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 |
1,689.5 |
1,687.5 |
-2.0 |
-0.1% |
1,675.1 |
High |
1,691.8 |
1,699.8 |
8.0 |
0.5% |
1,692.3 |
Low |
1,676.5 |
1,677.2 |
0.7 |
0.0% |
1,671.7 |
Close |
1,690.6 |
1,699.6 |
9.0 |
0.5% |
1,690.6 |
Range |
15.3 |
22.6 |
7.3 |
47.7% |
20.6 |
ATR |
16.6 |
17.0 |
0.4 |
2.6% |
0.0 |
Volume |
128,066 |
99,617 |
-28,449 |
-22.2% |
859,053 |
|
Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.0 |
1,752.4 |
1,712.0 |
|
R3 |
1,737.4 |
1,729.8 |
1,705.8 |
|
R2 |
1,714.8 |
1,714.8 |
1,703.7 |
|
R1 |
1,707.2 |
1,707.2 |
1,701.7 |
1,711.0 |
PP |
1,692.2 |
1,692.2 |
1,692.2 |
1,694.1 |
S1 |
1,684.6 |
1,684.6 |
1,697.5 |
1,688.4 |
S2 |
1,669.6 |
1,669.6 |
1,695.5 |
|
S3 |
1,647.0 |
1,662.0 |
1,693.4 |
|
S4 |
1,624.4 |
1,639.4 |
1,687.2 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.7 |
1,739.2 |
1,701.9 |
|
R3 |
1,726.1 |
1,718.6 |
1,696.3 |
|
R2 |
1,705.5 |
1,705.5 |
1,694.4 |
|
R1 |
1,698.0 |
1,698.0 |
1,692.5 |
1,701.8 |
PP |
1,684.9 |
1,684.9 |
1,684.9 |
1,686.7 |
S1 |
1,677.4 |
1,677.4 |
1,688.7 |
1,681.2 |
S2 |
1,664.3 |
1,664.3 |
1,686.8 |
|
S3 |
1,643.7 |
1,656.8 |
1,684.9 |
|
S4 |
1,623.1 |
1,636.2 |
1,679.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.8 |
1,675.9 |
23.9 |
1.4% |
16.3 |
1.0% |
99% |
True |
False |
135,602 |
10 |
1,699.8 |
1,656.3 |
43.5 |
2.6% |
16.0 |
0.9% |
100% |
True |
False |
125,215 |
20 |
1,699.8 |
1,614.0 |
85.8 |
5.0% |
16.2 |
1.0% |
100% |
True |
False |
63,180 |
40 |
1,699.8 |
1,532.2 |
167.6 |
9.9% |
17.4 |
1.0% |
100% |
True |
False |
31,600 |
60 |
1,699.8 |
1,488.2 |
211.6 |
12.4% |
20.0 |
1.2% |
100% |
True |
False |
21,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.9 |
2.618 |
1,759.0 |
1.618 |
1,736.4 |
1.000 |
1,722.4 |
0.618 |
1,713.8 |
HIGH |
1,699.8 |
0.618 |
1,691.2 |
0.500 |
1,688.5 |
0.382 |
1,685.8 |
LOW |
1,677.2 |
0.618 |
1,663.2 |
1.000 |
1,654.6 |
1.618 |
1,640.6 |
2.618 |
1,618.0 |
4.250 |
1,581.2 |
|
|
Fisher Pivots for day following 18-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,695.9 |
1,695.7 |
PP |
1,692.2 |
1,691.8 |
S1 |
1,688.5 |
1,687.9 |
|