Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,687.0 |
7,616.5 |
-70.5 |
-0.9% |
7,642.0 |
High |
7,696.0 |
7,676.5 |
-19.5 |
-0.3% |
7,698.0 |
Low |
7,624.0 |
7,606.0 |
-18.0 |
-0.2% |
7,564.0 |
Close |
7,638.5 |
7,641.5 |
3.0 |
0.0% |
7,606.5 |
Range |
72.0 |
70.5 |
-1.5 |
-2.1% |
134.0 |
ATR |
68.7 |
68.8 |
0.1 |
0.2% |
0.0 |
Volume |
385,278 |
193,622 |
-191,656 |
-49.7% |
312,097 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,853.0 |
7,817.5 |
7,680.5 |
|
R3 |
7,782.5 |
7,747.0 |
7,661.0 |
|
R2 |
7,712.0 |
7,712.0 |
7,654.5 |
|
R1 |
7,676.5 |
7,676.5 |
7,648.0 |
7,694.0 |
PP |
7,641.5 |
7,641.5 |
7,641.5 |
7,650.0 |
S1 |
7,606.0 |
7,606.0 |
7,635.0 |
7,624.0 |
S2 |
7,571.0 |
7,571.0 |
7,628.5 |
|
S3 |
7,500.5 |
7,535.5 |
7,622.0 |
|
S4 |
7,430.0 |
7,465.0 |
7,602.5 |
|
|
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% |
81.0 |
1.1% |
57% |
False |
False |
217,333 |
10 |
7,699.0 |
7,564.0 |
135.0 |
1.8% |
69.0 |
0.9% |
57% |
False |
False |
114,190 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
64.5 |
0.8% |
43% |
False |
False |
57,700 |
40 |
7,810.0 |
7,104.5 |
705.5 |
9.2% |
49.5 |
0.6% |
76% |
False |
False |
29,161 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
47.0 |
0.6% |
85% |
False |
False |
19,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,976.0 |
2.618 |
7,861.0 |
1.618 |
7,790.5 |
1.000 |
7,747.0 |
0.618 |
7,720.0 |
HIGH |
7,676.5 |
0.618 |
7,649.5 |
0.500 |
7,641.0 |
0.382 |
7,633.0 |
LOW |
7,606.0 |
0.618 |
7,562.5 |
1.000 |
7,535.5 |
1.618 |
7,492.0 |
2.618 |
7,421.5 |
4.250 |
7,306.5 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,641.5 |
7,652.5 |
PP |
7,641.5 |
7,649.0 |
S1 |
7,641.0 |
7,645.0 |
|