Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,462.0 |
3,525.0 |
63.0 |
1.8% |
3,431.0 |
High |
3,537.0 |
3,533.0 |
-4.0 |
-0.1% |
3,537.0 |
Low |
3,447.0 |
3,492.0 |
45.0 |
1.3% |
3,427.0 |
Close |
3,524.0 |
3,503.0 |
-21.0 |
-0.6% |
3,503.0 |
Range |
90.0 |
41.0 |
-49.0 |
-54.4% |
110.0 |
ATR |
45.2 |
44.9 |
-0.3 |
-0.7% |
0.0 |
Volume |
1,188,282 |
1,460,793 |
272,511 |
22.9% |
7,720,276 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.3 |
3,608.7 |
3,525.6 |
|
R3 |
3,591.3 |
3,567.7 |
3,514.3 |
|
R2 |
3,550.3 |
3,550.3 |
3,510.5 |
|
R1 |
3,526.7 |
3,526.7 |
3,506.8 |
3,518.0 |
PP |
3,509.3 |
3,509.3 |
3,509.3 |
3,505.0 |
S1 |
3,485.7 |
3,485.7 |
3,499.2 |
3,477.0 |
S2 |
3,468.3 |
3,468.3 |
3,495.5 |
|
S3 |
3,427.3 |
3,444.7 |
3,491.7 |
|
S4 |
3,386.3 |
3,403.7 |
3,480.5 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,819.0 |
3,771.0 |
3,563.5 |
|
R3 |
3,709.0 |
3,661.0 |
3,533.3 |
|
R2 |
3,599.0 |
3,599.0 |
3,523.2 |
|
R1 |
3,551.0 |
3,551.0 |
3,513.1 |
3,575.0 |
PP |
3,489.0 |
3,489.0 |
3,489.0 |
3,501.0 |
S1 |
3,441.0 |
3,441.0 |
3,492.9 |
3,465.0 |
S2 |
3,379.0 |
3,379.0 |
3,482.8 |
|
S3 |
3,269.0 |
3,331.0 |
3,472.8 |
|
S4 |
3,159.0 |
3,221.0 |
3,442.5 |
|
|
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 |
3,427.0 |
110.0 |
3.1% |
47.6 |
1.4% |
69% |
False |
False |
1,544,055 |
10 |
3,537.0 |
3,404.0 |
133.0 |
3.8% |
44.7 |
1.3% |
74% |
False |
False |
917,442 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.5% |
45.6 |
1.3% |
69% |
False |
False |
476,058 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.5% |
34.8 |
1.0% |
69% |
False |
False |
239,760 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.0 |
1.1% |
85% |
False |
False |
163,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,707.3 |
2.618 |
3,640.3 |
1.618 |
3,599.3 |
1.000 |
3,574.0 |
0.618 |
3,558.3 |
HIGH |
3,533.0 |
0.618 |
3,517.3 |
0.500 |
3,512.5 |
0.382 |
3,507.7 |
LOW |
3,492.0 |
0.618 |
3,466.7 |
1.000 |
3,451.0 |
1.618 |
3,425.7 |
2.618 |
3,384.7 |
4.250 |
3,317.8 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,512.5 |
3,499.3 |
PP |
3,509.3 |
3,495.7 |
S1 |
3,506.2 |
3,492.0 |
|