Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,213.75 |
7,203.25 |
-10.50 |
-0.1% |
7,079.75 |
High |
7,262.75 |
7,292.75 |
30.00 |
0.4% |
7,234.25 |
Low |
7,192.00 |
7,178.25 |
-13.75 |
-0.2% |
7,071.75 |
Close |
7,204.25 |
7,283.75 |
79.50 |
1.1% |
7,151.50 |
Range |
70.75 |
114.50 |
43.75 |
61.8% |
162.50 |
ATR |
90.06 |
91.81 |
1.75 |
1.9% |
0.00 |
Volume |
94,299 |
68,895 |
-25,404 |
-26.9% |
1,430,245 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,595.00 |
7,554.00 |
7,346.75 |
|
R3 |
7,480.50 |
7,439.50 |
7,315.25 |
|
R2 |
7,366.00 |
7,366.00 |
7,304.75 |
|
R1 |
7,325.00 |
7,325.00 |
7,294.25 |
7,345.50 |
PP |
7,251.50 |
7,251.50 |
7,251.50 |
7,262.00 |
S1 |
7,210.50 |
7,210.50 |
7,273.25 |
7,231.00 |
S2 |
7,137.00 |
7,137.00 |
7,262.75 |
|
S3 |
7,022.50 |
7,096.00 |
7,252.25 |
|
S4 |
6,908.00 |
6,981.50 |
7,220.75 |
|
|
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 |
7,292.75 |
7,077.75 |
215.00 |
3.0% |
79.75 |
1.1% |
96% |
True |
False |
133,123 |
10 |
7,292.75 |
6,977.25 |
315.50 |
4.3% |
84.00 |
1.2% |
97% |
True |
False |
221,522 |
20 |
7,292.75 |
6,829.75 |
463.00 |
6.4% |
84.00 |
1.2% |
98% |
True |
False |
284,331 |
40 |
7,292.75 |
6,429.25 |
863.50 |
11.9% |
102.75 |
1.4% |
99% |
True |
False |
338,455 |
60 |
7,292.75 |
6,306.75 |
986.00 |
13.5% |
126.50 |
1.7% |
99% |
True |
False |
412,407 |
80 |
7,292.75 |
6,306.75 |
986.00 |
13.5% |
125.00 |
1.7% |
99% |
True |
False |
351,688 |
100 |
7,292.75 |
6,187.50 |
1,105.25 |
15.2% |
133.50 |
1.8% |
99% |
True |
False |
281,642 |
120 |
7,292.75 |
6,187.50 |
1,105.25 |
15.2% |
121.75 |
1.7% |
99% |
True |
False |
234,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,779.50 |
2.618 |
7,592.50 |
1.618 |
7,478.00 |
1.000 |
7,407.25 |
0.618 |
7,363.50 |
HIGH |
7,292.75 |
0.618 |
7,249.00 |
0.500 |
7,235.50 |
0.382 |
7,222.00 |
LOW |
7,178.25 |
0.618 |
7,107.50 |
1.000 |
7,063.75 |
1.618 |
6,993.00 |
2.618 |
6,878.50 |
4.250 |
6,691.50 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,267.75 |
7,264.00 |
PP |
7,251.50 |
7,244.00 |
S1 |
7,235.50 |
7,224.00 |
|