| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
531.6925 |
532.7252 |
1.0327 |
0.2% |
598.6905 |
| High |
541.9221 |
544.4518 |
2.5297 |
0.5% |
608.8746 |
| Low |
517.2615 |
522.3162 |
5.0547 |
1.0% |
450.2993 |
| Close |
532.7216 |
526.7719 |
-5.9497 |
-1.1% |
494.8190 |
| Range |
24.6606 |
22.1356 |
-2.5250 |
-10.2% |
158.5753 |
| ATR |
46.5374 |
44.7945 |
-1.7430 |
-3.7% |
0.0000 |
| Volume |
302,007 |
391,188 |
89,181 |
29.5% |
3,285,720 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
597.5868 |
584.3149 |
538.9465 |
|
| R3 |
575.4512 |
562.1793 |
532.8592 |
|
| R2 |
553.3156 |
553.3156 |
530.8301 |
|
| R1 |
540.0437 |
540.0437 |
528.8010 |
535.6119 |
| PP |
531.1800 |
531.1800 |
531.1800 |
528.9640 |
| S1 |
517.9081 |
517.9081 |
524.7428 |
513.4763 |
| S2 |
509.0444 |
509.0444 |
522.7137 |
|
| S3 |
486.9088 |
495.7725 |
520.6846 |
|
| S4 |
464.7732 |
473.6369 |
514.5973 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.7235 |
902.8466 |
582.0354 |
|
| R3 |
835.1482 |
744.2713 |
538.4272 |
|
| R2 |
676.5729 |
676.5729 |
523.8911 |
|
| R1 |
585.6960 |
585.6960 |
509.3551 |
551.8468 |
| PP |
517.9976 |
517.9976 |
517.9976 |
501.0731 |
| S1 |
427.1207 |
427.1207 |
480.2829 |
393.2715 |
| S2 |
359.4223 |
359.4223 |
465.7469 |
|
| S3 |
200.8470 |
268.5454 |
451.2108 |
|
| S4 |
42.2717 |
109.9701 |
407.6026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
548.0544 |
483.3438 |
64.7106 |
12.3% |
31.2901 |
5.9% |
67% |
False |
False |
367,459 |
| 10 |
608.8746 |
450.2993 |
158.5753 |
30.1% |
44.9600 |
8.5% |
48% |
False |
False |
481,605 |
| 20 |
628.1087 |
450.2993 |
177.8094 |
33.8% |
43.0461 |
8.2% |
43% |
False |
False |
456,531 |
| 40 |
834.0424 |
450.2993 |
383.7431 |
72.8% |
49.8811 |
9.5% |
20% |
False |
False |
487,702 |
| 60 |
834.0424 |
358.7741 |
475.2683 |
90.2% |
49.3114 |
9.4% |
35% |
False |
False |
530,159 |
| 80 |
879.9030 |
358.7741 |
521.1289 |
98.9% |
51.6876 |
9.8% |
32% |
False |
False |
505,726 |
| 100 |
1,154.1050 |
358.7741 |
795.3309 |
151.0% |
64.2761 |
12.2% |
21% |
False |
False |
538,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638.5281 |
|
2.618 |
602.4028 |
|
1.618 |
580.2672 |
|
1.000 |
566.5874 |
|
0.618 |
558.1316 |
|
HIGH |
544.4518 |
|
0.618 |
535.9960 |
|
0.500 |
533.3840 |
|
0.382 |
530.7720 |
|
LOW |
522.3162 |
|
0.618 |
508.6364 |
|
1.000 |
500.1806 |
|
1.618 |
486.5008 |
|
2.618 |
464.3652 |
|
4.250 |
428.2399 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
533.3840 |
531.6355 |
| PP |
531.1800 |
530.0143 |
| S1 |
528.9759 |
528.3931 |
|