Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,299.6 |
1,303.1 |
3.5 |
0.3% |
1,296.7 |
High |
1,305.2 |
1,313.0 |
7.8 |
0.6% |
1,307.8 |
Low |
1,294.5 |
1,301.0 |
6.5 |
0.5% |
1,293.5 |
Close |
1,301.3 |
1,308.3 |
7.0 |
0.5% |
1,302.7 |
Range |
10.7 |
12.0 |
1.3 |
12.1% |
14.3 |
ATR |
10.9 |
11.0 |
0.1 |
0.7% |
0.0 |
Volume |
263,840 |
347,193 |
83,353 |
31.6% |
1,215,974 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.4 |
1,337.9 |
1,314.9 |
|
R3 |
1,331.4 |
1,325.9 |
1,311.6 |
|
R2 |
1,319.4 |
1,319.4 |
1,310.5 |
|
R1 |
1,313.9 |
1,313.9 |
1,309.4 |
1,316.7 |
PP |
1,307.4 |
1,307.4 |
1,307.4 |
1,308.8 |
S1 |
1,301.9 |
1,301.9 |
1,307.2 |
1,304.7 |
S2 |
1,295.4 |
1,295.4 |
1,306.1 |
|
S3 |
1,283.4 |
1,289.9 |
1,305.0 |
|
S4 |
1,271.4 |
1,277.9 |
1,301.7 |
|
|
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 |
1,313.0 |
1,294.5 |
18.5 |
1.4% |
9.8 |
0.8% |
75% |
True |
False |
255,331 |
10 |
1,313.0 |
1,293.1 |
19.9 |
1.5% |
9.8 |
0.7% |
76% |
True |
False |
259,354 |
20 |
1,313.0 |
1,286.8 |
26.2 |
2.0% |
10.2 |
0.8% |
82% |
True |
False |
201,209 |
40 |
1,363.9 |
1,286.8 |
77.1 |
5.9% |
11.3 |
0.9% |
28% |
False |
False |
110,268 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.7% |
12.7 |
1.0% |
24% |
False |
False |
75,520 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.7% |
12.4 |
0.9% |
24% |
False |
False |
57,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.0 |
2.618 |
1,344.4 |
1.618 |
1,332.4 |
1.000 |
1,325.0 |
0.618 |
1,320.4 |
HIGH |
1,313.0 |
0.618 |
1,308.4 |
0.500 |
1,307.0 |
0.382 |
1,305.6 |
LOW |
1,301.0 |
0.618 |
1,293.6 |
1.000 |
1,289.0 |
1.618 |
1,281.6 |
2.618 |
1,269.6 |
4.250 |
1,250.0 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,307.9 |
1,306.8 |
PP |
1,307.4 |
1,305.3 |
S1 |
1,307.0 |
1,303.8 |
|