| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,707.50 |
2,725.00 |
17.50 |
0.6% |
2,761.00 |
| High |
2,729.25 |
2,748.50 |
19.25 |
0.7% |
2,761.00 |
| Low |
2,696.75 |
2,720.25 |
23.50 |
0.9% |
2,696.75 |
| Close |
2,722.50 |
2,725.00 |
2.50 |
0.1% |
2,725.00 |
| Range |
32.50 |
28.25 |
-4.25 |
-13.1% |
64.25 |
| ATR |
29.71 |
29.61 |
-0.10 |
-0.4% |
0.00 |
| Volume |
8,138 |
1,897 |
-6,241 |
-76.7% |
21,809 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.00 |
2,798.75 |
2,740.50 |
|
| R3 |
2,787.75 |
2,770.50 |
2,732.75 |
|
| R2 |
2,759.50 |
2,759.50 |
2,730.25 |
|
| R1 |
2,742.25 |
2,742.25 |
2,727.50 |
2,739.00 |
| PP |
2,731.25 |
2,731.25 |
2,731.25 |
2,729.75 |
| S1 |
2,714.00 |
2,714.00 |
2,722.50 |
2,711.00 |
| S2 |
2,703.00 |
2,703.00 |
2,719.75 |
|
| S3 |
2,674.75 |
2,685.75 |
2,717.25 |
|
| S4 |
2,646.50 |
2,657.50 |
2,709.50 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.25 |
2,887.00 |
2,760.25 |
|
| R3 |
2,856.00 |
2,822.75 |
2,742.75 |
|
| R2 |
2,791.75 |
2,791.75 |
2,736.75 |
|
| R1 |
2,758.50 |
2,758.50 |
2,731.00 |
2,743.00 |
| PP |
2,727.50 |
2,727.50 |
2,727.50 |
2,720.00 |
| S1 |
2,694.25 |
2,694.25 |
2,719.00 |
2,678.75 |
| S2 |
2,663.25 |
2,663.25 |
2,713.25 |
|
| S3 |
2,599.00 |
2,630.00 |
2,707.25 |
|
| S4 |
2,534.75 |
2,565.75 |
2,689.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,761.00 |
2,696.75 |
64.25 |
2.4% |
37.00 |
1.4% |
44% |
False |
False |
4,361 |
| 10 |
2,791.00 |
2,696.75 |
94.25 |
3.5% |
33.25 |
1.2% |
30% |
False |
False |
3,324 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.8% |
26.50 |
1.0% |
27% |
False |
False |
2,254 |
| 40 |
2,800.00 |
2,620.75 |
179.25 |
6.6% |
27.00 |
1.0% |
58% |
False |
False |
1,631 |
| 60 |
2,800.00 |
2,594.50 |
205.50 |
7.5% |
30.00 |
1.1% |
64% |
False |
False |
1,311 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
33.50 |
1.2% |
64% |
False |
False |
1,256 |
| 100 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
36.50 |
1.3% |
66% |
False |
False |
1,038 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
36.50 |
1.3% |
51% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.50 |
|
2.618 |
2,822.50 |
|
1.618 |
2,794.25 |
|
1.000 |
2,776.75 |
|
0.618 |
2,766.00 |
|
HIGH |
2,748.50 |
|
0.618 |
2,737.75 |
|
0.500 |
2,734.50 |
|
0.382 |
2,731.00 |
|
LOW |
2,720.25 |
|
0.618 |
2,702.75 |
|
1.000 |
2,692.00 |
|
1.618 |
2,674.50 |
|
2.618 |
2,646.25 |
|
4.250 |
2,600.25 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.50 |
2,724.75 |
| PP |
2,731.25 |
2,724.25 |
| S1 |
2,728.00 |
2,724.00 |
|