| Trading Metrics calculated at close of trading on 13-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2019 |
13-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,327.19 |
1,333.32 |
6.13 |
0.5% |
1,308.39 |
| High |
1,338.25 |
1,343.03 |
4.78 |
0.4% |
1,347.89 |
| Low |
1,326.27 |
1,332.56 |
6.29 |
0.5% |
1,305.37 |
| Close |
1,333.50 |
1,341.80 |
8.30 |
0.6% |
1,340.22 |
| Range |
11.98 |
10.47 |
-1.51 |
-12.6% |
42.52 |
| ATR |
13.11 |
12.92 |
-0.19 |
-1.4% |
0.00 |
| Volume |
9,499 |
9,417 |
-82 |
-0.9% |
47,179 |
|
| Daily Pivots for day following 13-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.54 |
1,366.64 |
1,347.56 |
|
| R3 |
1,360.07 |
1,356.17 |
1,344.68 |
|
| R2 |
1,349.60 |
1,349.60 |
1,343.72 |
|
| R1 |
1,345.70 |
1,345.70 |
1,342.76 |
1,347.65 |
| PP |
1,339.13 |
1,339.13 |
1,339.13 |
1,340.11 |
| S1 |
1,335.23 |
1,335.23 |
1,340.84 |
1,337.18 |
| S2 |
1,328.66 |
1,328.66 |
1,339.88 |
|
| S3 |
1,318.19 |
1,324.76 |
1,338.92 |
|
| S4 |
1,307.72 |
1,314.29 |
1,336.04 |
|
|
| 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% |
13.02 |
1.0% |
78% |
False |
False |
9,412 |
| 10 |
1,347.89 |
1,287.90 |
59.99 |
4.5% |
14.66 |
1.1% |
90% |
False |
False |
9,433 |
| 20 |
1,347.89 |
1,269.50 |
78.39 |
5.8% |
13.49 |
1.0% |
92% |
False |
False |
9,107 |
| 40 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.75 |
0.9% |
93% |
False |
False |
7,795 |
| 60 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.52 |
0.9% |
93% |
False |
False |
7,191 |
| 80 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.53 |
0.9% |
93% |
False |
False |
6,924 |
| 100 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.33 |
0.8% |
93% |
False |
False |
7,851 |
| 120 |
1,347.89 |
1,264.77 |
83.12 |
6.2% |
11.04 |
0.8% |
93% |
False |
False |
8,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.53 |
|
2.618 |
1,370.44 |
|
1.618 |
1,359.97 |
|
1.000 |
1,353.50 |
|
0.618 |
1,349.50 |
|
HIGH |
1,343.03 |
|
0.618 |
1,339.03 |
|
0.500 |
1,337.80 |
|
0.382 |
1,336.56 |
|
LOW |
1,332.56 |
|
0.618 |
1,326.09 |
|
1.000 |
1,322.09 |
|
1.618 |
1,315.62 |
|
2.618 |
1,305.15 |
|
4.250 |
1,288.06 |
|
|
| Fisher Pivots for day following 13-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.47 |
1,338.38 |
| PP |
1,339.13 |
1,334.96 |
| S1 |
1,337.80 |
1,331.54 |
|