| Trading Metrics calculated at close of trading on 19-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2019 |
19-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,339.76 |
1,346.21 |
6.45 |
0.5% |
1,340.79 |
| High |
1,354.09 |
1,362.15 |
8.06 |
0.6% |
1,357.92 |
| Low |
1,333.40 |
1,341.63 |
8.23 |
0.6% |
1,320.05 |
| Close |
1,346.42 |
1,359.94 |
13.52 |
1.0% |
1,341.20 |
| Range |
20.69 |
20.52 |
-0.17 |
-0.8% |
37.87 |
| ATR |
14.05 |
14.52 |
0.46 |
3.3% |
0.00 |
| Volume |
9,966 |
9,472 |
-494 |
-5.0% |
47,599 |
|
| Daily Pivots for day following 19-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.13 |
1,408.56 |
1,371.23 |
|
| R3 |
1,395.61 |
1,388.04 |
1,365.58 |
|
| R2 |
1,375.09 |
1,375.09 |
1,363.70 |
|
| R1 |
1,367.52 |
1,367.52 |
1,361.82 |
1,371.31 |
| PP |
1,354.57 |
1,354.57 |
1,354.57 |
1,356.47 |
| S1 |
1,347.00 |
1,347.00 |
1,358.06 |
1,350.79 |
| S2 |
1,334.05 |
1,334.05 |
1,356.18 |
|
| S3 |
1,313.53 |
1,326.48 |
1,354.30 |
|
| S4 |
1,293.01 |
1,305.96 |
1,348.65 |
|
|
| Weekly Pivots for week ending 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.33 |
1,435.14 |
1,362.03 |
|
| R3 |
1,415.46 |
1,397.27 |
1,351.61 |
|
| R2 |
1,377.59 |
1,377.59 |
1,348.14 |
|
| R1 |
1,359.40 |
1,359.40 |
1,344.67 |
1,368.50 |
| PP |
1,339.72 |
1,339.72 |
1,339.72 |
1,344.27 |
| S1 |
1,321.53 |
1,321.53 |
1,337.73 |
1,330.63 |
| S2 |
1,301.85 |
1,301.85 |
1,334.26 |
|
| S3 |
1,263.98 |
1,283.66 |
1,330.79 |
|
| S4 |
1,226.11 |
1,245.79 |
1,320.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,362.15 |
1,332.56 |
29.59 |
2.2% |
17.40 |
1.3% |
93% |
True |
False |
9,705 |
| 10 |
1,362.15 |
1,320.05 |
42.10 |
3.1% |
15.40 |
1.1% |
95% |
True |
False |
9,577 |
| 20 |
1,362.15 |
1,272.17 |
89.98 |
6.6% |
14.62 |
1.1% |
98% |
True |
False |
9,292 |
| 40 |
1,362.15 |
1,266.76 |
95.39 |
7.0% |
12.91 |
0.9% |
98% |
True |
False |
8,204 |
| 60 |
1,362.15 |
1,266.61 |
95.54 |
7.0% |
12.03 |
0.9% |
98% |
True |
False |
7,450 |
| 80 |
1,362.15 |
1,266.61 |
95.54 |
7.0% |
11.94 |
0.9% |
98% |
True |
False |
7,103 |
| 100 |
1,362.15 |
1,266.61 |
95.54 |
7.0% |
11.63 |
0.9% |
98% |
True |
False |
7,778 |
| 120 |
1,362.15 |
1,266.61 |
95.54 |
7.0% |
11.39 |
0.8% |
98% |
True |
False |
8,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.36 |
|
2.618 |
1,415.87 |
|
1.618 |
1,395.35 |
|
1.000 |
1,382.67 |
|
0.618 |
1,374.83 |
|
HIGH |
1,362.15 |
|
0.618 |
1,354.31 |
|
0.500 |
1,351.89 |
|
0.382 |
1,349.47 |
|
LOW |
1,341.63 |
|
0.618 |
1,328.95 |
|
1.000 |
1,321.11 |
|
1.618 |
1,308.43 |
|
2.618 |
1,287.91 |
|
4.250 |
1,254.42 |
|
|
| Fisher Pivots for day following 19-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,357.26 |
1,355.83 |
| PP |
1,354.57 |
1,351.72 |
| S1 |
1,351.89 |
1,347.61 |
|