| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,726.50 |
2,730.25 |
3.75 |
0.1% |
2,783.75 |
| High |
2,738.50 |
2,751.25 |
12.75 |
0.5% |
2,791.00 |
| Low |
2,718.25 |
2,704.50 |
-13.75 |
-0.5% |
2,740.50 |
| Close |
2,732.00 |
2,708.00 |
-24.00 |
-0.9% |
2,763.25 |
| Range |
20.25 |
46.75 |
26.50 |
130.9% |
50.50 |
| ATR |
28.17 |
29.50 |
1.33 |
4.7% |
0.00 |
| Volume |
3,872 |
4,147 |
275 |
7.1% |
11,439 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.50 |
2,831.50 |
2,733.75 |
|
| R3 |
2,814.75 |
2,784.75 |
2,720.75 |
|
| R2 |
2,768.00 |
2,768.00 |
2,716.50 |
|
| R1 |
2,738.00 |
2,738.00 |
2,712.25 |
2,729.50 |
| PP |
2,721.25 |
2,721.25 |
2,721.25 |
2,717.00 |
| S1 |
2,691.25 |
2,691.25 |
2,703.75 |
2,683.00 |
| S2 |
2,674.50 |
2,674.50 |
2,699.50 |
|
| S3 |
2,627.75 |
2,644.50 |
2,695.25 |
|
| S4 |
2,581.00 |
2,597.75 |
2,682.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.50 |
2,890.25 |
2,791.00 |
|
| R3 |
2,866.00 |
2,839.75 |
2,777.25 |
|
| R2 |
2,815.50 |
2,815.50 |
2,772.50 |
|
| R1 |
2,789.25 |
2,789.25 |
2,768.00 |
2,777.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,758.75 |
| S1 |
2,738.75 |
2,738.75 |
2,758.50 |
2,726.50 |
| S2 |
2,714.50 |
2,714.50 |
2,754.00 |
|
| S3 |
2,664.00 |
2,688.25 |
2,749.25 |
|
| S4 |
2,613.50 |
2,637.75 |
2,735.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,788.75 |
2,703.75 |
85.00 |
3.1% |
36.25 |
1.3% |
5% |
False |
False |
3,224 |
| 10 |
2,798.00 |
2,703.75 |
94.25 |
3.5% |
31.50 |
1.2% |
5% |
False |
False |
2,638 |
| 20 |
2,800.00 |
2,703.75 |
96.25 |
3.6% |
26.25 |
1.0% |
4% |
False |
False |
2,010 |
| 40 |
2,800.00 |
2,599.50 |
200.50 |
7.4% |
27.25 |
1.0% |
54% |
False |
False |
1,476 |
| 60 |
2,800.00 |
2,569.25 |
230.75 |
8.5% |
31.00 |
1.1% |
60% |
False |
False |
1,215 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.5% |
33.50 |
1.2% |
57% |
False |
False |
1,132 |
| 100 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
39.00 |
1.4% |
60% |
False |
False |
939 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.9% |
36.25 |
1.3% |
46% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.00 |
|
2.618 |
2,873.75 |
|
1.618 |
2,827.00 |
|
1.000 |
2,798.00 |
|
0.618 |
2,780.25 |
|
HIGH |
2,751.25 |
|
0.618 |
2,733.50 |
|
0.500 |
2,728.00 |
|
0.382 |
2,722.25 |
|
LOW |
2,704.50 |
|
0.618 |
2,675.50 |
|
1.000 |
2,657.75 |
|
1.618 |
2,628.75 |
|
2.618 |
2,582.00 |
|
4.250 |
2,505.75 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.00 |
2,732.50 |
| PP |
2,721.25 |
2,724.25 |
| S1 |
2,714.50 |
2,716.00 |
|