Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,616.5 |
7,642.5 |
26.0 |
0.3% |
7,642.0 |
High |
7,676.5 |
7,729.5 |
53.0 |
0.7% |
7,698.0 |
Low |
7,606.0 |
7,565.0 |
-41.0 |
-0.5% |
7,564.0 |
Close |
7,641.5 |
7,722.0 |
80.5 |
1.1% |
7,606.5 |
Range |
70.5 |
164.5 |
94.0 |
133.3% |
134.0 |
ATR |
68.8 |
75.7 |
6.8 |
9.9% |
0.0 |
Volume |
193,622 |
150,059 |
-43,563 |
-22.5% |
312,097 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,165.5 |
8,108.5 |
7,812.5 |
|
R3 |
8,001.0 |
7,944.0 |
7,767.0 |
|
R2 |
7,836.5 |
7,836.5 |
7,752.0 |
|
R1 |
7,779.5 |
7,779.5 |
7,737.0 |
7,808.0 |
PP |
7,672.0 |
7,672.0 |
7,672.0 |
7,686.5 |
S1 |
7,615.0 |
7,615.0 |
7,707.0 |
7,643.5 |
S2 |
7,507.5 |
7,507.5 |
7,692.0 |
|
S3 |
7,343.0 |
7,450.5 |
7,677.0 |
|
S4 |
7,178.5 |
7,286.0 |
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 |
7,729.5 |
7,564.0 |
165.5 |
2.1% |
93.5 |
1.2% |
95% |
True |
False |
228,669 |
10 |
7,729.5 |
7,564.0 |
165.5 |
2.1% |
79.0 |
1.0% |
95% |
True |
False |
129,158 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.8% |
72.0 |
0.9% |
70% |
False |
False |
65,200 |
40 |
7,810.0 |
7,112.5 |
697.5 |
9.0% |
53.5 |
0.7% |
87% |
False |
False |
32,912 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.1% |
49.5 |
0.6% |
92% |
False |
False |
21,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,428.5 |
2.618 |
8,160.0 |
1.618 |
7,995.5 |
1.000 |
7,894.0 |
0.618 |
7,831.0 |
HIGH |
7,729.5 |
0.618 |
7,666.5 |
0.500 |
7,647.0 |
0.382 |
7,628.0 |
LOW |
7,565.0 |
0.618 |
7,463.5 |
1.000 |
7,400.5 |
1.618 |
7,299.0 |
2.618 |
7,134.5 |
4.250 |
6,866.0 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,697.0 |
7,697.0 |
PP |
7,672.0 |
7,672.0 |
S1 |
7,647.0 |
7,647.0 |
|