Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,575.5 |
7,568.5 |
-7.0 |
-0.1% |
7,616.0 |
High |
7,575.5 |
7,638.0 |
62.5 |
0.8% |
7,729.5 |
Low |
7,475.0 |
7,551.0 |
76.0 |
1.0% |
7,560.5 |
Close |
7,536.0 |
7,574.0 |
38.0 |
0.5% |
7,581.5 |
Range |
100.5 |
87.0 |
-13.5 |
-13.4% |
169.0 |
ATR |
82.1 |
83.5 |
1.4 |
1.7% |
0.0 |
Volume |
106,987 |
108,795 |
1,808 |
1.7% |
1,127,420 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,848.5 |
7,798.5 |
7,622.0 |
|
R3 |
7,761.5 |
7,711.5 |
7,598.0 |
|
R2 |
7,674.5 |
7,674.5 |
7,590.0 |
|
R1 |
7,624.5 |
7,624.5 |
7,582.0 |
7,649.5 |
PP |
7,587.5 |
7,587.5 |
7,587.5 |
7,600.0 |
S1 |
7,537.5 |
7,537.5 |
7,566.0 |
7,562.5 |
S2 |
7,500.5 |
7,500.5 |
7,558.0 |
|
S3 |
7,413.5 |
7,450.5 |
7,550.0 |
|
S4 |
7,326.5 |
7,363.5 |
7,526.0 |
|
|
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 |
7,475.0 |
254.5 |
3.4% |
114.5 |
1.5% |
39% |
False |
False |
120,611 |
10 |
7,729.5 |
7,475.0 |
254.5 |
3.4% |
98.0 |
1.3% |
39% |
False |
False |
168,972 |
20 |
7,759.5 |
7,475.0 |
284.5 |
3.8% |
82.5 |
1.1% |
35% |
False |
False |
87,556 |
40 |
7,810.0 |
7,238.5 |
571.5 |
7.5% |
60.0 |
0.8% |
59% |
False |
False |
44,127 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
53.5 |
0.7% |
78% |
False |
False |
29,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,008.0 |
2.618 |
7,866.0 |
1.618 |
7,779.0 |
1.000 |
7,725.0 |
0.618 |
7,692.0 |
HIGH |
7,638.0 |
0.618 |
7,605.0 |
0.500 |
7,594.5 |
0.382 |
7,584.0 |
LOW |
7,551.0 |
0.618 |
7,497.0 |
1.000 |
7,464.0 |
1.618 |
7,410.0 |
2.618 |
7,323.0 |
4.250 |
7,181.0 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,594.5 |
7,568.0 |
PP |
7,587.5 |
7,562.5 |
S1 |
7,581.0 |
7,556.5 |
|