Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,431.0 |
3,473.0 |
42.0 |
1.2% |
3,444.0 |
High |
3,481.0 |
3,486.0 |
5.0 |
0.1% |
3,480.0 |
Low |
3,427.0 |
3,459.0 |
32.0 |
0.9% |
3,404.0 |
Close |
3,472.0 |
3,464.0 |
-8.0 |
-0.2% |
3,428.0 |
Range |
54.0 |
27.0 |
-27.0 |
-50.0% |
76.0 |
ATR |
44.2 |
43.0 |
-1.2 |
-2.8% |
0.0 |
Volume |
1,227,934 |
2,296,614 |
1,068,680 |
87.0% |
1,454,153 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,550.7 |
3,534.3 |
3,478.9 |
|
R3 |
3,523.7 |
3,507.3 |
3,471.4 |
|
R2 |
3,496.7 |
3,496.7 |
3,469.0 |
|
R1 |
3,480.3 |
3,480.3 |
3,466.5 |
3,475.0 |
PP |
3,469.7 |
3,469.7 |
3,469.7 |
3,467.0 |
S1 |
3,453.3 |
3,453.3 |
3,461.5 |
3,448.0 |
S2 |
3,442.7 |
3,442.7 |
3,459.1 |
|
S3 |
3,415.7 |
3,426.3 |
3,456.6 |
|
S4 |
3,388.7 |
3,399.3 |
3,449.2 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.3 |
3,622.7 |
3,469.8 |
|
R3 |
3,589.3 |
3,546.7 |
3,448.9 |
|
R2 |
3,513.3 |
3,513.3 |
3,441.9 |
|
R1 |
3,470.7 |
3,470.7 |
3,435.0 |
3,454.0 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,429.0 |
S1 |
3,394.7 |
3,394.7 |
3,421.0 |
3,378.0 |
S2 |
3,361.3 |
3,361.3 |
3,414.1 |
|
S3 |
3,285.3 |
3,318.7 |
3,407.1 |
|
S4 |
3,209.3 |
3,242.7 |
3,386.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,486.0 |
3,404.0 |
82.0 |
2.4% |
44.2 |
1.3% |
73% |
True |
False |
957,716 |
10 |
3,486.0 |
3,373.0 |
113.0 |
3.3% |
44.2 |
1.3% |
81% |
True |
False |
509,111 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
41.0 |
1.2% |
48% |
False |
False |
266,316 |
40 |
3,564.0 |
3,350.0 |
214.0 |
6.2% |
32.5 |
0.9% |
53% |
False |
False |
137,996 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
36.1 |
1.0% |
75% |
False |
False |
94,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,600.8 |
2.618 |
3,556.7 |
1.618 |
3,529.7 |
1.000 |
3,513.0 |
0.618 |
3,502.7 |
HIGH |
3,486.0 |
0.618 |
3,475.7 |
0.500 |
3,472.5 |
0.382 |
3,469.3 |
LOW |
3,459.0 |
0.618 |
3,442.3 |
1.000 |
3,432.0 |
1.618 |
3,415.3 |
2.618 |
3,388.3 |
4.250 |
3,344.3 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,472.5 |
3,457.7 |
PP |
3,469.7 |
3,451.3 |
S1 |
3,466.8 |
3,445.0 |
|