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 |
1,301.3 |
1,303.5 |
2.2 |
0.2% |
1,296.7 |
High |
1,304.8 |
1,307.0 |
2.2 |
0.2% |
1,307.8 |
Low |
1,296.0 |
1,297.8 |
1.8 |
0.1% |
1,293.5 |
Close |
1,302.7 |
1,303.2 |
0.5 |
0.0% |
1,302.7 |
Range |
8.8 |
9.2 |
0.4 |
4.5% |
14.3 |
ATR |
11.2 |
11.1 |
-0.1 |
-1.3% |
0.0 |
Volume |
217,650 |
211,583 |
-6,067 |
-2.8% |
1,215,974 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.3 |
1,325.9 |
1,308.3 |
|
R3 |
1,321.1 |
1,316.7 |
1,305.7 |
|
R2 |
1,311.9 |
1,311.9 |
1,304.9 |
|
R1 |
1,307.5 |
1,307.5 |
1,304.0 |
1,305.1 |
PP |
1,302.7 |
1,302.7 |
1,302.7 |
1,301.5 |
S1 |
1,298.3 |
1,298.3 |
1,302.4 |
1,295.9 |
S2 |
1,293.5 |
1,293.5 |
1,301.5 |
|
S3 |
1,284.3 |
1,289.1 |
1,300.7 |
|
S4 |
1,275.1 |
1,279.9 |
1,298.1 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.2 |
1,337.8 |
1,310.6 |
|
R3 |
1,329.9 |
1,323.5 |
1,306.6 |
|
R2 |
1,315.6 |
1,315.6 |
1,305.3 |
|
R1 |
1,309.2 |
1,309.2 |
1,304.0 |
1,312.4 |
PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,303.0 |
S1 |
1,294.9 |
1,294.9 |
1,301.4 |
1,298.1 |
S2 |
1,287.0 |
1,287.0 |
1,300.1 |
|
S3 |
1,272.7 |
1,280.6 |
1,298.8 |
|
S4 |
1,258.4 |
1,266.3 |
1,294.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.8 |
1,293.5 |
14.3 |
1.1% |
9.3 |
0.7% |
68% |
False |
False |
242,445 |
10 |
1,311.5 |
1,293.1 |
18.4 |
1.4% |
10.1 |
0.8% |
55% |
False |
False |
276,231 |
20 |
1,328.7 |
1,286.8 |
41.9 |
3.2% |
11.0 |
0.8% |
39% |
False |
False |
163,474 |
40 |
1,365.1 |
1,286.8 |
78.3 |
6.0% |
11.3 |
0.9% |
21% |
False |
False |
89,337 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.8 |
1.0% |
19% |
False |
False |
61,497 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.5 |
1.0% |
19% |
False |
False |
46,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.1 |
2.618 |
1,331.1 |
1.618 |
1,321.9 |
1.000 |
1,316.2 |
0.618 |
1,312.7 |
HIGH |
1,307.0 |
0.618 |
1,303.5 |
0.500 |
1,302.4 |
0.382 |
1,301.3 |
LOW |
1,297.8 |
0.618 |
1,292.1 |
1.000 |
1,288.6 |
1.618 |
1,282.9 |
2.618 |
1,273.7 |
4.250 |
1,258.7 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,302.9 |
1,302.8 |
PP |
1,302.7 |
1,302.3 |
S1 |
1,302.4 |
1,301.9 |
|