Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
6,731.45 |
6,706.65 |
-24.80 |
-0.4% |
7,649.66 |
High |
6,843.03 |
6,810.92 |
-32.11 |
-0.5% |
7,679.20 |
Low |
6,680.59 |
6,567.46 |
-113.13 |
-1.7% |
6,149.28 |
Close |
6,706.65 |
6,751.53 |
44.88 |
0.7% |
6,499.09 |
Range |
162.44 |
243.46 |
81.02 |
49.9% |
1,529.92 |
ATR |
391.77 |
381.17 |
-10.59 |
-2.7% |
0.00 |
Volume |
46,017 |
47,008 |
991 |
2.2% |
414,049 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,440.35 |
7,339.40 |
6,885.43 |
|
R3 |
7,196.89 |
7,095.94 |
6,818.48 |
|
R2 |
6,953.43 |
6,953.43 |
6,796.16 |
|
R1 |
6,852.48 |
6,852.48 |
6,773.85 |
6,902.96 |
PP |
6,709.97 |
6,709.97 |
6,709.97 |
6,735.21 |
S1 |
6,609.02 |
6,609.02 |
6,729.21 |
6,659.50 |
S2 |
6,466.51 |
6,466.51 |
6,706.90 |
|
S3 |
6,223.05 |
6,365.56 |
6,684.58 |
|
S4 |
5,979.59 |
6,122.10 |
6,617.63 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,365.62 |
10,462.27 |
7,340.55 |
|
R3 |
9,835.70 |
8,932.35 |
6,919.82 |
|
R2 |
8,305.78 |
8,305.78 |
6,779.58 |
|
R1 |
7,402.43 |
7,402.43 |
6,639.33 |
7,089.15 |
PP |
6,775.86 |
6,775.86 |
6,775.86 |
6,619.21 |
S1 |
5,872.51 |
5,872.51 |
6,358.85 |
5,559.23 |
S2 |
5,245.94 |
5,245.94 |
6,218.60 |
|
S3 |
3,716.02 |
4,342.59 |
6,078.36 |
|
S4 |
2,186.10 |
2,812.67 |
5,657.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,843.03 |
6,239.44 |
603.59 |
8.9% |
313.79 |
4.6% |
85% |
False |
False |
60,154 |
10 |
7,749.99 |
6,149.28 |
1,600.71 |
23.7% |
376.46 |
5.6% |
38% |
False |
False |
64,214 |
20 |
8,116.49 |
6,149.28 |
1,967.21 |
29.1% |
359.30 |
5.3% |
31% |
False |
False |
75,442 |
40 |
9,966.78 |
6,149.28 |
3,817.50 |
56.5% |
420.69 |
6.2% |
16% |
False |
False |
76,325 |
60 |
9,966.78 |
6,149.28 |
3,817.50 |
56.5% |
453.97 |
6.7% |
16% |
False |
False |
85,145 |
80 |
11,680.88 |
6,149.28 |
5,531.60 |
81.9% |
548.25 |
8.1% |
11% |
False |
False |
95,005 |
100 |
11,770.87 |
5,963.26 |
5,807.61 |
86.0% |
672.43 |
10.0% |
14% |
False |
False |
109,515 |
120 |
17,224.62 |
5,963.26 |
11,261.36 |
166.8% |
839.38 |
12.4% |
7% |
False |
False |
111,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,845.63 |
2.618 |
7,448.30 |
1.618 |
7,204.84 |
1.000 |
7,054.38 |
0.618 |
6,961.38 |
HIGH |
6,810.92 |
0.618 |
6,717.92 |
0.500 |
6,689.19 |
0.382 |
6,660.46 |
LOW |
6,567.46 |
0.618 |
6,417.00 |
1.000 |
6,324.00 |
1.618 |
6,173.54 |
2.618 |
5,930.08 |
4.250 |
5,532.76 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
6,730.75 |
6,697.49 |
PP |
6,709.97 |
6,643.44 |
S1 |
6,689.19 |
6,589.40 |
|