| 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 |
3,431.0 |
3,424.0 |
-7.0 |
-0.2% |
3,410.0 |
| High |
3,434.0 |
3,424.0 |
-10.0 |
-0.3% |
3,516.0 |
| Low |
3,411.0 |
3,367.0 |
-44.0 |
-1.3% |
3,410.0 |
| Close |
3,420.0 |
3,376.0 |
-44.0 |
-1.3% |
3,485.0 |
| Range |
23.0 |
57.0 |
34.0 |
147.8% |
106.0 |
| ATR |
40.9 |
42.1 |
1.1 |
2.8% |
0.0 |
| Volume |
15,024 |
22,049 |
7,025 |
46.8% |
125,181 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,560.0 |
3,525.0 |
3,407.4 |
|
| R3 |
3,503.0 |
3,468.0 |
3,391.7 |
|
| R2 |
3,446.0 |
3,446.0 |
3,386.5 |
|
| R1 |
3,411.0 |
3,411.0 |
3,381.2 |
3,400.0 |
| PP |
3,389.0 |
3,389.0 |
3,389.0 |
3,383.5 |
| S1 |
3,354.0 |
3,354.0 |
3,370.8 |
3,343.0 |
| S2 |
3,332.0 |
3,332.0 |
3,365.6 |
|
| S3 |
3,275.0 |
3,297.0 |
3,360.3 |
|
| S4 |
3,218.0 |
3,240.0 |
3,344.7 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,788.3 |
3,742.7 |
3,543.3 |
|
| R3 |
3,682.3 |
3,636.7 |
3,514.2 |
|
| R2 |
3,576.3 |
3,576.3 |
3,504.4 |
|
| R1 |
3,530.7 |
3,530.7 |
3,494.7 |
3,553.5 |
| PP |
3,470.3 |
3,470.3 |
3,470.3 |
3,481.8 |
| S1 |
3,424.7 |
3,424.7 |
3,475.3 |
3,447.5 |
| S2 |
3,364.3 |
3,364.3 |
3,465.6 |
|
| S3 |
3,258.3 |
3,318.7 |
3,455.9 |
|
| S4 |
3,152.3 |
3,212.7 |
3,426.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,513.0 |
3,367.0 |
146.0 |
4.3% |
38.8 |
1.1% |
6% |
False |
True |
14,187 |
| 10 |
3,516.0 |
3,367.0 |
149.0 |
4.4% |
40.0 |
1.2% |
6% |
False |
True |
18,554 |
| 20 |
3,516.0 |
3,356.0 |
160.0 |
4.7% |
41.5 |
1.2% |
13% |
False |
False |
10,283 |
| 40 |
3,547.0 |
3,356.0 |
191.0 |
5.7% |
28.6 |
0.8% |
10% |
False |
False |
6,844 |
| 60 |
3,547.0 |
3,180.0 |
367.0 |
10.9% |
26.5 |
0.8% |
53% |
False |
False |
4,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.3 |
|
2.618 |
3,573.2 |
|
1.618 |
3,516.2 |
|
1.000 |
3,481.0 |
|
0.618 |
3,459.2 |
|
HIGH |
3,424.0 |
|
0.618 |
3,402.2 |
|
0.500 |
3,395.5 |
|
0.382 |
3,388.8 |
|
LOW |
3,367.0 |
|
0.618 |
3,331.8 |
|
1.000 |
3,310.0 |
|
1.618 |
3,274.8 |
|
2.618 |
3,217.8 |
|
4.250 |
3,124.8 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,395.5 |
3,400.5 |
| PP |
3,389.0 |
3,392.3 |
| S1 |
3,382.5 |
3,384.2 |
|