Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,269.7 |
1,268.6 |
-1.1 |
-0.1% |
1,281.1 |
High |
1,272.3 |
1,273.1 |
0.8 |
0.1% |
1,286.8 |
Low |
1,262.4 |
1,268.4 |
6.0 |
0.5% |
1,262.4 |
Close |
1,270.5 |
1,270.7 |
0.2 |
0.0% |
1,270.7 |
Range |
9.9 |
4.7 |
-5.2 |
-52.5% |
24.4 |
ATR |
11.9 |
11.4 |
-0.5 |
-4.3% |
0.0 |
Volume |
281,809 |
184,223 |
-97,586 |
-34.6% |
1,184,533 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.8 |
1,282.5 |
1,273.3 |
|
R3 |
1,280.1 |
1,277.8 |
1,272.0 |
|
R2 |
1,275.4 |
1,275.4 |
1,271.6 |
|
R1 |
1,273.1 |
1,273.1 |
1,271.1 |
1,274.3 |
PP |
1,270.7 |
1,270.7 |
1,270.7 |
1,271.3 |
S1 |
1,268.4 |
1,268.4 |
1,270.3 |
1,269.6 |
S2 |
1,266.0 |
1,266.0 |
1,269.8 |
|
S3 |
1,261.3 |
1,263.7 |
1,269.4 |
|
S4 |
1,256.6 |
1,259.0 |
1,268.1 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.5 |
1,333.0 |
1,284.1 |
|
R3 |
1,322.1 |
1,308.6 |
1,277.4 |
|
R2 |
1,297.7 |
1,297.7 |
1,275.2 |
|
R1 |
1,284.2 |
1,284.2 |
1,272.9 |
1,278.8 |
PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,270.6 |
S1 |
1,259.8 |
1,259.8 |
1,268.5 |
1,254.4 |
S2 |
1,248.9 |
1,248.9 |
1,266.2 |
|
S3 |
1,224.5 |
1,235.4 |
1,264.0 |
|
S4 |
1,200.1 |
1,211.0 |
1,257.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.8 |
1,262.4 |
24.4 |
1.9% |
8.6 |
0.7% |
34% |
False |
False |
236,906 |
10 |
1,313.0 |
1,262.4 |
50.6 |
4.0% |
11.2 |
0.9% |
16% |
False |
False |
276,950 |
20 |
1,313.0 |
1,262.4 |
50.6 |
4.0% |
10.6 |
0.8% |
16% |
False |
False |
270,845 |
40 |
1,332.6 |
1,262.4 |
70.2 |
5.5% |
11.2 |
0.9% |
12% |
False |
False |
152,042 |
60 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
12.1 |
1.0% |
7% |
False |
False |
103,293 |
80 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
12.5 |
1.0% |
7% |
False |
False |
78,700 |
100 |
1,375.1 |
1,262.4 |
112.7 |
8.9% |
12.9 |
1.0% |
7% |
False |
False |
63,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.1 |
2.618 |
1,285.4 |
1.618 |
1,280.7 |
1.000 |
1,277.8 |
0.618 |
1,276.0 |
HIGH |
1,273.1 |
0.618 |
1,271.3 |
0.500 |
1,270.8 |
0.382 |
1,270.2 |
LOW |
1,268.4 |
0.618 |
1,265.5 |
1.000 |
1,263.7 |
1.618 |
1,260.8 |
2.618 |
1,256.1 |
4.250 |
1,248.4 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,270.8 |
1,270.6 |
PP |
1,270.7 |
1,270.6 |
S1 |
1,270.7 |
1,270.5 |
|