| 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 |
7,707.5 |
7,586.5 |
-121.0 |
-1.6% |
7,616.0 |
| High |
7,716.0 |
7,598.5 |
-117.5 |
-1.5% |
7,729.5 |
| Low |
7,560.5 |
7,533.0 |
-27.5 |
-0.4% |
7,560.5 |
| Close |
7,581.5 |
7,564.5 |
-17.0 |
-0.2% |
7,581.5 |
| Range |
155.5 |
65.5 |
-90.0 |
-57.9% |
169.0 |
| ATR |
81.8 |
80.6 |
-1.2 |
-1.4% |
0.0 |
| Volume |
154,160 |
83,055 |
-71,105 |
-46.1% |
1,127,420 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,762.0 |
7,728.5 |
7,600.5 |
|
| R3 |
7,696.5 |
7,663.0 |
7,582.5 |
|
| R2 |
7,631.0 |
7,631.0 |
7,576.5 |
|
| R1 |
7,597.5 |
7,597.5 |
7,570.5 |
7,581.5 |
| PP |
7,565.5 |
7,565.5 |
7,565.5 |
7,557.0 |
| S1 |
7,532.0 |
7,532.0 |
7,558.5 |
7,516.0 |
| S2 |
7,500.0 |
7,500.0 |
7,552.5 |
|
| S3 |
7,434.5 |
7,466.5 |
7,546.5 |
|
| S4 |
7,369.0 |
7,401.0 |
7,528.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,131.0 |
8,025.0 |
7,674.5 |
|
| R3 |
7,962.0 |
7,856.0 |
7,628.0 |
|
| R2 |
7,793.0 |
7,793.0 |
7,612.5 |
|
| R1 |
7,687.0 |
7,687.0 |
7,597.0 |
7,655.5 |
| PP |
7,624.0 |
7,624.0 |
7,624.0 |
7,608.0 |
| S1 |
7,518.0 |
7,518.0 |
7,566.0 |
7,486.5 |
| S2 |
7,455.0 |
7,455.0 |
7,550.5 |
|
| S3 |
7,286.0 |
7,349.0 |
7,535.0 |
|
| S4 |
7,117.0 |
7,180.0 |
7,488.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,729.5 |
7,533.0 |
196.5 |
2.6% |
105.5 |
1.4% |
16% |
False |
True |
193,234 |
| 10 |
7,729.5 |
7,533.0 |
196.5 |
2.6% |
92.0 |
1.2% |
16% |
False |
True |
151,331 |
| 20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
79.0 |
1.0% |
17% |
False |
False |
77,056 |
| 40 |
7,810.0 |
7,231.0 |
579.0 |
7.7% |
56.0 |
0.7% |
58% |
False |
False |
38,842 |
| 60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
53.0 |
0.7% |
77% |
False |
False |
25,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,877.0 |
|
2.618 |
7,770.0 |
|
1.618 |
7,704.5 |
|
1.000 |
7,664.0 |
|
0.618 |
7,639.0 |
|
HIGH |
7,598.5 |
|
0.618 |
7,573.5 |
|
0.500 |
7,566.0 |
|
0.382 |
7,558.0 |
|
LOW |
7,533.0 |
|
0.618 |
7,492.5 |
|
1.000 |
7,467.5 |
|
1.618 |
7,427.0 |
|
2.618 |
7,361.5 |
|
4.250 |
7,254.5 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,566.0 |
7,631.0 |
| PP |
7,565.5 |
7,609.0 |
| S1 |
7,565.0 |
7,587.0 |
|