| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,305.9 |
1,281.1 |
-24.8 |
-1.9% |
1,303.5 |
| High |
1,306.7 |
1,284.9 |
-21.8 |
-1.7% |
1,313.0 |
| Low |
1,277.9 |
1,279.5 |
1.6 |
0.1% |
1,277.9 |
| Close |
1,278.5 |
1,280.1 |
1.6 |
0.1% |
1,278.5 |
| Range |
28.8 |
5.4 |
-23.4 |
-81.3% |
35.1 |
| ATR |
12.3 |
11.9 |
-0.4 |
-3.4% |
0.0 |
| Volume |
525,960 |
195,743 |
-330,217 |
-62.8% |
1,584,969 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.7 |
1,294.3 |
1,283.1 |
|
| R3 |
1,292.3 |
1,288.9 |
1,281.6 |
|
| R2 |
1,286.9 |
1,286.9 |
1,281.1 |
|
| R1 |
1,283.5 |
1,283.5 |
1,280.6 |
1,282.5 |
| PP |
1,281.5 |
1,281.5 |
1,281.5 |
1,281.0 |
| S1 |
1,278.1 |
1,278.1 |
1,279.6 |
1,277.1 |
| S2 |
1,276.1 |
1,276.1 |
1,279.1 |
|
| S3 |
1,270.7 |
1,272.7 |
1,278.6 |
|
| S4 |
1,265.3 |
1,267.3 |
1,277.1 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.1 |
1,371.9 |
1,297.8 |
|
| R3 |
1,360.0 |
1,336.8 |
1,288.2 |
|
| R2 |
1,324.9 |
1,324.9 |
1,284.9 |
|
| R1 |
1,301.7 |
1,301.7 |
1,281.7 |
1,295.8 |
| PP |
1,289.8 |
1,289.8 |
1,289.8 |
1,286.8 |
| S1 |
1,266.6 |
1,266.6 |
1,275.3 |
1,260.7 |
| S2 |
1,254.7 |
1,254.7 |
1,272.1 |
|
| S3 |
1,219.6 |
1,231.5 |
1,268.8 |
|
| S4 |
1,184.5 |
1,196.4 |
1,259.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,313.0 |
1,277.9 |
35.1 |
2.7% |
13.1 |
1.0% |
6% |
False |
False |
313,825 |
| 10 |
1,313.0 |
1,277.9 |
35.1 |
2.7% |
11.2 |
0.9% |
6% |
False |
False |
278,135 |
| 20 |
1,313.0 |
1,277.9 |
35.1 |
2.7% |
11.0 |
0.9% |
6% |
False |
False |
234,963 |
| 40 |
1,343.4 |
1,277.9 |
65.5 |
5.1% |
11.5 |
0.9% |
3% |
False |
False |
127,961 |
| 60 |
1,375.1 |
1,277.9 |
97.2 |
7.6% |
12.7 |
1.0% |
2% |
False |
False |
87,270 |
| 80 |
1,375.1 |
1,277.9 |
97.2 |
7.6% |
12.5 |
1.0% |
2% |
False |
False |
66,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.9 |
|
2.618 |
1,299.0 |
|
1.618 |
1,293.6 |
|
1.000 |
1,290.3 |
|
0.618 |
1,288.2 |
|
HIGH |
1,284.9 |
|
0.618 |
1,282.8 |
|
0.500 |
1,282.2 |
|
0.382 |
1,281.6 |
|
LOW |
1,279.5 |
|
0.618 |
1,276.2 |
|
1.000 |
1,274.1 |
|
1.618 |
1,270.8 |
|
2.618 |
1,265.4 |
|
4.250 |
1,256.6 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.2 |
1,295.5 |
| PP |
1,281.5 |
1,290.3 |
| S1 |
1,280.8 |
1,285.2 |
|