Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,616.0 |
7,687.0 |
71.0 |
0.9% |
7,642.0 |
High |
7,699.0 |
7,696.0 |
-3.0 |
0.0% |
7,698.0 |
Low |
7,616.0 |
7,624.0 |
8.0 |
0.1% |
7,564.0 |
Close |
7,677.0 |
7,638.5 |
-38.5 |
-0.5% |
7,606.5 |
Range |
83.0 |
72.0 |
-11.0 |
-13.3% |
134.0 |
ATR |
68.5 |
68.7 |
0.3 |
0.4% |
0.0 |
Volume |
244,301 |
385,278 |
140,977 |
57.7% |
312,097 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,869.0 |
7,825.5 |
7,678.0 |
|
R3 |
7,797.0 |
7,753.5 |
7,658.5 |
|
R2 |
7,725.0 |
7,725.0 |
7,651.5 |
|
R1 |
7,681.5 |
7,681.5 |
7,645.0 |
7,667.0 |
PP |
7,653.0 |
7,653.0 |
7,653.0 |
7,645.5 |
S1 |
7,609.5 |
7,609.5 |
7,632.0 |
7,595.0 |
S2 |
7,581.0 |
7,581.0 |
7,625.5 |
|
S3 |
7,509.0 |
7,537.5 |
7,618.5 |
|
S4 |
7,437.0 |
7,465.5 |
7,599.0 |
|
|
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% |
81.0 |
1.1% |
55% |
False |
False |
185,439 |
10 |
7,699.0 |
7,534.0 |
165.0 |
2.2% |
71.5 |
0.9% |
63% |
False |
False |
95,275 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
63.0 |
0.8% |
42% |
False |
False |
48,019 |
40 |
7,810.0 |
7,065.5 |
744.5 |
9.7% |
49.5 |
0.6% |
77% |
False |
False |
24,320 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
45.5 |
0.6% |
84% |
False |
False |
16,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,002.0 |
2.618 |
7,884.5 |
1.618 |
7,812.5 |
1.000 |
7,768.0 |
0.618 |
7,740.5 |
HIGH |
7,696.0 |
0.618 |
7,668.5 |
0.500 |
7,660.0 |
0.382 |
7,651.5 |
LOW |
7,624.0 |
0.618 |
7,579.5 |
1.000 |
7,552.0 |
1.618 |
7,507.5 |
2.618 |
7,435.5 |
4.250 |
7,318.0 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,660.0 |
7,636.0 |
PP |
7,653.0 |
7,634.0 |
S1 |
7,645.5 |
7,631.5 |
|