Trading Metrics calculated at close of trading on 19-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,586.5 |
7,575.5 |
-11.0 |
-0.1% |
7,616.0 |
High |
7,598.5 |
7,575.5 |
-23.0 |
-0.3% |
7,729.5 |
Low |
7,533.0 |
7,475.0 |
-58.0 |
-0.8% |
7,560.5 |
Close |
7,564.5 |
7,536.0 |
-28.5 |
-0.4% |
7,581.5 |
Range |
65.5 |
100.5 |
35.0 |
53.4% |
169.0 |
ATR |
80.6 |
82.1 |
1.4 |
1.8% |
0.0 |
Volume |
83,055 |
106,987 |
23,932 |
28.8% |
1,127,420 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,830.5 |
7,783.5 |
7,591.5 |
|
R3 |
7,730.0 |
7,683.0 |
7,563.5 |
|
R2 |
7,629.5 |
7,629.5 |
7,554.5 |
|
R1 |
7,582.5 |
7,582.5 |
7,545.0 |
7,556.0 |
PP |
7,529.0 |
7,529.0 |
7,529.0 |
7,515.5 |
S1 |
7,482.0 |
7,482.0 |
7,527.0 |
7,455.0 |
S2 |
7,428.5 |
7,428.5 |
7,517.5 |
|
S3 |
7,328.0 |
7,381.5 |
7,508.5 |
|
S4 |
7,227.5 |
7,281.0 |
7,480.5 |
|
|
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 |
7,475.0 |
254.5 |
3.4% |
111.5 |
1.5% |
24% |
False |
True |
137,576 |
10 |
7,729.5 |
7,475.0 |
254.5 |
3.4% |
96.0 |
1.3% |
24% |
False |
True |
161,508 |
20 |
7,810.0 |
7,475.0 |
335.0 |
4.4% |
79.5 |
1.1% |
18% |
False |
True |
82,405 |
40 |
7,810.0 |
7,238.5 |
571.5 |
7.6% |
58.5 |
0.8% |
52% |
False |
False |
41,516 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
54.0 |
0.7% |
75% |
False |
False |
27,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,002.5 |
2.618 |
7,838.5 |
1.618 |
7,738.0 |
1.000 |
7,676.0 |
0.618 |
7,637.5 |
HIGH |
7,575.5 |
0.618 |
7,537.0 |
0.500 |
7,525.0 |
0.382 |
7,513.5 |
LOW |
7,475.0 |
0.618 |
7,413.0 |
1.000 |
7,374.5 |
1.618 |
7,312.5 |
2.618 |
7,212.0 |
4.250 |
7,048.0 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,532.5 |
7,595.5 |
PP |
7,529.0 |
7,575.5 |
S1 |
7,525.0 |
7,556.0 |
|