Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,297.2 |
1,297.4 |
0.2 |
0.0% |
1,299.3 |
High |
1,307.7 |
1,297.4 |
-10.3 |
-0.8% |
1,307.7 |
Low |
1,297.2 |
1,274.0 |
-23.2 |
-1.8% |
1,274.0 |
Close |
1,304.0 |
1,274.6 |
-29.4 |
-2.3% |
1,274.6 |
Range |
10.5 |
23.4 |
12.9 |
122.9% |
33.7 |
ATR |
10.1 |
11.5 |
1.4 |
14.2% |
0.0 |
Volume |
42 |
589 |
547 |
1,302.4% |
990 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.2 |
1,336.8 |
1,287.5 |
|
R3 |
1,328.8 |
1,313.4 |
1,281.0 |
|
R2 |
1,305.4 |
1,305.4 |
1,278.9 |
|
R1 |
1,290.0 |
1,290.0 |
1,276.7 |
1,286.0 |
PP |
1,282.0 |
1,282.0 |
1,282.0 |
1,280.0 |
S1 |
1,266.6 |
1,266.6 |
1,272.5 |
1,262.6 |
S2 |
1,258.6 |
1,258.6 |
1,270.3 |
|
S3 |
1,235.2 |
1,243.2 |
1,268.2 |
|
S4 |
1,211.8 |
1,219.8 |
1,261.7 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.5 |
1,364.3 |
1,293.1 |
|
R3 |
1,352.8 |
1,330.6 |
1,283.9 |
|
R2 |
1,319.1 |
1,319.1 |
1,280.8 |
|
R1 |
1,296.9 |
1,296.9 |
1,277.7 |
1,291.2 |
PP |
1,285.4 |
1,285.4 |
1,285.4 |
1,282.6 |
S1 |
1,263.2 |
1,263.2 |
1,271.5 |
1,257.5 |
S2 |
1,251.7 |
1,251.7 |
1,268.4 |
|
S3 |
1,218.0 |
1,229.5 |
1,265.3 |
|
S4 |
1,184.3 |
1,195.8 |
1,256.1 |
|
|
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 |
1,274.0 |
33.7 |
2.6% |
11.3 |
0.9% |
2% |
False |
True |
198 |
10 |
1,307.7 |
1,274.0 |
33.7 |
2.6% |
9.1 |
0.7% |
2% |
False |
True |
259 |
20 |
1,307.7 |
1,274.0 |
33.7 |
2.6% |
9.9 |
0.8% |
2% |
False |
True |
122,817 |
40 |
1,348.9 |
1,274.0 |
74.9 |
5.9% |
11.2 |
0.9% |
1% |
False |
True |
217,646 |
60 |
1,369.4 |
1,274.0 |
95.4 |
7.5% |
12.7 |
1.0% |
1% |
False |
True |
240,804 |
80 |
1,369.4 |
1,274.0 |
95.4 |
7.5% |
12.9 |
1.0% |
1% |
False |
True |
187,613 |
100 |
1,375.5 |
1,274.0 |
101.5 |
8.0% |
13.8 |
1.1% |
1% |
False |
True |
151,793 |
120 |
1,375.5 |
1,274.0 |
101.5 |
8.0% |
13.4 |
1.1% |
1% |
False |
True |
127,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.9 |
2.618 |
1,358.7 |
1.618 |
1,335.3 |
1.000 |
1,320.8 |
0.618 |
1,311.9 |
HIGH |
1,297.4 |
0.618 |
1,288.5 |
0.500 |
1,285.7 |
0.382 |
1,282.9 |
LOW |
1,274.0 |
0.618 |
1,259.5 |
1.000 |
1,250.6 |
1.618 |
1,236.1 |
2.618 |
1,212.7 |
4.250 |
1,174.6 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,285.7 |
1,290.9 |
PP |
1,282.0 |
1,285.4 |
S1 |
1,278.3 |
1,280.0 |
|