Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,304.5 |
1,299.6 |
-4.9 |
-0.4% |
1,296.7 |
High |
1,304.8 |
1,305.2 |
0.4 |
0.0% |
1,307.8 |
Low |
1,296.3 |
1,294.5 |
-1.8 |
-0.1% |
1,293.5 |
Close |
1,299.4 |
1,301.3 |
1.9 |
0.1% |
1,302.7 |
Range |
8.5 |
10.7 |
2.2 |
25.9% |
14.3 |
ATR |
10.9 |
10.9 |
0.0 |
-0.1% |
0.0 |
Volume |
236,393 |
263,840 |
27,447 |
11.6% |
1,215,974 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.4 |
1,327.6 |
1,307.2 |
|
R3 |
1,321.7 |
1,316.9 |
1,304.2 |
|
R2 |
1,311.0 |
1,311.0 |
1,303.3 |
|
R1 |
1,306.2 |
1,306.2 |
1,302.3 |
1,308.6 |
PP |
1,300.3 |
1,300.3 |
1,300.3 |
1,301.6 |
S1 |
1,295.5 |
1,295.5 |
1,300.3 |
1,297.9 |
S2 |
1,289.6 |
1,289.6 |
1,299.3 |
|
S3 |
1,278.9 |
1,284.8 |
1,298.4 |
|
S4 |
1,268.2 |
1,274.1 |
1,295.4 |
|
|
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 |
1,294.5 |
13.3 |
1.0% |
9.2 |
0.7% |
51% |
False |
True |
237,822 |
10 |
1,311.5 |
1,293.1 |
18.4 |
1.4% |
9.6 |
0.7% |
45% |
False |
False |
256,149 |
20 |
1,312.6 |
1,286.8 |
25.8 |
2.0% |
10.1 |
0.8% |
56% |
False |
False |
184,956 |
40 |
1,365.1 |
1,286.8 |
78.3 |
6.0% |
11.3 |
0.9% |
19% |
False |
False |
101,693 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.7 |
1.0% |
16% |
False |
False |
69,776 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.5 |
1.0% |
16% |
False |
False |
53,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.7 |
2.618 |
1,333.2 |
1.618 |
1,322.5 |
1.000 |
1,315.9 |
0.618 |
1,311.8 |
HIGH |
1,305.2 |
0.618 |
1,301.1 |
0.500 |
1,299.9 |
0.382 |
1,298.6 |
LOW |
1,294.5 |
0.618 |
1,287.9 |
1.000 |
1,283.8 |
1.618 |
1,277.2 |
2.618 |
1,266.5 |
4.250 |
1,249.0 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,300.8 |
1,301.1 |
PP |
1,300.3 |
1,300.9 |
S1 |
1,299.9 |
1,300.8 |
|