Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,473.0 |
3,461.0 |
-12.0 |
-0.3% |
3,444.0 |
High |
3,486.0 |
3,479.0 |
-7.0 |
-0.2% |
3,480.0 |
Low |
3,459.0 |
3,453.0 |
-6.0 |
-0.2% |
3,404.0 |
Close |
3,464.0 |
3,473.0 |
9.0 |
0.3% |
3,428.0 |
Range |
27.0 |
26.0 |
-1.0 |
-3.7% |
76.0 |
ATR |
43.0 |
41.8 |
-1.2 |
-2.8% |
0.0 |
Volume |
2,296,614 |
1,546,653 |
-749,961 |
-32.7% |
1,454,153 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.3 |
3,535.7 |
3,487.3 |
|
R3 |
3,520.3 |
3,509.7 |
3,480.2 |
|
R2 |
3,494.3 |
3,494.3 |
3,477.8 |
|
R1 |
3,483.7 |
3,483.7 |
3,475.4 |
3,489.0 |
PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,471.0 |
S1 |
3,457.7 |
3,457.7 |
3,470.6 |
3,463.0 |
S2 |
3,442.3 |
3,442.3 |
3,468.2 |
|
S3 |
3,416.3 |
3,431.7 |
3,465.9 |
|
S4 |
3,390.3 |
3,405.7 |
3,458.7 |
|
|
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% |
40.6 |
1.2% |
84% |
False |
False |
1,201,871 |
10 |
3,486.0 |
3,373.0 |
113.0 |
3.3% |
42.0 |
1.2% |
88% |
False |
False |
658,549 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
41.6 |
1.2% |
53% |
False |
False |
343,628 |
40 |
3,564.0 |
3,362.0 |
202.0 |
5.8% |
32.7 |
0.9% |
55% |
False |
False |
176,660 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
36.1 |
1.0% |
77% |
False |
False |
119,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,589.5 |
2.618 |
3,547.1 |
1.618 |
3,521.1 |
1.000 |
3,505.0 |
0.618 |
3,495.1 |
HIGH |
3,479.0 |
0.618 |
3,469.1 |
0.500 |
3,466.0 |
0.382 |
3,462.9 |
LOW |
3,453.0 |
0.618 |
3,436.9 |
1.000 |
3,427.0 |
1.618 |
3,410.9 |
2.618 |
3,384.9 |
4.250 |
3,342.5 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,470.7 |
3,467.5 |
PP |
3,468.3 |
3,462.0 |
S1 |
3,466.0 |
3,456.5 |
|