Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,274.4 |
1,262.7 |
-11.7 |
-0.9% |
1,299.3 |
High |
1,274.4 |
1,268.9 |
-5.5 |
-0.4% |
1,307.7 |
Low |
1,271.2 |
1,260.0 |
-11.2 |
-0.9% |
1,274.0 |
Close |
1,271.2 |
1,267.2 |
-4.0 |
-0.3% |
1,274.6 |
Range |
3.2 |
8.9 |
5.7 |
178.1% |
33.7 |
ATR |
10.7 |
10.7 |
0.0 |
0.3% |
0.0 |
Volume |
7 |
46 |
39 |
557.1% |
990 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.1 |
1,288.5 |
1,272.1 |
|
R3 |
1,283.2 |
1,279.6 |
1,269.6 |
|
R2 |
1,274.3 |
1,274.3 |
1,268.8 |
|
R1 |
1,270.7 |
1,270.7 |
1,268.0 |
1,272.5 |
PP |
1,265.4 |
1,265.4 |
1,265.4 |
1,266.3 |
S1 |
1,261.8 |
1,261.8 |
1,266.4 |
1,263.6 |
S2 |
1,256.5 |
1,256.5 |
1,265.6 |
|
S3 |
1,247.6 |
1,252.9 |
1,264.8 |
|
S4 |
1,238.7 |
1,244.0 |
1,262.3 |
|
|
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 |
1,297.4 |
1,260.0 |
37.4 |
3.0% |
10.4 |
0.8% |
19% |
False |
True |
142 |
10 |
1,307.7 |
1,260.0 |
47.7 |
3.8% |
9.0 |
0.7% |
15% |
False |
True |
176 |
20 |
1,307.7 |
1,260.0 |
47.7 |
3.8% |
9.3 |
0.7% |
15% |
False |
True |
58,498 |
40 |
1,328.0 |
1,260.0 |
68.0 |
5.4% |
10.7 |
0.8% |
11% |
False |
True |
189,530 |
60 |
1,369.4 |
1,260.0 |
109.4 |
8.6% |
12.2 |
1.0% |
7% |
False |
True |
229,354 |
80 |
1,369.4 |
1,260.0 |
109.4 |
8.6% |
12.6 |
1.0% |
7% |
False |
True |
187,018 |
100 |
1,369.6 |
1,260.0 |
109.6 |
8.6% |
13.4 |
1.1% |
7% |
False |
True |
151,380 |
120 |
1,375.5 |
1,260.0 |
115.5 |
9.1% |
13.4 |
1.1% |
6% |
False |
True |
127,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.7 |
2.618 |
1,292.2 |
1.618 |
1,283.3 |
1.000 |
1,277.8 |
0.618 |
1,274.4 |
HIGH |
1,268.9 |
0.618 |
1,265.5 |
0.500 |
1,264.5 |
0.382 |
1,263.4 |
LOW |
1,260.0 |
0.618 |
1,254.5 |
1.000 |
1,251.1 |
1.618 |
1,245.6 |
2.618 |
1,236.7 |
4.250 |
1,222.2 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,266.3 |
1,270.9 |
PP |
1,265.4 |
1,269.7 |
S1 |
1,264.5 |
1,268.4 |
|