Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,440.0 |
3,399.0 |
-41.0 |
-1.2% |
3,491.0 |
High |
3,448.0 |
3,437.0 |
-11.0 |
-0.3% |
3,493.0 |
Low |
3,383.0 |
3,397.0 |
14.0 |
0.4% |
3,383.0 |
Close |
3,393.0 |
3,427.0 |
34.0 |
1.0% |
3,427.0 |
Range |
65.0 |
40.0 |
-25.0 |
-38.5% |
110.0 |
ATR |
46.9 |
46.7 |
-0.2 |
-0.4% |
0.0 |
Volume |
1,082,708 |
839,305 |
-243,403 |
-22.5% |
4,905,888 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540.3 |
3,523.7 |
3,449.0 |
|
R3 |
3,500.3 |
3,483.7 |
3,438.0 |
|
R2 |
3,460.3 |
3,460.3 |
3,434.3 |
|
R1 |
3,443.7 |
3,443.7 |
3,430.7 |
3,452.0 |
PP |
3,420.3 |
3,420.3 |
3,420.3 |
3,424.5 |
S1 |
3,403.7 |
3,403.7 |
3,423.3 |
3,412.0 |
S2 |
3,380.3 |
3,380.3 |
3,419.7 |
|
S3 |
3,340.3 |
3,363.7 |
3,416.0 |
|
S4 |
3,300.3 |
3,323.7 |
3,405.0 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,764.3 |
3,705.7 |
3,487.5 |
|
R3 |
3,654.3 |
3,595.7 |
3,457.3 |
|
R2 |
3,544.3 |
3,544.3 |
3,447.2 |
|
R1 |
3,485.7 |
3,485.7 |
3,437.1 |
3,460.0 |
PP |
3,434.3 |
3,434.3 |
3,434.3 |
3,421.5 |
S1 |
3,375.7 |
3,375.7 |
3,416.9 |
3,350.0 |
S2 |
3,324.3 |
3,324.3 |
3,406.8 |
|
S3 |
3,214.3 |
3,265.7 |
3,396.8 |
|
S4 |
3,104.3 |
3,155.7 |
3,366.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,493.0 |
3,383.0 |
110.0 |
3.2% |
45.2 |
1.3% |
40% |
False |
False |
981,177 |
10 |
3,537.0 |
3,383.0 |
154.0 |
4.5% |
46.4 |
1.4% |
29% |
False |
False |
1,262,616 |
20 |
3,537.0 |
3,370.0 |
167.0 |
4.9% |
48.4 |
1.4% |
34% |
False |
False |
712,814 |
40 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
36.9 |
1.1% |
29% |
False |
False |
361,811 |
60 |
3,564.0 |
3,171.0 |
393.0 |
11.5% |
36.5 |
1.1% |
65% |
False |
False |
245,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,607.0 |
2.618 |
3,541.7 |
1.618 |
3,501.7 |
1.000 |
3,477.0 |
0.618 |
3,461.7 |
HIGH |
3,437.0 |
0.618 |
3,421.7 |
0.500 |
3,417.0 |
0.382 |
3,412.3 |
LOW |
3,397.0 |
0.618 |
3,372.3 |
1.000 |
3,357.0 |
1.618 |
3,332.3 |
2.618 |
3,292.3 |
4.250 |
3,227.0 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,423.7 |
3,423.8 |
PP |
3,420.3 |
3,420.7 |
S1 |
3,417.0 |
3,417.5 |
|