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 |
7,135.00 |
7,165.00 |
30.00 |
0.4% |
7,079.75 |
High |
7,189.00 |
7,219.25 |
30.25 |
0.4% |
7,234.25 |
Low |
7,125.00 |
7,155.50 |
30.50 |
0.4% |
7,071.75 |
Close |
7,170.25 |
7,199.50 |
29.25 |
0.4% |
7,151.50 |
Range |
64.00 |
63.75 |
-0.25 |
-0.4% |
162.50 |
ATR |
93.69 |
91.55 |
-2.14 |
-2.3% |
0.00 |
Volume |
173,772 |
112,997 |
-60,775 |
-35.0% |
1,430,245 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.75 |
7,354.75 |
7,234.50 |
|
R3 |
7,319.00 |
7,291.00 |
7,217.00 |
|
R2 |
7,255.25 |
7,255.25 |
7,211.25 |
|
R1 |
7,227.25 |
7,227.25 |
7,205.25 |
7,241.25 |
PP |
7,191.50 |
7,191.50 |
7,191.50 |
7,198.50 |
S1 |
7,163.50 |
7,163.50 |
7,193.75 |
7,177.50 |
S2 |
7,127.75 |
7,127.75 |
7,187.75 |
|
S3 |
7,064.00 |
7,099.75 |
7,182.00 |
|
S4 |
7,000.25 |
7,036.00 |
7,164.50 |
|
|
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% |
82.00 |
1.1% |
78% |
False |
False |
242,593 |
10 |
7,234.25 |
6,918.50 |
315.75 |
4.4% |
79.50 |
1.1% |
89% |
False |
False |
274,497 |
20 |
7,234.25 |
6,829.75 |
404.50 |
5.6% |
84.75 |
1.2% |
91% |
False |
False |
311,530 |
40 |
7,234.25 |
6,429.25 |
805.00 |
11.2% |
103.50 |
1.4% |
96% |
False |
False |
349,973 |
60 |
7,234.25 |
6,306.75 |
927.50 |
12.9% |
128.25 |
1.8% |
96% |
False |
False |
425,904 |
80 |
7,234.25 |
6,306.75 |
927.50 |
12.9% |
125.25 |
1.7% |
96% |
False |
False |
349,686 |
100 |
7,234.25 |
6,187.50 |
1,046.75 |
14.5% |
133.50 |
1.9% |
97% |
False |
False |
280,019 |
120 |
7,234.25 |
6,187.50 |
1,046.75 |
14.5% |
121.25 |
1.7% |
97% |
False |
False |
233,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,490.25 |
2.618 |
7,386.25 |
1.618 |
7,322.50 |
1.000 |
7,283.00 |
0.618 |
7,258.75 |
HIGH |
7,219.25 |
0.618 |
7,195.00 |
0.500 |
7,187.50 |
0.382 |
7,179.75 |
LOW |
7,155.50 |
0.618 |
7,116.00 |
1.000 |
7,091.75 |
1.618 |
7,052.25 |
2.618 |
6,988.50 |
4.250 |
6,884.50 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,195.50 |
7,182.50 |
PP |
7,191.50 |
7,165.50 |
S1 |
7,187.50 |
7,148.50 |
|