Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,241.75 |
7,232.25 |
-9.50 |
-0.1% |
7,106.25 |
High |
7,290.00 |
7,321.00 |
31.00 |
0.4% |
7,258.00 |
Low |
7,219.25 |
7,205.25 |
-14.00 |
-0.2% |
7,097.00 |
Close |
7,231.00 |
7,311.25 |
80.25 |
1.1% |
7,176.50 |
Range |
70.75 |
115.75 |
45.00 |
63.6% |
161.00 |
ATR |
89.15 |
91.05 |
1.90 |
2.1% |
0.00 |
Volume |
354,039 |
335,148 |
-18,891 |
-5.3% |
328,014 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,626.50 |
7,584.50 |
7,375.00 |
|
R3 |
7,510.75 |
7,468.75 |
7,343.00 |
|
R2 |
7,395.00 |
7,395.00 |
7,332.50 |
|
R1 |
7,353.00 |
7,353.00 |
7,321.75 |
7,374.00 |
PP |
7,279.25 |
7,279.25 |
7,279.25 |
7,289.50 |
S1 |
7,237.25 |
7,237.25 |
7,300.75 |
7,258.25 |
S2 |
7,163.50 |
7,163.50 |
7,290.00 |
|
S3 |
7,047.75 |
7,121.50 |
7,279.50 |
|
S4 |
6,932.00 |
7,005.75 |
7,247.50 |
|
|
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 |
7,321.00 |
7,101.50 |
219.50 |
3.0% |
81.00 |
1.1% |
96% |
True |
False |
296,483 |
10 |
7,321.00 |
7,003.25 |
317.75 |
4.3% |
84.25 |
1.2% |
97% |
True |
False |
157,522 |
20 |
7,321.00 |
6,855.50 |
465.50 |
6.4% |
83.25 |
1.1% |
98% |
True |
False |
79,406 |
40 |
7,321.00 |
6,457.00 |
864.00 |
11.8% |
101.00 |
1.4% |
99% |
True |
False |
40,104 |
60 |
7,321.00 |
6,338.00 |
983.00 |
13.4% |
124.50 |
1.7% |
99% |
True |
False |
27,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,813.00 |
2.618 |
7,624.00 |
1.618 |
7,508.25 |
1.000 |
7,436.75 |
0.618 |
7,392.50 |
HIGH |
7,321.00 |
0.618 |
7,276.75 |
0.500 |
7,263.00 |
0.382 |
7,249.50 |
LOW |
7,205.25 |
0.618 |
7,133.75 |
1.000 |
7,089.50 |
1.618 |
7,018.00 |
2.618 |
6,902.25 |
4.250 |
6,713.25 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,295.25 |
7,291.25 |
PP |
7,279.25 |
7,271.00 |
S1 |
7,263.00 |
7,251.00 |
|