Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,299.3 |
1,297.8 |
-1.5 |
-0.1% |
1,293.9 |
High |
1,302.0 |
1,298.2 |
-3.8 |
-0.3% |
1,302.8 |
Low |
1,293.6 |
1,292.6 |
-1.0 |
-0.1% |
1,289.9 |
Close |
1,298.9 |
1,295.1 |
-3.8 |
-0.3% |
1,298.1 |
Range |
8.4 |
5.6 |
-2.8 |
-33.3% |
12.9 |
ATR |
10.4 |
10.1 |
-0.3 |
-2.8% |
0.0 |
Volume |
71 |
153 |
82 |
115.5% |
1,603 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.1 |
1,309.2 |
1,298.2 |
|
R3 |
1,306.5 |
1,303.6 |
1,296.6 |
|
R2 |
1,300.9 |
1,300.9 |
1,296.1 |
|
R1 |
1,298.0 |
1,298.0 |
1,295.6 |
1,296.7 |
PP |
1,295.3 |
1,295.3 |
1,295.3 |
1,294.6 |
S1 |
1,292.4 |
1,292.4 |
1,294.6 |
1,291.1 |
S2 |
1,289.7 |
1,289.7 |
1,294.1 |
|
S3 |
1,284.1 |
1,286.8 |
1,293.6 |
|
S4 |
1,278.5 |
1,281.2 |
1,292.0 |
|
|
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 |
1,292.6 |
10.2 |
0.8% |
6.3 |
0.5% |
25% |
False |
True |
265 |
10 |
1,306.8 |
1,288.9 |
17.9 |
1.4% |
7.8 |
0.6% |
35% |
False |
False |
5,741 |
20 |
1,314.7 |
1,281.2 |
33.5 |
2.6% |
10.1 |
0.8% |
41% |
False |
False |
178,660 |
40 |
1,359.0 |
1,281.2 |
77.8 |
6.0% |
11.1 |
0.9% |
18% |
False |
False |
240,890 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.9 |
1.0% |
16% |
False |
False |
243,680 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.0 |
1.0% |
16% |
False |
False |
188,054 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
13.6 |
1.1% |
15% |
False |
False |
151,984 |
120 |
1,375.5 |
1,271.3 |
104.2 |
8.0% |
13.2 |
1.0% |
23% |
False |
False |
127,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.0 |
2.618 |
1,312.9 |
1.618 |
1,307.3 |
1.000 |
1,303.8 |
0.618 |
1,301.7 |
HIGH |
1,298.2 |
0.618 |
1,296.1 |
0.500 |
1,295.4 |
0.382 |
1,294.7 |
LOW |
1,292.6 |
0.618 |
1,289.1 |
1.000 |
1,287.0 |
1.618 |
1,283.5 |
2.618 |
1,277.9 |
4.250 |
1,268.8 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,295.4 |
1,297.3 |
PP |
1,295.3 |
1,296.6 |
S1 |
1,295.2 |
1,295.8 |
|