Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,667.77 |
7,649.66 |
-18.11 |
-0.2% |
7,442.29 |
High |
7,696.52 |
7,679.20 |
-17.32 |
-0.2% |
7,766.59 |
Low |
7,545.85 |
6,647.48 |
-898.37 |
-11.9% |
7,382.00 |
Close |
7,649.52 |
6,764.59 |
-884.93 |
-11.6% |
7,649.52 |
Range |
150.67 |
1,031.72 |
881.05 |
584.8% |
384.59 |
ATR |
362.78 |
410.56 |
47.78 |
13.2% |
0.00 |
Volume |
33,683 |
75,640 |
41,957 |
124.6% |
219,323 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,125.58 |
9,476.81 |
7,332.04 |
|
R3 |
9,093.86 |
8,445.09 |
7,048.31 |
|
R2 |
8,062.14 |
8,062.14 |
6,953.74 |
|
R1 |
7,413.37 |
7,413.37 |
6,859.16 |
7,221.90 |
PP |
7,030.42 |
7,030.42 |
7,030.42 |
6,934.69 |
S1 |
6,381.65 |
6,381.65 |
6,670.02 |
6,190.18 |
S2 |
5,998.70 |
5,998.70 |
6,575.44 |
|
S3 |
4,966.98 |
5,349.93 |
6,480.87 |
|
S4 |
3,935.26 |
4,318.21 |
6,197.14 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,753.14 |
8,585.92 |
7,861.04 |
|
R3 |
8,368.55 |
8,201.33 |
7,755.28 |
|
R2 |
7,983.96 |
7,983.96 |
7,720.03 |
|
R1 |
7,816.74 |
7,816.74 |
7,684.77 |
7,900.35 |
PP |
7,599.37 |
7,599.37 |
7,599.37 |
7,641.18 |
S1 |
7,432.15 |
7,432.15 |
7,614.27 |
7,515.76 |
S2 |
7,214.78 |
7,214.78 |
7,579.01 |
|
S3 |
6,830.19 |
7,047.56 |
7,543.76 |
|
S4 |
6,445.60 |
6,662.97 |
7,438.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,749.99 |
6,647.48 |
1,102.51 |
16.3% |
353.88 |
5.2% |
11% |
False |
True |
49,604 |
10 |
7,766.59 |
6,647.48 |
1,119.11 |
16.5% |
332.74 |
4.9% |
10% |
False |
True |
72,935 |
20 |
8,883.95 |
6,647.48 |
2,236.47 |
33.1% |
382.84 |
5.7% |
5% |
False |
True |
74,912 |
40 |
9,966.78 |
6,647.48 |
3,319.30 |
49.1% |
431.61 |
6.4% |
4% |
False |
True |
77,392 |
60 |
9,966.78 |
6,451.17 |
3,515.61 |
52.0% |
499.31 |
7.4% |
9% |
False |
False |
90,985 |
80 |
11,770.87 |
6,451.17 |
5,319.70 |
78.6% |
607.80 |
9.0% |
6% |
False |
False |
99,969 |
100 |
12,998.57 |
5,963.26 |
7,035.31 |
104.0% |
747.73 |
11.1% |
11% |
False |
False |
112,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,064.01 |
2.618 |
10,380.24 |
1.618 |
9,348.52 |
1.000 |
8,710.92 |
0.618 |
8,316.80 |
HIGH |
7,679.20 |
0.618 |
7,285.08 |
0.500 |
7,163.34 |
0.382 |
7,041.60 |
LOW |
6,647.48 |
0.618 |
6,009.88 |
1.000 |
5,615.76 |
1.618 |
4,978.16 |
2.618 |
3,946.44 |
4.250 |
2,262.67 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,163.34 |
7,198.74 |
PP |
7,030.42 |
7,054.02 |
S1 |
6,897.51 |
6,909.31 |
|