Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,277.3 |
1,269.7 |
-7.6 |
-0.6% |
1,303.5 |
High |
1,278.6 |
1,272.3 |
-6.3 |
-0.5% |
1,313.0 |
Low |
1,269.6 |
1,262.4 |
-7.2 |
-0.6% |
1,277.9 |
Close |
1,274.5 |
1,270.5 |
-4.0 |
-0.3% |
1,278.5 |
Range |
9.0 |
9.9 |
0.9 |
10.0% |
35.1 |
ATR |
11.9 |
11.9 |
0.0 |
0.1% |
0.0 |
Volume |
233,184 |
281,809 |
48,625 |
20.9% |
1,584,969 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.1 |
1,294.2 |
1,275.9 |
|
R3 |
1,288.2 |
1,284.3 |
1,273.2 |
|
R2 |
1,278.3 |
1,278.3 |
1,272.3 |
|
R1 |
1,274.4 |
1,274.4 |
1,271.4 |
1,276.4 |
PP |
1,268.4 |
1,268.4 |
1,268.4 |
1,269.4 |
S1 |
1,264.5 |
1,264.5 |
1,269.6 |
1,266.5 |
S2 |
1,258.5 |
1,258.5 |
1,268.7 |
|
S3 |
1,248.6 |
1,254.6 |
1,267.8 |
|
S4 |
1,238.7 |
1,244.7 |
1,265.1 |
|
|
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 |
1,306.7 |
1,262.4 |
44.3 |
3.5% |
13.5 |
1.1% |
18% |
False |
True |
305,254 |
10 |
1,313.0 |
1,262.4 |
50.6 |
4.0% |
11.7 |
0.9% |
16% |
False |
True |
280,292 |
20 |
1,313.0 |
1,262.4 |
50.6 |
4.0% |
11.1 |
0.9% |
16% |
False |
True |
266,721 |
40 |
1,334.0 |
1,262.4 |
71.6 |
5.6% |
11.4 |
0.9% |
11% |
False |
True |
147,543 |
60 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
12.4 |
1.0% |
7% |
False |
True |
100,368 |
80 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
12.5 |
1.0% |
7% |
False |
True |
76,422 |
100 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
13.0 |
1.0% |
7% |
False |
True |
61,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.4 |
2.618 |
1,298.2 |
1.618 |
1,288.3 |
1.000 |
1,282.2 |
0.618 |
1,278.4 |
HIGH |
1,272.3 |
0.618 |
1,268.5 |
0.500 |
1,267.4 |
0.382 |
1,266.2 |
LOW |
1,262.4 |
0.618 |
1,256.3 |
1.000 |
1,252.5 |
1.618 |
1,246.4 |
2.618 |
1,236.5 |
4.250 |
1,220.3 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,269.5 |
1,274.6 |
PP |
1,268.4 |
1,273.2 |
S1 |
1,267.4 |
1,271.9 |
|