Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
2,781.25 |
2,788.00 |
6.75 |
0.2% |
2,731.00 |
High |
2,789.75 |
2,791.75 |
2.00 |
0.1% |
2,779.75 |
Low |
2,778.50 |
2,773.75 |
-4.75 |
-0.2% |
2,729.00 |
Close |
2,784.00 |
2,774.25 |
-9.75 |
-0.4% |
2,778.75 |
Range |
11.25 |
18.00 |
6.75 |
60.0% |
50.75 |
ATR |
27.37 |
26.70 |
-0.67 |
-2.4% |
0.00 |
Volume |
988,748 |
614,173 |
-374,575 |
-37.9% |
6,352,816 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,834.00 |
2,822.00 |
2,784.25 |
|
R3 |
2,816.00 |
2,804.00 |
2,779.25 |
|
R2 |
2,798.00 |
2,798.00 |
2,777.50 |
|
R1 |
2,786.00 |
2,786.00 |
2,776.00 |
2,783.00 |
PP |
2,780.00 |
2,780.00 |
2,780.00 |
2,778.50 |
S1 |
2,768.00 |
2,768.00 |
2,772.50 |
2,765.00 |
S2 |
2,762.00 |
2,762.00 |
2,771.00 |
|
S3 |
2,744.00 |
2,750.00 |
2,769.25 |
|
S4 |
2,726.00 |
2,732.00 |
2,764.25 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,914.75 |
2,897.50 |
2,806.75 |
|
R3 |
2,864.00 |
2,846.75 |
2,792.75 |
|
R2 |
2,813.25 |
2,813.25 |
2,788.00 |
|
R1 |
2,796.00 |
2,796.00 |
2,783.50 |
2,804.50 |
PP |
2,762.50 |
2,762.50 |
2,762.50 |
2,766.75 |
S1 |
2,745.25 |
2,745.25 |
2,774.00 |
2,754.00 |
S2 |
2,711.75 |
2,711.75 |
2,769.50 |
|
S3 |
2,661.00 |
2,694.50 |
2,764.75 |
|
S4 |
2,610.25 |
2,643.75 |
2,750.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,791.75 |
2,752.00 |
39.75 |
1.4% |
19.25 |
0.7% |
56% |
True |
False |
1,192,542 |
10 |
2,791.75 |
2,699.75 |
92.00 |
3.3% |
21.75 |
0.8% |
81% |
True |
False |
1,208,119 |
20 |
2,791.75 |
2,675.00 |
116.75 |
4.2% |
24.75 |
0.9% |
85% |
True |
False |
1,202,392 |
40 |
2,791.75 |
2,591.25 |
200.50 |
7.2% |
28.75 |
1.0% |
91% |
True |
False |
1,312,398 |
60 |
2,791.75 |
2,552.00 |
239.75 |
8.6% |
37.00 |
1.3% |
93% |
True |
False |
1,534,356 |
80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
38.50 |
1.4% |
87% |
False |
False |
1,315,144 |
100 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
42.75 |
1.5% |
69% |
False |
False |
1,056,751 |
120 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
38.75 |
1.4% |
69% |
False |
False |
881,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,868.25 |
2.618 |
2,838.75 |
1.618 |
2,820.75 |
1.000 |
2,809.75 |
0.618 |
2,802.75 |
HIGH |
2,791.75 |
0.618 |
2,784.75 |
0.500 |
2,782.75 |
0.382 |
2,780.75 |
LOW |
2,773.75 |
0.618 |
2,762.75 |
1.000 |
2,755.75 |
1.618 |
2,744.75 |
2.618 |
2,726.75 |
4.250 |
2,697.25 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
2,782.75 |
2,781.00 |
PP |
2,780.00 |
2,778.75 |
S1 |
2,777.00 |
2,776.50 |
|