Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,303.1 |
1,305.9 |
2.8 |
0.2% |
1,303.5 |
High |
1,313.0 |
1,306.7 |
-6.3 |
-0.5% |
1,313.0 |
Low |
1,301.0 |
1,277.9 |
-23.1 |
-1.8% |
1,277.9 |
Close |
1,308.3 |
1,278.5 |
-29.8 |
-2.3% |
1,278.5 |
Range |
12.0 |
28.8 |
16.8 |
140.0% |
35.1 |
ATR |
11.0 |
12.3 |
1.4 |
12.7% |
0.0 |
Volume |
347,193 |
525,960 |
178,767 |
51.5% |
1,584,969 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.1 |
1,355.1 |
1,294.3 |
|
R3 |
1,345.3 |
1,326.3 |
1,286.4 |
|
R2 |
1,316.5 |
1,316.5 |
1,283.8 |
|
R1 |
1,297.5 |
1,297.5 |
1,281.1 |
1,292.6 |
PP |
1,287.7 |
1,287.7 |
1,287.7 |
1,285.3 |
S1 |
1,268.7 |
1,268.7 |
1,275.9 |
1,263.8 |
S2 |
1,258.9 |
1,258.9 |
1,273.2 |
|
S3 |
1,230.1 |
1,239.9 |
1,270.6 |
|
S4 |
1,201.3 |
1,211.1 |
1,262.7 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.1 |
1,371.9 |
1,297.8 |
|
R3 |
1,360.0 |
1,336.8 |
1,288.2 |
|
R2 |
1,324.9 |
1,324.9 |
1,284.9 |
|
R1 |
1,301.7 |
1,301.7 |
1,281.7 |
1,295.8 |
PP |
1,289.8 |
1,289.8 |
1,289.8 |
1,286.8 |
S1 |
1,266.6 |
1,266.6 |
1,275.3 |
1,260.7 |
S2 |
1,254.7 |
1,254.7 |
1,272.1 |
|
S3 |
1,219.6 |
1,231.5 |
1,268.8 |
|
S4 |
1,184.5 |
1,196.4 |
1,259.2 |
|
|
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 |
1,277.9 |
35.1 |
2.7% |
13.8 |
1.1% |
2% |
False |
True |
316,993 |
10 |
1,313.0 |
1,277.9 |
35.1 |
2.7% |
11.5 |
0.9% |
2% |
False |
True |
280,094 |
20 |
1,313.0 |
1,277.9 |
35.1 |
2.7% |
11.2 |
0.9% |
2% |
False |
True |
226,506 |
40 |
1,353.0 |
1,277.9 |
75.1 |
5.9% |
11.6 |
0.9% |
1% |
False |
True |
123,343 |
60 |
1,375.1 |
1,277.9 |
97.2 |
7.6% |
12.7 |
1.0% |
1% |
False |
True |
84,111 |
80 |
1,375.1 |
1,277.9 |
97.2 |
7.6% |
12.6 |
1.0% |
1% |
False |
True |
64,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.1 |
2.618 |
1,382.1 |
1.618 |
1,353.3 |
1.000 |
1,335.5 |
0.618 |
1,324.5 |
HIGH |
1,306.7 |
0.618 |
1,295.7 |
0.500 |
1,292.3 |
0.382 |
1,288.9 |
LOW |
1,277.9 |
0.618 |
1,260.1 |
1.000 |
1,249.1 |
1.618 |
1,231.3 |
2.618 |
1,202.5 |
4.250 |
1,155.5 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,292.3 |
1,295.5 |
PP |
1,287.7 |
1,289.8 |
S1 |
1,283.1 |
1,284.2 |
|