Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,192.50 |
7,241.75 |
49.25 |
0.7% |
7,106.25 |
High |
7,244.75 |
7,290.00 |
45.25 |
0.6% |
7,258.00 |
Low |
7,181.00 |
7,219.25 |
38.25 |
0.5% |
7,097.00 |
Close |
7,226.25 |
7,231.00 |
4.75 |
0.1% |
7,176.50 |
Range |
63.75 |
70.75 |
7.00 |
11.0% |
161.00 |
ATR |
90.56 |
89.15 |
-1.42 |
-1.6% |
0.00 |
Volume |
276,477 |
354,039 |
77,562 |
28.1% |
328,014 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,459.00 |
7,415.75 |
7,270.00 |
|
R3 |
7,388.25 |
7,345.00 |
7,250.50 |
|
R2 |
7,317.50 |
7,317.50 |
7,244.00 |
|
R1 |
7,274.25 |
7,274.25 |
7,237.50 |
7,260.50 |
PP |
7,246.75 |
7,246.75 |
7,246.75 |
7,240.00 |
S1 |
7,203.50 |
7,203.50 |
7,224.50 |
7,189.75 |
S2 |
7,176.00 |
7,176.00 |
7,218.00 |
|
S3 |
7,105.25 |
7,132.75 |
7,211.50 |
|
S4 |
7,034.50 |
7,062.00 |
7,192.00 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,660.25 |
7,579.25 |
7,265.00 |
|
R3 |
7,499.25 |
7,418.25 |
7,220.75 |
|
R2 |
7,338.25 |
7,338.25 |
7,206.00 |
|
R1 |
7,257.25 |
7,257.25 |
7,191.25 |
7,297.75 |
PP |
7,177.25 |
7,177.25 |
7,177.25 |
7,197.50 |
S1 |
7,096.25 |
7,096.25 |
7,161.75 |
7,136.75 |
S2 |
7,016.25 |
7,016.25 |
7,147.00 |
|
S3 |
6,855.25 |
6,935.25 |
7,132.25 |
|
S4 |
6,694.25 |
6,774.25 |
7,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,290.00 |
7,101.50 |
188.50 |
2.6% |
81.50 |
1.1% |
69% |
True |
False |
243,108 |
10 |
7,290.00 |
6,983.50 |
306.50 |
4.2% |
79.25 |
1.1% |
81% |
True |
False |
124,195 |
20 |
7,290.00 |
6,855.50 |
434.50 |
6.0% |
81.25 |
1.1% |
86% |
True |
False |
62,676 |
40 |
7,290.00 |
6,457.00 |
833.00 |
11.5% |
100.00 |
1.4% |
93% |
True |
False |
31,733 |
60 |
7,290.00 |
6,338.00 |
952.00 |
13.2% |
123.50 |
1.7% |
94% |
True |
False |
21,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,590.75 |
2.618 |
7,475.25 |
1.618 |
7,404.50 |
1.000 |
7,360.75 |
0.618 |
7,333.75 |
HIGH |
7,290.00 |
0.618 |
7,263.00 |
0.500 |
7,254.50 |
0.382 |
7,246.25 |
LOW |
7,219.25 |
0.618 |
7,175.50 |
1.000 |
7,148.50 |
1.618 |
7,104.75 |
2.618 |
7,034.00 |
4.250 |
6,918.50 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,254.50 |
7,226.50 |
PP |
7,246.75 |
7,222.25 |
S1 |
7,239.00 |
7,218.00 |
|