Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,294.0 |
1,297.2 |
3.2 |
0.2% |
1,293.9 |
High |
1,299.4 |
1,307.7 |
8.3 |
0.6% |
1,302.8 |
Low |
1,290.9 |
1,297.2 |
6.3 |
0.5% |
1,289.9 |
Close |
1,296.9 |
1,304.0 |
7.1 |
0.5% |
1,298.1 |
Range |
8.5 |
10.5 |
2.0 |
23.5% |
12.9 |
ATR |
10.0 |
10.1 |
0.1 |
0.6% |
0.0 |
Volume |
135 |
42 |
-93 |
-68.9% |
1,603 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.5 |
1,329.7 |
1,309.8 |
|
R3 |
1,324.0 |
1,319.2 |
1,306.9 |
|
R2 |
1,313.5 |
1,313.5 |
1,305.9 |
|
R1 |
1,308.7 |
1,308.7 |
1,305.0 |
1,311.1 |
PP |
1,303.0 |
1,303.0 |
1,303.0 |
1,304.2 |
S1 |
1,298.2 |
1,298.2 |
1,303.0 |
1,300.6 |
S2 |
1,292.5 |
1,292.5 |
1,302.1 |
|
S3 |
1,282.0 |
1,287.7 |
1,301.1 |
|
S4 |
1,271.5 |
1,277.2 |
1,298.2 |
|
|
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 |
1,307.7 |
1,290.9 |
16.8 |
1.3% |
7.5 |
0.6% |
78% |
True |
False |
210 |
10 |
1,307.7 |
1,288.9 |
18.8 |
1.4% |
7.8 |
0.6% |
80% |
True |
False |
266 |
20 |
1,307.7 |
1,281.2 |
26.5 |
2.0% |
9.2 |
0.7% |
86% |
True |
False |
137,728 |
40 |
1,357.7 |
1,281.2 |
76.5 |
5.9% |
11.0 |
0.8% |
30% |
False |
False |
226,194 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.8 |
1.0% |
26% |
False |
False |
241,907 |
80 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.8 |
1.0% |
26% |
False |
False |
187,642 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.2% |
13.7 |
1.0% |
24% |
False |
False |
151,867 |
120 |
1,375.5 |
1,276.2 |
99.3 |
7.6% |
13.3 |
1.0% |
28% |
False |
False |
127,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.3 |
2.618 |
1,335.2 |
1.618 |
1,324.7 |
1.000 |
1,318.2 |
0.618 |
1,314.2 |
HIGH |
1,307.7 |
0.618 |
1,303.7 |
0.500 |
1,302.5 |
0.382 |
1,301.2 |
LOW |
1,297.2 |
0.618 |
1,290.7 |
1.000 |
1,286.7 |
1.618 |
1,280.2 |
2.618 |
1,269.7 |
4.250 |
1,252.6 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,303.5 |
1,302.4 |
PP |
1,303.0 |
1,300.9 |
S1 |
1,302.5 |
1,299.3 |
|