| Trading Metrics calculated at close of trading on 12-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2019 |
12-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,328.15 |
1,327.19 |
-0.96 |
-0.1% |
1,308.39 |
| High |
1,329.85 |
1,338.25 |
8.40 |
0.6% |
1,347.89 |
| Low |
1,320.05 |
1,326.27 |
6.22 |
0.5% |
1,305.37 |
| Close |
1,326.69 |
1,333.50 |
6.81 |
0.5% |
1,340.22 |
| Range |
9.80 |
11.98 |
2.18 |
22.2% |
42.52 |
| ATR |
13.20 |
13.11 |
-0.09 |
-0.7% |
0.00 |
| Volume |
9,131 |
9,499 |
368 |
4.0% |
47,179 |
|
| Daily Pivots for day following 12-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.61 |
1,363.04 |
1,340.09 |
|
| R3 |
1,356.63 |
1,351.06 |
1,336.79 |
|
| R2 |
1,344.65 |
1,344.65 |
1,335.70 |
|
| R1 |
1,339.08 |
1,339.08 |
1,334.60 |
1,341.87 |
| PP |
1,332.67 |
1,332.67 |
1,332.67 |
1,334.07 |
| S1 |
1,327.10 |
1,327.10 |
1,332.40 |
1,329.89 |
| S2 |
1,320.69 |
1,320.69 |
1,331.30 |
|
| S3 |
1,308.71 |
1,315.12 |
1,330.21 |
|
| S4 |
1,296.73 |
1,303.14 |
1,326.91 |
|
|
| Weekly Pivots for week ending 07-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.72 |
1,441.99 |
1,363.61 |
|
| R3 |
1,416.20 |
1,399.47 |
1,351.91 |
|
| R2 |
1,373.68 |
1,373.68 |
1,348.02 |
|
| R1 |
1,356.95 |
1,356.95 |
1,344.12 |
1,365.32 |
| PP |
1,331.16 |
1,331.16 |
1,331.16 |
1,335.34 |
| S1 |
1,314.43 |
1,314.43 |
1,336.32 |
1,322.80 |
| S2 |
1,288.64 |
1,288.64 |
1,332.42 |
|
| S3 |
1,246.12 |
1,271.91 |
1,328.53 |
|
| S4 |
1,203.60 |
1,229.39 |
1,316.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.89 |
1,320.05 |
27.84 |
2.1% |
13.40 |
1.0% |
48% |
False |
False |
9,449 |
| 10 |
1,347.89 |
1,275.26 |
72.63 |
5.4% |
15.33 |
1.1% |
80% |
False |
False |
9,416 |
| 20 |
1,347.89 |
1,269.50 |
78.39 |
5.9% |
13.67 |
1.0% |
82% |
False |
False |
9,110 |
| 40 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.63 |
0.9% |
82% |
False |
False |
7,708 |
| 60 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.61 |
0.9% |
82% |
False |
False |
7,140 |
| 80 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.54 |
0.9% |
82% |
False |
False |
6,955 |
| 100 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.30 |
0.8% |
82% |
False |
False |
7,867 |
| 120 |
1,347.89 |
1,256.69 |
91.20 |
6.8% |
11.06 |
0.8% |
84% |
False |
False |
8,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.17 |
|
2.618 |
1,369.61 |
|
1.618 |
1,357.63 |
|
1.000 |
1,350.23 |
|
0.618 |
1,345.65 |
|
HIGH |
1,338.25 |
|
0.618 |
1,333.67 |
|
0.500 |
1,332.26 |
|
0.382 |
1,330.85 |
|
LOW |
1,326.27 |
|
0.618 |
1,318.87 |
|
1.000 |
1,314.29 |
|
1.618 |
1,306.89 |
|
2.618 |
1,294.91 |
|
4.250 |
1,275.36 |
|
|
| Fisher Pivots for day following 12-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.09 |
1,332.47 |
| PP |
1,332.67 |
1,331.45 |
| S1 |
1,332.26 |
1,330.42 |
|