Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,461.0 |
3,462.0 |
1.0 |
0.0% |
3,444.0 |
High |
3,479.0 |
3,537.0 |
58.0 |
1.7% |
3,480.0 |
Low |
3,453.0 |
3,447.0 |
-6.0 |
-0.2% |
3,404.0 |
Close |
3,473.0 |
3,524.0 |
51.0 |
1.5% |
3,428.0 |
Range |
26.0 |
90.0 |
64.0 |
246.2% |
76.0 |
ATR |
41.8 |
45.2 |
3.4 |
8.2% |
0.0 |
Volume |
1,546,653 |
1,188,282 |
-358,371 |
-23.2% |
1,454,153 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,772.7 |
3,738.3 |
3,573.5 |
|
R3 |
3,682.7 |
3,648.3 |
3,548.8 |
|
R2 |
3,592.7 |
3,592.7 |
3,540.5 |
|
R1 |
3,558.3 |
3,558.3 |
3,532.3 |
3,575.5 |
PP |
3,502.7 |
3,502.7 |
3,502.7 |
3,511.3 |
S1 |
3,468.3 |
3,468.3 |
3,515.8 |
3,485.5 |
S2 |
3,412.7 |
3,412.7 |
3,507.5 |
|
S3 |
3,322.7 |
3,378.3 |
3,499.3 |
|
S4 |
3,232.7 |
3,288.3 |
3,474.5 |
|
|
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 |
3,537.0 |
3,404.0 |
133.0 |
3.8% |
46.8 |
1.3% |
90% |
True |
False |
1,383,198 |
10 |
3,537.0 |
3,404.0 |
133.0 |
3.8% |
44.7 |
1.3% |
90% |
True |
False |
776,477 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.5% |
45.1 |
1.3% |
79% |
False |
False |
403,039 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.5% |
34.1 |
1.0% |
79% |
False |
False |
205,973 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.2 |
1.1% |
90% |
False |
False |
139,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,919.5 |
2.618 |
3,772.6 |
1.618 |
3,682.6 |
1.000 |
3,627.0 |
0.618 |
3,592.6 |
HIGH |
3,537.0 |
0.618 |
3,502.6 |
0.500 |
3,492.0 |
0.382 |
3,481.4 |
LOW |
3,447.0 |
0.618 |
3,391.4 |
1.000 |
3,357.0 |
1.618 |
3,301.4 |
2.618 |
3,211.4 |
4.250 |
3,064.5 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,513.3 |
3,513.3 |
PP |
3,502.7 |
3,502.7 |
S1 |
3,492.0 |
3,492.0 |
|