Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,568.5 |
7,594.0 |
25.5 |
0.3% |
7,616.0 |
High |
7,638.0 |
7,617.5 |
-20.5 |
-0.3% |
7,729.5 |
Low |
7,551.0 |
7,480.5 |
-70.5 |
-0.9% |
7,560.5 |
Close |
7,574.0 |
7,491.0 |
-83.0 |
-1.1% |
7,581.5 |
Range |
87.0 |
137.0 |
50.0 |
57.5% |
169.0 |
ATR |
83.5 |
87.3 |
3.8 |
4.6% |
0.0 |
Volume |
108,795 |
108,512 |
-283 |
-0.3% |
1,127,420 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,940.5 |
7,853.0 |
7,566.5 |
|
R3 |
7,803.5 |
7,716.0 |
7,528.5 |
|
R2 |
7,666.5 |
7,666.5 |
7,516.0 |
|
R1 |
7,579.0 |
7,579.0 |
7,503.5 |
7,554.0 |
PP |
7,529.5 |
7,529.5 |
7,529.5 |
7,517.5 |
S1 |
7,442.0 |
7,442.0 |
7,478.5 |
7,417.0 |
S2 |
7,392.5 |
7,392.5 |
7,466.0 |
|
S3 |
7,255.5 |
7,305.0 |
7,453.5 |
|
S4 |
7,118.5 |
7,168.0 |
7,415.5 |
|
|
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 |
7,716.0 |
7,475.0 |
241.0 |
3.2% |
109.0 |
1.5% |
7% |
False |
False |
112,301 |
10 |
7,729.5 |
7,475.0 |
254.5 |
3.4% |
101.0 |
1.4% |
6% |
False |
False |
170,485 |
20 |
7,729.5 |
7,475.0 |
254.5 |
3.4% |
85.5 |
1.1% |
6% |
False |
False |
92,967 |
40 |
7,810.0 |
7,239.0 |
571.0 |
7.6% |
62.0 |
0.8% |
44% |
False |
False |
46,741 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
55.5 |
0.7% |
71% |
False |
False |
31,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,200.0 |
2.618 |
7,976.0 |
1.618 |
7,839.0 |
1.000 |
7,754.5 |
0.618 |
7,702.0 |
HIGH |
7,617.5 |
0.618 |
7,565.0 |
0.500 |
7,549.0 |
0.382 |
7,533.0 |
LOW |
7,480.5 |
0.618 |
7,396.0 |
1.000 |
7,343.5 |
1.618 |
7,259.0 |
2.618 |
7,122.0 |
4.250 |
6,898.0 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,549.0 |
7,556.5 |
PP |
7,529.5 |
7,534.5 |
S1 |
7,510.5 |
7,513.0 |
|