |
2,703.00 |
2,703.00 |
2,719.50 |
2,709.50 |
| S2 |
2,683.75 |
2,683.75 |
2,716.50 |
|
| S3 |
2,651.25 |
2,670.50 |
2,713.50 |
|
| S4 |
2,618.75 |
2,638.00 |
2,704.50 |
|
|
| 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 |
2,772.00 |
2,696.75 |
75.25 |
2.8% |
35.25 |
1.3% |
34% |
False |
True |
4,167 |
| 10 |
2,792.75 |
2,696.75 |
96.00 |
3.5% |
32.50 |
1.2% |
27% |
False |
True |
3,290 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.8% |
26.50 |
1.0% |
25% |
False |
True |
2,218 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.4% |
27.25 |
1.0% |
61% |
False |
False |
1,673 |
| 60 |
2,800.00 |
2,594.50 |
205.50 |
7.5% |
30.00 |
1.1% |
62% |
False |
False |
1,307 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
33.75 |
1.2% |
63% |
False |
False |
1,233 |
| 100 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
37.75 |
1.4% |
65% |
False |
False |
1,020 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
36.25 |
1.3% |
51% |
False |
False |
1,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.50 |
|
2.618 |
2,814.25 |
|
1.618 |
2,781.75 |
|
1.000 |
2,761.75 |
|
0.618 |
2,749.25 |
|
HIGH |
2,729.25 |
|
0.618 |
2,716.75 |
|
0.500 |
2,713.00 |
|
0.382 |
2,709.25 |
|
LOW |
2,696.75 |
|
0.618 |
2,676.75 |
|
1.000 |
2,664.25 |
|
1.618 |
2,644.25 |
|
2.618 |
2,611.75 |
|
4.250 |
2,558.50 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,719.25 |
2,724.00 |
| PP |
2,716.25 |
2,723.50 |
| S1 |
2,713.00 |
2,723.00 |
|