Trading Metrics calculated at close of trading on 18-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,525.0 |
3,491.0 |
-34.0 |
-1.0% |
3,431.0 |
High |
3,533.0 |
3,493.0 |
-40.0 |
-1.1% |
3,537.0 |
Low |
3,492.0 |
3,441.0 |
-51.0 |
-1.5% |
3,427.0 |
Close |
3,503.0 |
3,458.0 |
-45.0 |
-1.3% |
3,503.0 |
Range |
41.0 |
52.0 |
11.0 |
26.8% |
110.0 |
ATR |
44.9 |
46.2 |
1.2 |
2.7% |
0.0 |
Volume |
1,460,793 |
949,434 |
-511,359 |
-35.0% |
7,720,276 |
|
Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,620.0 |
3,591.0 |
3,486.6 |
|
R3 |
3,568.0 |
3,539.0 |
3,472.3 |
|
R2 |
3,516.0 |
3,516.0 |
3,467.5 |
|
R1 |
3,487.0 |
3,487.0 |
3,462.8 |
3,475.5 |
PP |
3,464.0 |
3,464.0 |
3,464.0 |
3,458.3 |
S1 |
3,435.0 |
3,435.0 |
3,453.2 |
3,423.5 |
S2 |
3,412.0 |
3,412.0 |
3,448.5 |
|
S3 |
3,360.0 |
3,383.0 |
3,443.7 |
|
S4 |
3,308.0 |
3,331.0 |
3,429.4 |
|
|
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 |
3,441.0 |
96.0 |
2.8% |
47.2 |
1.4% |
18% |
False |
True |
1,488,355 |
10 |
3,537.0 |
3,404.0 |
133.0 |
3.8% |
47.6 |
1.4% |
41% |
False |
False |
1,002,570 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
47.0 |
1.4% |
45% |
False |
False |
523,520 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
35.6 |
1.0% |
45% |
False |
False |
263,457 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
37.3 |
1.1% |
74% |
False |
False |
179,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.0 |
2.618 |
3,629.1 |
1.618 |
3,577.1 |
1.000 |
3,545.0 |
0.618 |
3,525.1 |
HIGH |
3,493.0 |
0.618 |
3,473.1 |
0.500 |
3,467.0 |
0.382 |
3,460.9 |
LOW |
3,441.0 |
0.618 |
3,408.9 |
1.000 |
3,389.0 |
1.618 |
3,356.9 |
2.618 |
3,304.9 |
4.250 |
3,220.0 |
|
|
Fisher Pivots for day following 18-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,467.0 |
3,489.0 |
PP |
3,464.0 |
3,478.7 |
S1 |
3,461.0 |
3,468.3 |
|