Trading Metrics calculated at close of trading on 19-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,491.0 |
3,420.0 |
-71.0 |
-2.0% |
3,431.0 |
High |
3,493.0 |
3,443.0 |
-50.0 |
-1.4% |
3,537.0 |
Low |
3,441.0 |
3,399.0 |
-42.0 |
-1.2% |
3,427.0 |
Close |
3,458.0 |
3,427.0 |
-31.0 |
-0.9% |
3,503.0 |
Range |
52.0 |
44.0 |
-8.0 |
-15.4% |
110.0 |
ATR |
46.2 |
47.1 |
0.9 |
2.0% |
0.0 |
Volume |
949,434 |
1,157,377 |
207,943 |
21.9% |
7,720,276 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.0 |
3,535.0 |
3,451.2 |
|
R3 |
3,511.0 |
3,491.0 |
3,439.1 |
|
R2 |
3,467.0 |
3,467.0 |
3,435.1 |
|
R1 |
3,447.0 |
3,447.0 |
3,431.0 |
3,457.0 |
PP |
3,423.0 |
3,423.0 |
3,423.0 |
3,428.0 |
S1 |
3,403.0 |
3,403.0 |
3,423.0 |
3,413.0 |
S2 |
3,379.0 |
3,379.0 |
3,418.9 |
|
S3 |
3,335.0 |
3,359.0 |
3,414.9 |
|
S4 |
3,291.0 |
3,315.0 |
3,402.8 |
|
|
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 |
3,399.0 |
138.0 |
4.0% |
50.6 |
1.5% |
20% |
False |
True |
1,260,507 |
10 |
3,537.0 |
3,399.0 |
138.0 |
4.0% |
47.4 |
1.4% |
20% |
False |
True |
1,109,112 |
20 |
3,563.0 |
3,370.0 |
193.0 |
5.6% |
48.1 |
1.4% |
30% |
False |
False |
581,024 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
36.1 |
1.1% |
29% |
False |
False |
292,390 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
37.5 |
1.1% |
66% |
False |
False |
198,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,630.0 |
2.618 |
3,558.2 |
1.618 |
3,514.2 |
1.000 |
3,487.0 |
0.618 |
3,470.2 |
HIGH |
3,443.0 |
0.618 |
3,426.2 |
0.500 |
3,421.0 |
0.382 |
3,415.8 |
LOW |
3,399.0 |
0.618 |
3,371.8 |
1.000 |
3,355.0 |
1.618 |
3,327.8 |
2.618 |
3,283.8 |
4.250 |
3,212.0 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,425.0 |
3,466.0 |
PP |
3,423.0 |
3,453.0 |
S1 |
3,421.0 |
3,440.0 |
|