Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,420.0 |
3,450.0 |
30.0 |
0.9% |
3,431.0 |
High |
3,443.0 |
3,452.0 |
9.0 |
0.3% |
3,537.0 |
Low |
3,399.0 |
3,427.0 |
28.0 |
0.8% |
3,427.0 |
Close |
3,427.0 |
3,437.0 |
10.0 |
0.3% |
3,503.0 |
Range |
44.0 |
25.0 |
-19.0 |
-43.2% |
110.0 |
ATR |
47.1 |
45.5 |
-1.6 |
-3.3% |
0.0 |
Volume |
1,157,377 |
877,064 |
-280,313 |
-24.2% |
7,720,276 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,513.7 |
3,500.3 |
3,450.8 |
|
R3 |
3,488.7 |
3,475.3 |
3,443.9 |
|
R2 |
3,463.7 |
3,463.7 |
3,441.6 |
|
R1 |
3,450.3 |
3,450.3 |
3,439.3 |
3,444.5 |
PP |
3,438.7 |
3,438.7 |
3,438.7 |
3,435.8 |
S1 |
3,425.3 |
3,425.3 |
3,434.7 |
3,419.5 |
S2 |
3,413.7 |
3,413.7 |
3,432.4 |
|
S3 |
3,388.7 |
3,400.3 |
3,430.1 |
|
S4 |
3,363.7 |
3,375.3 |
3,423.3 |
|
|
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% |
50.4 |
1.5% |
28% |
False |
False |
1,126,590 |
10 |
3,537.0 |
3,399.0 |
138.0 |
4.0% |
45.5 |
1.3% |
28% |
False |
False |
1,164,230 |
20 |
3,546.0 |
3,370.0 |
176.0 |
5.1% |
48.3 |
1.4% |
38% |
False |
False |
618,705 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
36.0 |
1.0% |
35% |
False |
False |
314,190 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
36.6 |
1.1% |
68% |
False |
False |
213,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,558.3 |
2.618 |
3,517.5 |
1.618 |
3,492.5 |
1.000 |
3,477.0 |
0.618 |
3,467.5 |
HIGH |
3,452.0 |
0.618 |
3,442.5 |
0.500 |
3,439.5 |
0.382 |
3,436.6 |
LOW |
3,427.0 |
0.618 |
3,411.6 |
1.000 |
3,402.0 |
1.618 |
3,386.6 |
2.618 |
3,361.6 |
4.250 |
3,320.8 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,439.5 |
3,446.0 |
PP |
3,438.7 |
3,443.0 |
S1 |
3,437.8 |
3,440.0 |
|