Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,165.00 |
7,213.75 |
48.75 |
0.7% |
7,079.75 |
High |
7,219.25 |
7,262.75 |
43.50 |
0.6% |
7,234.25 |
Low |
7,155.50 |
7,192.00 |
36.50 |
0.5% |
7,071.75 |
Close |
7,199.50 |
7,204.25 |
4.75 |
0.1% |
7,151.50 |
Range |
63.75 |
70.75 |
7.00 |
11.0% |
162.50 |
ATR |
91.55 |
90.06 |
-1.49 |
-1.6% |
0.00 |
Volume |
112,997 |
94,299 |
-18,698 |
-16.5% |
1,430,245 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,432.00 |
7,388.75 |
7,243.25 |
|
R3 |
7,361.25 |
7,318.00 |
7,223.75 |
|
R2 |
7,290.50 |
7,290.50 |
7,217.25 |
|
R1 |
7,247.25 |
7,247.25 |
7,210.75 |
7,233.50 |
PP |
7,219.75 |
7,219.75 |
7,219.75 |
7,212.75 |
S1 |
7,176.50 |
7,176.50 |
7,197.75 |
7,162.75 |
S2 |
7,149.00 |
7,149.00 |
7,191.25 |
|
S3 |
7,078.25 |
7,105.75 |
7,184.75 |
|
S4 |
7,007.50 |
7,035.00 |
7,165.25 |
|
|
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 |
7,262.75 |
7,077.75 |
185.00 |
2.6% |
80.25 |
1.1% |
68% |
True |
False |
201,393 |
10 |
7,262.75 |
6,958.25 |
304.50 |
4.2% |
79.00 |
1.1% |
81% |
True |
False |
253,547 |
20 |
7,262.75 |
6,829.75 |
433.00 |
6.0% |
82.25 |
1.1% |
86% |
True |
False |
294,599 |
40 |
7,262.75 |
6,429.25 |
833.50 |
11.6% |
101.75 |
1.4% |
93% |
True |
False |
344,187 |
60 |
7,262.75 |
6,306.75 |
956.00 |
13.3% |
125.75 |
1.7% |
94% |
True |
False |
417,942 |
80 |
7,262.75 |
6,306.75 |
956.00 |
13.3% |
125.00 |
1.7% |
94% |
True |
False |
350,849 |
100 |
7,262.75 |
6,187.50 |
1,075.25 |
14.9% |
133.50 |
1.9% |
95% |
True |
False |
280,958 |
120 |
7,262.75 |
6,187.50 |
1,075.25 |
14.9% |
121.50 |
1.7% |
95% |
True |
False |
234,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,563.50 |
2.618 |
7,448.00 |
1.618 |
7,377.25 |
1.000 |
7,333.50 |
0.618 |
7,306.50 |
HIGH |
7,262.75 |
0.618 |
7,235.75 |
0.500 |
7,227.50 |
0.382 |
7,219.00 |
LOW |
7,192.00 |
0.618 |
7,148.25 |
1.000 |
7,121.25 |
1.618 |
7,077.50 |
2.618 |
7,006.75 |
4.250 |
6,891.25 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,227.50 |
7,200.75 |
PP |
7,219.75 |
7,197.25 |
S1 |
7,212.00 |
7,194.00 |
|