Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,642.5 |
7,707.5 |
65.0 |
0.9% |
7,616.0 |
High |
7,729.5 |
7,716.0 |
-13.5 |
-0.2% |
7,729.5 |
Low |
7,565.0 |
7,560.5 |
-4.5 |
-0.1% |
7,560.5 |
Close |
7,722.0 |
7,581.5 |
-140.5 |
-1.8% |
7,581.5 |
Range |
164.5 |
155.5 |
-9.0 |
-5.5% |
169.0 |
ATR |
75.7 |
81.8 |
6.1 |
8.1% |
0.0 |
Volume |
150,059 |
154,160 |
4,101 |
2.7% |
1,127,420 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,086.0 |
7,989.0 |
7,667.0 |
|
R3 |
7,930.5 |
7,833.5 |
7,624.5 |
|
R2 |
7,775.0 |
7,775.0 |
7,610.0 |
|
R1 |
7,678.0 |
7,678.0 |
7,596.0 |
7,649.0 |
PP |
7,619.5 |
7,619.5 |
7,619.5 |
7,604.5 |
S1 |
7,522.5 |
7,522.5 |
7,567.0 |
7,493.0 |
S2 |
7,464.0 |
7,464.0 |
7,553.0 |
|
S3 |
7,308.5 |
7,367.0 |
7,538.5 |
|
S4 |
7,153.0 |
7,211.5 |
7,496.0 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.0 |
8,025.0 |
7,674.5 |
|
R3 |
7,962.0 |
7,856.0 |
7,628.0 |
|
R2 |
7,793.0 |
7,793.0 |
7,612.5 |
|
R1 |
7,687.0 |
7,687.0 |
7,597.0 |
7,655.5 |
PP |
7,624.0 |
7,624.0 |
7,624.0 |
7,608.0 |
S1 |
7,518.0 |
7,518.0 |
7,566.0 |
7,486.5 |
S2 |
7,455.0 |
7,455.0 |
7,550.5 |
|
S3 |
7,286.0 |
7,349.0 |
7,535.0 |
|
S4 |
7,117.0 |
7,180.0 |
7,488.5 |
|
|
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 |
7,560.5 |
169.0 |
2.2% |
109.0 |
1.4% |
12% |
False |
True |
225,484 |
10 |
7,729.5 |
7,560.5 |
169.0 |
2.2% |
90.0 |
1.2% |
12% |
False |
True |
143,951 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
77.0 |
1.0% |
23% |
False |
False |
72,907 |
40 |
7,810.0 |
7,184.0 |
626.0 |
8.3% |
55.5 |
0.7% |
63% |
False |
False |
36,765 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
52.0 |
0.7% |
79% |
False |
False |
24,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,377.0 |
2.618 |
8,123.0 |
1.618 |
7,967.5 |
1.000 |
7,871.5 |
0.618 |
7,812.0 |
HIGH |
7,716.0 |
0.618 |
7,656.5 |
0.500 |
7,638.0 |
0.382 |
7,620.0 |
LOW |
7,560.5 |
0.618 |
7,464.5 |
1.000 |
7,405.0 |
1.618 |
7,309.0 |
2.618 |
7,153.5 |
4.250 |
6,899.5 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,638.0 |
7,645.0 |
PP |
7,619.5 |
7,624.0 |
S1 |
7,600.5 |
7,602.5 |
|