Trading Metrics calculated at close of trading on 19-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,281.1 |
1,280.7 |
-0.4 |
0.0% |
1,303.5 |
High |
1,284.9 |
1,286.8 |
1.9 |
0.1% |
1,313.0 |
Low |
1,279.5 |
1,272.6 |
-6.9 |
-0.5% |
1,277.9 |
Close |
1,280.1 |
1,278.6 |
-1.5 |
-0.1% |
1,278.5 |
Range |
5.4 |
14.2 |
8.8 |
163.0% |
35.1 |
ATR |
11.9 |
12.1 |
0.2 |
1.4% |
0.0 |
Volume |
195,743 |
289,574 |
93,831 |
47.9% |
1,584,969 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,314.5 |
1,286.4 |
|
R3 |
1,307.7 |
1,300.3 |
1,282.5 |
|
R2 |
1,293.5 |
1,293.5 |
1,281.2 |
|
R1 |
1,286.1 |
1,286.1 |
1,279.9 |
1,282.7 |
PP |
1,279.3 |
1,279.3 |
1,279.3 |
1,277.7 |
S1 |
1,271.9 |
1,271.9 |
1,277.3 |
1,268.5 |
S2 |
1,265.1 |
1,265.1 |
1,276.0 |
|
S3 |
1,250.9 |
1,257.7 |
1,274.7 |
|
S4 |
1,236.7 |
1,243.5 |
1,270.8 |
|
|
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 |
1,272.6 |
40.4 |
3.2% |
14.2 |
1.1% |
15% |
False |
True |
324,462 |
10 |
1,313.0 |
1,272.6 |
40.4 |
3.2% |
11.5 |
0.9% |
15% |
False |
True |
279,963 |
20 |
1,313.0 |
1,272.6 |
40.4 |
3.2% |
11.2 |
0.9% |
15% |
False |
True |
246,747 |
40 |
1,340.5 |
1,272.6 |
67.9 |
5.3% |
11.5 |
0.9% |
9% |
False |
True |
134,999 |
60 |
1,375.1 |
1,272.6 |
102.5 |
8.0% |
12.6 |
1.0% |
6% |
False |
True |
92,013 |
80 |
1,375.1 |
1,272.6 |
102.5 |
8.0% |
12.6 |
1.0% |
6% |
False |
True |
70,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.2 |
2.618 |
1,324.0 |
1.618 |
1,309.8 |
1.000 |
1,301.0 |
0.618 |
1,295.6 |
HIGH |
1,286.8 |
0.618 |
1,281.4 |
0.500 |
1,279.7 |
0.382 |
1,278.0 |
LOW |
1,272.6 |
0.618 |
1,263.8 |
1.000 |
1,258.4 |
1.618 |
1,249.6 |
2.618 |
1,235.4 |
4.250 |
1,212.3 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,279.7 |
1,289.7 |
PP |
1,279.3 |
1,286.0 |
S1 |
1,279.0 |
1,282.3 |
|