Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,280.7 |
1,277.3 |
-3.4 |
-0.3% |
1,303.5 |
High |
1,286.8 |
1,278.6 |
-8.2 |
-0.6% |
1,313.0 |
Low |
1,272.6 |
1,269.6 |
-3.0 |
-0.2% |
1,277.9 |
Close |
1,278.6 |
1,274.5 |
-4.1 |
-0.3% |
1,278.5 |
Range |
14.2 |
9.0 |
-5.2 |
-36.6% |
35.1 |
ATR |
12.1 |
11.9 |
-0.2 |
-1.8% |
0.0 |
Volume |
289,574 |
233,184 |
-56,390 |
-19.5% |
1,584,969 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.2 |
1,296.9 |
1,279.5 |
|
R3 |
1,292.2 |
1,287.9 |
1,277.0 |
|
R2 |
1,283.2 |
1,283.2 |
1,276.2 |
|
R1 |
1,278.9 |
1,278.9 |
1,275.3 |
1,276.6 |
PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,273.1 |
S1 |
1,269.9 |
1,269.9 |
1,273.7 |
1,267.6 |
S2 |
1,265.2 |
1,265.2 |
1,272.9 |
|
S3 |
1,256.2 |
1,260.9 |
1,272.0 |
|
S4 |
1,247.2 |
1,251.9 |
1,269.6 |
|
|
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 |
1,269.6 |
43.4 |
3.4% |
13.9 |
1.1% |
11% |
False |
True |
318,330 |
10 |
1,313.0 |
1,269.6 |
43.4 |
3.4% |
11.5 |
0.9% |
11% |
False |
True |
278,076 |
20 |
1,313.0 |
1,269.6 |
43.4 |
3.4% |
11.2 |
0.9% |
11% |
False |
True |
256,023 |
40 |
1,339.9 |
1,269.6 |
70.3 |
5.5% |
11.5 |
0.9% |
7% |
False |
True |
140,701 |
60 |
1,375.1 |
1,269.6 |
105.5 |
8.3% |
12.5 |
1.0% |
5% |
False |
True |
95,763 |
80 |
1,375.1 |
1,269.6 |
105.5 |
8.3% |
12.6 |
1.0% |
5% |
False |
True |
72,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,316.9 |
2.618 |
1,302.2 |
1.618 |
1,293.2 |
1.000 |
1,287.6 |
0.618 |
1,284.2 |
HIGH |
1,278.6 |
0.618 |
1,275.2 |
0.500 |
1,274.1 |
0.382 |
1,273.0 |
LOW |
1,269.6 |
0.618 |
1,264.0 |
1.000 |
1,260.6 |
1.618 |
1,255.0 |
2.618 |
1,246.0 |
4.250 |
1,231.4 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,274.4 |
1,278.2 |
PP |
1,274.2 |
1,277.0 |
S1 |
1,274.1 |
1,275.7 |
|