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 |
1,684.1 |
1,676.4 |
-7.7 |
-0.5% |
1,651.0 |
High |
1,685.6 |
1,686.4 |
0.8 |
0.0% |
1,681.1 |
Low |
1,673.8 |
1,671.3 |
-2.5 |
-0.1% |
1,641.6 |
Close |
1,675.6 |
1,686.1 |
10.5 |
0.6% |
1,671.3 |
Range |
11.8 |
15.1 |
3.3 |
28.0% |
39.5 |
ATR |
17.3 |
17.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
2,493 |
1,647 |
-846 |
-33.9% |
18,820 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.5 |
1,721.5 |
1,694.5 |
|
R3 |
1,711.5 |
1,706.3 |
1,690.3 |
|
R2 |
1,696.3 |
1,696.3 |
1,688.8 |
|
R1 |
1,691.3 |
1,691.3 |
1,687.5 |
1,693.8 |
PP |
1,681.3 |
1,681.3 |
1,681.3 |
1,682.5 |
S1 |
1,676.3 |
1,676.3 |
1,684.8 |
1,678.8 |
S2 |
1,666.3 |
1,666.3 |
1,683.3 |
|
S3 |
1,651.0 |
1,661.0 |
1,682.0 |
|
S4 |
1,636.0 |
1,646.0 |
1,677.8 |
|
|
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 |
1,661.7 |
25.0 |
1.5% |
13.3 |
0.8% |
98% |
False |
False |
2,350 |
10 |
1,686.7 |
1,637.6 |
49.1 |
2.9% |
14.8 |
0.9% |
99% |
False |
False |
3,277 |
20 |
1,686.7 |
1,607.2 |
79.5 |
4.7% |
16.0 |
0.9% |
99% |
False |
False |
3,590 |
40 |
1,686.7 |
1,527.2 |
159.5 |
9.5% |
18.3 |
1.1% |
100% |
False |
False |
4,021 |
60 |
1,686.7 |
1,482.6 |
204.1 |
12.1% |
22.0 |
1.3% |
100% |
False |
False |
6,090 |
80 |
1,686.7 |
1,482.6 |
204.1 |
12.1% |
21.5 |
1.3% |
100% |
False |
False |
5,548 |
100 |
1,686.7 |
1,464.3 |
222.4 |
13.2% |
18.8 |
1.1% |
100% |
False |
False |
4,440 |
120 |
1,686.7 |
1,464.3 |
222.4 |
13.2% |
16.0 |
0.9% |
100% |
False |
False |
3,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.5 |
2.618 |
1,726.0 |
1.618 |
1,710.8 |
1.000 |
1,701.5 |
0.618 |
1,695.8 |
HIGH |
1,686.5 |
0.618 |
1,680.8 |
0.500 |
1,678.8 |
0.382 |
1,677.0 |
LOW |
1,671.3 |
0.618 |
1,662.0 |
1.000 |
1,656.3 |
1.618 |
1,646.8 |
2.618 |
1,631.8 |
4.250 |
1,607.0 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,683.8 |
1,683.8 |
PP |
1,681.3 |
1,681.3 |
S1 |
1,678.8 |
1,679.0 |
|