| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,300.0 |
1,303.7 |
3.7 |
0.3% |
1,323.6 |
| High |
1,302.2 |
1,304.5 |
2.3 |
0.2% |
1,330.4 |
| Low |
1,298.4 |
1,294.2 |
-4.2 |
-0.3% |
1,296.5 |
| Close |
1,298.6 |
1,297.0 |
-1.6 |
-0.1% |
1,297.0 |
| Range |
3.8 |
10.3 |
6.5 |
171.1% |
33.9 |
| ATR |
9.4 |
9.4 |
0.1 |
0.7% |
0.0 |
| Volume |
233 |
887 |
654 |
280.7% |
5,851 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.5 |
1,323.5 |
1,302.7 |
|
| R3 |
1,319.2 |
1,313.2 |
1,299.8 |
|
| R2 |
1,308.9 |
1,308.9 |
1,298.9 |
|
| R1 |
1,302.9 |
1,302.9 |
1,297.9 |
1,300.8 |
| PP |
1,298.6 |
1,298.6 |
1,298.6 |
1,297.5 |
| S1 |
1,292.6 |
1,292.6 |
1,296.1 |
1,290.5 |
| S2 |
1,288.3 |
1,288.3 |
1,295.1 |
|
| S3 |
1,278.0 |
1,282.3 |
1,294.2 |
|
| S4 |
1,267.7 |
1,272.0 |
1,291.3 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.7 |
1,387.2 |
1,315.6 |
|
| R3 |
1,375.8 |
1,353.3 |
1,306.3 |
|
| R2 |
1,341.9 |
1,341.9 |
1,303.2 |
|
| R1 |
1,319.4 |
1,319.4 |
1,300.1 |
1,313.7 |
| PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,305.1 |
| S1 |
1,285.5 |
1,285.5 |
1,293.9 |
1,279.8 |
| S2 |
1,274.1 |
1,274.1 |
1,290.8 |
|
| S3 |
1,240.2 |
1,251.6 |
1,287.7 |
|
| S4 |
1,206.3 |
1,217.7 |
1,278.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.4 |
1,294.2 |
36.2 |
2.8% |
11.7 |
0.9% |
8% |
False |
True |
1,010 |
| 10 |
1,330.4 |
1,294.2 |
36.2 |
2.8% |
9.1 |
0.7% |
8% |
False |
True |
896 |
| 20 |
1,330.9 |
1,294.2 |
36.7 |
2.8% |
8.1 |
0.6% |
8% |
False |
True |
1,000 |
| 40 |
1,358.7 |
1,294.2 |
64.5 |
5.0% |
7.5 |
0.6% |
4% |
False |
True |
705 |
| 60 |
1,393.7 |
1,294.2 |
99.5 |
7.7% |
8.2 |
0.6% |
3% |
False |
True |
535 |
| 80 |
1,393.7 |
1,294.2 |
99.5 |
7.7% |
7.9 |
0.6% |
3% |
False |
True |
436 |
| 100 |
1,393.7 |
1,294.2 |
99.5 |
7.7% |
8.1 |
0.6% |
3% |
False |
True |
390 |
| 120 |
1,398.2 |
1,294.2 |
104.0 |
8.0% |
7.8 |
0.6% |
3% |
False |
True |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.3 |
|
2.618 |
1,331.5 |
|
1.618 |
1,321.2 |
|
1.000 |
1,314.8 |
|
0.618 |
1,310.9 |
|
HIGH |
1,304.5 |
|
0.618 |
1,300.6 |
|
0.500 |
1,299.4 |
|
0.382 |
1,298.1 |
|
LOW |
1,294.2 |
|
0.618 |
1,287.8 |
|
1.000 |
1,283.9 |
|
1.618 |
1,277.5 |
|
2.618 |
1,267.2 |
|
4.250 |
1,250.4 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.4 |
1,308.9 |
| PP |
1,298.6 |
1,304.9 |
| S1 |
1,297.8 |
1,301.0 |
|