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 |
7,160.00 |
7,135.00 |
-25.00 |
-0.3% |
7,079.75 |
High |
7,163.00 |
7,189.00 |
26.00 |
0.4% |
7,234.25 |
Low |
7,077.75 |
7,125.00 |
47.25 |
0.7% |
7,071.75 |
Close |
7,151.50 |
7,170.25 |
18.75 |
0.3% |
7,151.50 |
Range |
85.25 |
64.00 |
-21.25 |
-24.9% |
162.50 |
ATR |
95.97 |
93.69 |
-2.28 |
-2.4% |
0.00 |
Volume |
215,656 |
173,772 |
-41,884 |
-19.4% |
1,430,245 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,353.50 |
7,325.75 |
7,205.50 |
|
R3 |
7,289.50 |
7,261.75 |
7,187.75 |
|
R2 |
7,225.50 |
7,225.50 |
7,182.00 |
|
R1 |
7,197.75 |
7,197.75 |
7,176.00 |
7,211.50 |
PP |
7,161.50 |
7,161.50 |
7,161.50 |
7,168.25 |
S1 |
7,133.75 |
7,133.75 |
7,164.50 |
7,147.50 |
S2 |
7,097.50 |
7,097.50 |
7,158.50 |
|
S3 |
7,033.50 |
7,069.75 |
7,152.75 |
|
S4 |
6,969.50 |
7,005.75 |
7,135.00 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,640.00 |
7,558.25 |
7,241.00 |
|
R3 |
7,477.50 |
7,395.75 |
7,196.25 |
|
R2 |
7,315.00 |
7,315.00 |
7,181.25 |
|
R1 |
7,233.25 |
7,233.25 |
7,166.50 |
7,274.00 |
PP |
7,152.50 |
7,152.50 |
7,152.50 |
7,173.00 |
S1 |
7,070.75 |
7,070.75 |
7,136.50 |
7,111.50 |
S2 |
6,990.00 |
6,990.00 |
7,121.75 |
|
S3 |
6,827.50 |
6,908.25 |
7,106.75 |
|
S4 |
6,665.00 |
6,745.75 |
7,062.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,234.25 |
7,077.75 |
156.50 |
2.2% |
79.25 |
1.1% |
59% |
False |
False |
271,236 |
10 |
7,234.25 |
6,890.50 |
343.75 |
4.8% |
84.75 |
1.2% |
81% |
False |
False |
311,961 |
20 |
7,234.25 |
6,829.75 |
404.50 |
5.6% |
84.50 |
1.2% |
84% |
False |
False |
318,675 |
40 |
7,234.25 |
6,429.25 |
805.00 |
11.2% |
104.00 |
1.5% |
92% |
False |
False |
355,260 |
60 |
7,234.25 |
6,306.75 |
927.50 |
12.9% |
128.00 |
1.8% |
93% |
False |
False |
428,811 |
80 |
7,234.25 |
6,306.75 |
927.50 |
12.9% |
126.50 |
1.8% |
93% |
False |
False |
348,294 |
100 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
133.25 |
1.9% |
94% |
False |
False |
278,894 |
120 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
121.25 |
1.7% |
94% |
False |
False |
232,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,461.00 |
2.618 |
7,356.50 |
1.618 |
7,292.50 |
1.000 |
7,253.00 |
0.618 |
7,228.50 |
HIGH |
7,189.00 |
0.618 |
7,164.50 |
0.500 |
7,157.00 |
0.382 |
7,149.50 |
LOW |
7,125.00 |
0.618 |
7,085.50 |
1.000 |
7,061.00 |
1.618 |
7,021.50 |
2.618 |
6,957.50 |
4.250 |
6,853.00 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,165.75 |
7,165.50 |
PP |
7,161.50 |
7,160.75 |
S1 |
7,157.00 |
7,156.00 |
|