| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,300.9 |
1,301.3 |
0.4 |
0.0% |
1,296.7 |
| High |
1,307.8 |
1,304.8 |
-3.0 |
-0.2% |
1,307.8 |
| Low |
1,299.0 |
1,296.0 |
-3.0 |
-0.2% |
1,293.5 |
| Close |
1,303.0 |
1,302.7 |
-0.3 |
0.0% |
1,302.7 |
| Range |
8.8 |
8.8 |
0.0 |
0.0% |
14.3 |
| ATR |
11.4 |
11.2 |
-0.2 |
-1.6% |
0.0 |
| Volume |
259,648 |
217,650 |
-41,998 |
-16.2% |
1,215,974 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.6 |
1,323.9 |
1,307.5 |
|
| R3 |
1,318.8 |
1,315.1 |
1,305.1 |
|
| R2 |
1,310.0 |
1,310.0 |
1,304.3 |
|
| R1 |
1,306.3 |
1,306.3 |
1,303.5 |
1,308.2 |
| PP |
1,301.2 |
1,301.2 |
1,301.2 |
1,302.1 |
| S1 |
1,297.5 |
1,297.5 |
1,301.9 |
1,299.4 |
| S2 |
1,292.4 |
1,292.4 |
1,301.1 |
|
| S3 |
1,283.6 |
1,288.7 |
1,300.3 |
|
| S4 |
1,274.8 |
1,279.9 |
1,297.9 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.2 |
1,337.8 |
1,310.6 |
|
| R3 |
1,329.9 |
1,323.5 |
1,306.6 |
|
| R2 |
1,315.6 |
1,315.6 |
1,305.3 |
|
| R1 |
1,309.2 |
1,309.2 |
1,304.0 |
1,312.4 |
| PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,303.0 |
| S1 |
1,294.9 |
1,294.9 |
1,301.4 |
1,298.1 |
| S2 |
1,287.0 |
1,287.0 |
1,300.1 |
|
| S3 |
1,272.7 |
1,280.6 |
1,298.8 |
|
| S4 |
1,258.4 |
1,266.3 |
1,294.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,293.5 |
14.3 |
1.1% |
9.2 |
0.7% |
64% |
False |
False |
243,194 |
| 10 |
1,312.6 |
1,293.1 |
19.5 |
1.5% |
10.0 |
0.8% |
49% |
False |
False |
264,740 |
| 20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.0 |
0.8% |
35% |
False |
False |
154,180 |
| 40 |
1,365.1 |
1,286.8 |
78.3 |
6.0% |
11.5 |
0.9% |
20% |
False |
False |
84,253 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.8 |
1.0% |
18% |
False |
False |
57,997 |
| 80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
18% |
False |
False |
44,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.2 |
|
2.618 |
1,327.8 |
|
1.618 |
1,319.0 |
|
1.000 |
1,313.6 |
|
0.618 |
1,310.2 |
|
HIGH |
1,304.8 |
|
0.618 |
1,301.4 |
|
0.500 |
1,300.4 |
|
0.382 |
1,299.4 |
|
LOW |
1,296.0 |
|
0.618 |
1,290.6 |
|
1.000 |
1,287.2 |
|
1.618 |
1,281.8 |
|
2.618 |
1,273.0 |
|
4.250 |
1,258.6 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.9 |
1,302.4 |
| PP |
1,301.2 |
1,302.2 |
| S1 |
1,300.4 |
1,301.9 |
|