Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,676.4 |
1,685.0 |
8.6 |
0.5% |
1,666.6 |
High |
1,686.4 |
1,687.7 |
1.3 |
0.1% |
1,687.7 |
Low |
1,671.3 |
1,675.2 |
3.9 |
0.2% |
1,666.5 |
Close |
1,686.1 |
1,677.8 |
-8.4 |
-0.5% |
1,677.8 |
Range |
15.1 |
12.5 |
-2.6 |
-17.2% |
21.2 |
ATR |
17.2 |
16.8 |
-0.3 |
-1.9% |
0.0 |
Volume |
1,647 |
112 |
-1,535 |
-93.2% |
9,378 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.8 |
1,710.3 |
1,684.5 |
|
R3 |
1,705.3 |
1,697.8 |
1,681.3 |
|
R2 |
1,692.8 |
1,692.8 |
1,680.0 |
|
R1 |
1,685.3 |
1,685.3 |
1,679.0 |
1,682.8 |
PP |
1,680.3 |
1,680.3 |
1,680.3 |
1,679.0 |
S1 |
1,672.8 |
1,672.8 |
1,676.5 |
1,670.3 |
S2 |
1,667.8 |
1,667.8 |
1,675.5 |
|
S3 |
1,655.3 |
1,660.3 |
1,674.3 |
|
S4 |
1,642.8 |
1,647.8 |
1,671.0 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.0 |
1,730.5 |
1,689.5 |
|
R3 |
1,719.8 |
1,709.3 |
1,683.5 |
|
R2 |
1,698.5 |
1,698.5 |
1,681.8 |
|
R1 |
1,688.3 |
1,688.3 |
1,679.8 |
1,693.3 |
PP |
1,677.3 |
1,677.3 |
1,677.3 |
1,680.0 |
S1 |
1,667.0 |
1,667.0 |
1,675.8 |
1,672.0 |
S2 |
1,656.0 |
1,656.0 |
1,673.8 |
|
S3 |
1,635.0 |
1,645.8 |
1,672.0 |
|
S4 |
1,613.8 |
1,624.5 |
1,666.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.7 |
1,666.5 |
21.2 |
1.3% |
13.3 |
0.8% |
53% |
True |
False |
1,875 |
10 |
1,687.7 |
1,641.6 |
46.1 |
2.7% |
14.5 |
0.9% |
78% |
True |
False |
2,819 |
20 |
1,687.7 |
1,607.2 |
80.5 |
4.8% |
15.8 |
0.9% |
88% |
True |
False |
3,421 |
40 |
1,687.7 |
1,527.2 |
160.5 |
9.6% |
18.0 |
1.1% |
94% |
True |
False |
3,902 |
60 |
1,687.7 |
1,482.6 |
205.1 |
12.2% |
22.0 |
1.3% |
95% |
True |
False |
5,897 |
80 |
1,687.7 |
1,482.6 |
205.1 |
12.2% |
21.5 |
1.3% |
95% |
True |
False |
5,550 |
100 |
1,687.7 |
1,464.3 |
223.4 |
13.3% |
19.0 |
1.1% |
96% |
True |
False |
4,441 |
120 |
1,687.7 |
1,464.3 |
223.4 |
13.3% |
16.0 |
1.0% |
96% |
True |
False |
3,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.8 |
2.618 |
1,720.5 |
1.618 |
1,708.0 |
1.000 |
1,700.3 |
0.618 |
1,695.5 |
HIGH |
1,687.8 |
0.618 |
1,683.0 |
0.500 |
1,681.5 |
0.382 |
1,680.0 |
LOW |
1,675.3 |
0.618 |
1,667.5 |
1.000 |
1,662.8 |
1.618 |
1,655.0 |
2.618 |
1,642.5 |
4.250 |
1,622.0 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,681.5 |
1,679.5 |
PP |
1,680.3 |
1,679.0 |
S1 |
1,679.0 |
1,678.3 |
|