Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,450.0 |
3,440.0 |
-10.0 |
-0.3% |
3,431.0 |
High |
3,452.0 |
3,448.0 |
-4.0 |
-0.1% |
3,537.0 |
Low |
3,427.0 |
3,383.0 |
-44.0 |
-1.3% |
3,427.0 |
Close |
3,437.0 |
3,393.0 |
-44.0 |
-1.3% |
3,503.0 |
Range |
25.0 |
65.0 |
40.0 |
160.0% |
110.0 |
ATR |
45.5 |
46.9 |
1.4 |
3.1% |
0.0 |
Volume |
877,064 |
1,082,708 |
205,644 |
23.4% |
7,720,276 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,603.0 |
3,563.0 |
3,428.8 |
|
R3 |
3,538.0 |
3,498.0 |
3,410.9 |
|
R2 |
3,473.0 |
3,473.0 |
3,404.9 |
|
R1 |
3,433.0 |
3,433.0 |
3,399.0 |
3,420.5 |
PP |
3,408.0 |
3,408.0 |
3,408.0 |
3,401.8 |
S1 |
3,368.0 |
3,368.0 |
3,387.0 |
3,355.5 |
S2 |
3,343.0 |
3,343.0 |
3,381.1 |
|
S3 |
3,278.0 |
3,303.0 |
3,375.1 |
|
S4 |
3,213.0 |
3,238.0 |
3,357.3 |
|
|
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 |
3,533.0 |
3,383.0 |
150.0 |
4.4% |
45.4 |
1.3% |
7% |
False |
True |
1,105,475 |
10 |
3,537.0 |
3,383.0 |
154.0 |
4.5% |
46.1 |
1.4% |
6% |
False |
True |
1,244,336 |
20 |
3,537.0 |
3,370.0 |
167.0 |
4.9% |
49.0 |
1.4% |
14% |
False |
False |
671,948 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
36.5 |
1.1% |
12% |
False |
False |
340,831 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
36.8 |
1.1% |
57% |
False |
False |
231,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,724.3 |
2.618 |
3,618.2 |
1.618 |
3,553.2 |
1.000 |
3,513.0 |
0.618 |
3,488.2 |
HIGH |
3,448.0 |
0.618 |
3,423.2 |
0.500 |
3,415.5 |
0.382 |
3,407.8 |
LOW |
3,383.0 |
0.618 |
3,342.8 |
1.000 |
3,318.0 |
1.618 |
3,277.8 |
2.618 |
3,212.8 |
4.250 |
3,106.8 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,415.5 |
3,417.5 |
PP |
3,408.0 |
3,409.3 |
S1 |
3,400.5 |
3,401.2 |
|