Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,295.3 |
1,299.3 |
4.0 |
0.3% |
1,293.9 |
High |
1,299.4 |
1,302.0 |
2.6 |
0.2% |
1,302.8 |
Low |
1,294.8 |
1,293.6 |
-1.2 |
-0.1% |
1,289.9 |
Close |
1,298.1 |
1,298.9 |
0.8 |
0.1% |
1,298.1 |
Range |
4.6 |
8.4 |
3.8 |
82.6% |
12.9 |
ATR |
10.6 |
10.4 |
-0.2 |
-1.5% |
0.0 |
Volume |
650 |
71 |
-579 |
-89.1% |
1,603 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.4 |
1,319.5 |
1,303.5 |
|
R3 |
1,315.0 |
1,311.1 |
1,301.2 |
|
R2 |
1,306.6 |
1,306.6 |
1,300.4 |
|
R1 |
1,302.7 |
1,302.7 |
1,299.7 |
1,300.5 |
PP |
1,298.2 |
1,298.2 |
1,298.2 |
1,297.0 |
S1 |
1,294.3 |
1,294.3 |
1,298.1 |
1,292.1 |
S2 |
1,289.8 |
1,289.8 |
1,297.4 |
|
S3 |
1,281.4 |
1,285.9 |
1,296.6 |
|
S4 |
1,273.0 |
1,277.5 |
1,294.3 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.6 |
1,329.8 |
1,305.2 |
|
R3 |
1,322.7 |
1,316.9 |
1,301.6 |
|
R2 |
1,309.8 |
1,309.8 |
1,300.5 |
|
R1 |
1,304.0 |
1,304.0 |
1,299.3 |
1,306.9 |
PP |
1,296.9 |
1,296.9 |
1,296.9 |
1,298.4 |
S1 |
1,291.1 |
1,291.1 |
1,296.9 |
1,294.0 |
S2 |
1,284.0 |
1,284.0 |
1,295.7 |
|
S3 |
1,271.1 |
1,278.2 |
1,294.6 |
|
S4 |
1,258.2 |
1,265.3 |
1,291.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,302.8 |
1,289.9 |
12.9 |
1.0% |
7.2 |
0.6% |
70% |
False |
False |
306 |
10 |
1,306.8 |
1,288.9 |
17.9 |
1.4% |
8.7 |
0.7% |
56% |
False |
False |
44,359 |
20 |
1,322.4 |
1,281.2 |
41.2 |
3.2% |
10.3 |
0.8% |
43% |
False |
False |
190,714 |
40 |
1,359.0 |
1,281.2 |
77.8 |
6.0% |
11.3 |
0.9% |
23% |
False |
False |
247,625 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.0 |
1.0% |
20% |
False |
False |
244,127 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.1 |
1.0% |
20% |
False |
False |
188,196 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
13.7 |
1.1% |
19% |
False |
False |
152,003 |
120 |
1,375.5 |
1,264.4 |
111.1 |
8.6% |
13.2 |
1.0% |
31% |
False |
False |
127,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.7 |
2.618 |
1,324.0 |
1.618 |
1,315.6 |
1.000 |
1,310.4 |
0.618 |
1,307.2 |
HIGH |
1,302.0 |
0.618 |
1,298.8 |
0.500 |
1,297.8 |
0.382 |
1,296.8 |
LOW |
1,293.6 |
0.618 |
1,288.4 |
1.000 |
1,285.2 |
1.618 |
1,280.0 |
2.618 |
1,271.6 |
4.250 |
1,257.9 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,298.5 |
1,298.7 |
PP |
1,298.2 |
1,298.4 |
S1 |
1,297.8 |
1,298.2 |
|