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 |
1,674.4 |
1,684.1 |
9.7 |
0.6% |
1,651.0 |
High |
1,686.7 |
1,685.6 |
-1.1 |
-0.1% |
1,681.1 |
Low |
1,672.1 |
1,673.8 |
1.7 |
0.1% |
1,641.6 |
Close |
1,681.4 |
1,675.6 |
-5.8 |
-0.3% |
1,671.3 |
Range |
14.6 |
11.8 |
-2.8 |
-19.2% |
39.5 |
ATR |
17.8 |
17.3 |
-0.4 |
-2.4% |
0.0 |
Volume |
2,795 |
2,493 |
-302 |
-10.8% |
18,820 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.8 |
1,706.5 |
1,682.0 |
|
R3 |
1,702.0 |
1,694.8 |
1,678.8 |
|
R2 |
1,690.3 |
1,690.3 |
1,677.8 |
|
R1 |
1,682.8 |
1,682.8 |
1,676.8 |
1,680.5 |
PP |
1,678.3 |
1,678.3 |
1,678.3 |
1,677.3 |
S1 |
1,671.0 |
1,671.0 |
1,674.5 |
1,668.8 |
S2 |
1,666.5 |
1,666.5 |
1,673.5 |
|
S3 |
1,654.8 |
1,659.3 |
1,672.3 |
|
S4 |
1,643.0 |
1,647.5 |
1,669.0 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.3 |
1,766.8 |
1,693.0 |
|
R3 |
1,743.8 |
1,727.3 |
1,682.3 |
|
R2 |
1,704.3 |
1,704.3 |
1,678.5 |
|
R1 |
1,687.8 |
1,687.8 |
1,675.0 |
1,696.0 |
PP |
1,664.8 |
1,664.8 |
1,664.8 |
1,668.8 |
S1 |
1,648.3 |
1,648.3 |
1,667.8 |
1,656.5 |
S2 |
1,625.3 |
1,625.3 |
1,664.0 |
|
S3 |
1,585.8 |
1,608.8 |
1,660.5 |
|
S4 |
1,546.3 |
1,569.3 |
1,649.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,686.7 |
1,660.0 |
26.7 |
1.6% |
14.3 |
0.9% |
58% |
False |
False |
2,959 |
10 |
1,686.7 |
1,631.8 |
54.9 |
3.3% |
15.5 |
0.9% |
80% |
False |
False |
3,656 |
20 |
1,686.7 |
1,600.3 |
86.4 |
5.2% |
16.3 |
1.0% |
87% |
False |
False |
3,727 |
40 |
1,686.7 |
1,527.2 |
159.5 |
9.5% |
18.3 |
1.1% |
93% |
False |
False |
4,075 |
60 |
1,686.7 |
1,482.6 |
204.1 |
12.2% |
22.0 |
1.3% |
95% |
False |
False |
6,149 |
80 |
1,686.7 |
1,482.6 |
204.1 |
12.2% |
21.5 |
1.3% |
95% |
False |
False |
5,528 |
100 |
1,686.7 |
1,464.3 |
222.4 |
13.3% |
18.8 |
1.1% |
95% |
False |
False |
4,423 |
120 |
1,686.7 |
1,464.3 |
222.4 |
13.3% |
15.8 |
0.9% |
95% |
False |
False |
3,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.8 |
2.618 |
1,716.5 |
1.618 |
1,704.8 |
1.000 |
1,697.5 |
0.618 |
1,693.0 |
HIGH |
1,685.5 |
0.618 |
1,681.0 |
0.500 |
1,679.8 |
0.382 |
1,678.3 |
LOW |
1,673.8 |
0.618 |
1,666.5 |
1.000 |
1,662.0 |
1.618 |
1,654.8 |
2.618 |
1,643.0 |
4.250 |
1,623.8 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,679.8 |
1,676.5 |
PP |
1,678.3 |
1,676.3 |
S1 |
1,677.0 |
1,676.0 |
|