Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,610.5 |
7,616.0 |
5.5 |
0.1% |
7,642.0 |
High |
7,641.0 |
7,699.0 |
58.0 |
0.8% |
7,698.0 |
Low |
7,564.0 |
7,616.0 |
52.0 |
0.7% |
7,564.0 |
Close |
7,606.5 |
7,677.0 |
70.5 |
0.9% |
7,606.5 |
Range |
77.0 |
83.0 |
6.0 |
7.8% |
134.0 |
ATR |
66.6 |
68.5 |
1.8 |
2.8% |
0.0 |
Volume |
170,086 |
244,301 |
74,215 |
43.6% |
312,097 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,913.0 |
7,878.0 |
7,722.5 |
|
R3 |
7,830.0 |
7,795.0 |
7,700.0 |
|
R2 |
7,747.0 |
7,747.0 |
7,692.0 |
|
R1 |
7,712.0 |
7,712.0 |
7,684.5 |
7,729.5 |
PP |
7,664.0 |
7,664.0 |
7,664.0 |
7,673.0 |
S1 |
7,629.0 |
7,629.0 |
7,669.5 |
7,646.5 |
S2 |
7,581.0 |
7,581.0 |
7,662.0 |
|
S3 |
7,498.0 |
7,546.0 |
7,654.0 |
|
S4 |
7,415.0 |
7,463.0 |
7,631.5 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,025.0 |
7,949.5 |
7,680.0 |
|
R3 |
7,891.0 |
7,815.5 |
7,643.5 |
|
R2 |
7,757.0 |
7,757.0 |
7,631.0 |
|
R1 |
7,681.5 |
7,681.5 |
7,619.0 |
7,652.0 |
PP |
7,623.0 |
7,623.0 |
7,623.0 |
7,608.0 |
S1 |
7,547.5 |
7,547.5 |
7,594.0 |
7,518.0 |
S2 |
7,489.0 |
7,489.0 |
7,582.0 |
|
S3 |
7,355.0 |
7,413.5 |
7,569.5 |
|
S4 |
7,221.0 |
7,279.5 |
7,533.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,699.0 |
7,564.0 |
135.0 |
1.8% |
78.5 |
1.0% |
84% |
True |
False |
109,428 |
10 |
7,699.0 |
7,513.5 |
185.5 |
2.4% |
75.5 |
1.0% |
88% |
True |
False |
56,790 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
60.5 |
0.8% |
55% |
False |
False |
28,755 |
40 |
7,810.0 |
7,065.5 |
744.5 |
9.7% |
48.5 |
0.6% |
82% |
False |
False |
14,688 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.2% |
44.5 |
0.6% |
88% |
False |
False |
9,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,052.0 |
2.618 |
7,916.5 |
1.618 |
7,833.5 |
1.000 |
7,782.0 |
0.618 |
7,750.5 |
HIGH |
7,699.0 |
0.618 |
7,667.5 |
0.500 |
7,657.5 |
0.382 |
7,647.5 |
LOW |
7,616.0 |
0.618 |
7,564.5 |
1.000 |
7,533.0 |
1.618 |
7,481.5 |
2.618 |
7,398.5 |
4.250 |
7,263.0 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,670.5 |
7,662.0 |
PP |
7,664.0 |
7,646.5 |
S1 |
7,657.5 |
7,631.5 |
|