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 |
7,276.00 |
7,275.00 |
-1.00 |
0.0% |
7,168.75 |
High |
7,289.25 |
7,279.00 |
-10.25 |
-0.1% |
7,321.00 |
Low |
7,208.75 |
7,157.50 |
-51.25 |
-0.7% |
7,145.75 |
Close |
7,276.00 |
7,252.25 |
-23.75 |
-0.3% |
7,281.50 |
Range |
80.50 |
121.50 |
41.00 |
50.9% |
175.25 |
ATR |
89.15 |
91.46 |
2.31 |
2.6% |
0.00 |
Volume |
291,954 |
450,281 |
158,327 |
54.2% |
1,607,404 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,594.00 |
7,544.75 |
7,319.00 |
|
R3 |
7,472.50 |
7,423.25 |
7,285.75 |
|
R2 |
7,351.00 |
7,351.00 |
7,274.50 |
|
R1 |
7,301.75 |
7,301.75 |
7,263.50 |
7,265.50 |
PP |
7,229.50 |
7,229.50 |
7,229.50 |
7,211.50 |
S1 |
7,180.25 |
7,180.25 |
7,241.00 |
7,144.00 |
S2 |
7,108.00 |
7,108.00 |
7,230.00 |
|
S3 |
6,986.50 |
7,058.75 |
7,218.75 |
|
S4 |
6,865.00 |
6,937.25 |
7,185.50 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,775.25 |
7,703.50 |
7,378.00 |
|
R3 |
7,600.00 |
7,528.25 |
7,329.75 |
|
R2 |
7,424.75 |
7,424.75 |
7,313.75 |
|
R1 |
7,353.00 |
7,353.00 |
7,297.50 |
7,389.00 |
PP |
7,249.50 |
7,249.50 |
7,249.50 |
7,267.25 |
S1 |
7,177.75 |
7,177.75 |
7,265.50 |
7,213.50 |
S2 |
7,074.25 |
7,074.25 |
7,249.25 |
|
S3 |
6,899.00 |
7,002.50 |
7,233.25 |
|
S4 |
6,723.75 |
6,827.25 |
7,185.00 |
|
|
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 |
7,157.50 |
163.50 |
2.3% |
92.50 |
1.3% |
58% |
False |
True |
359,213 |
10 |
7,321.00 |
7,101.50 |
219.50 |
3.0% |
88.00 |
1.2% |
69% |
False |
False |
267,047 |
20 |
7,321.00 |
6,855.50 |
465.50 |
6.4% |
85.50 |
1.2% |
85% |
False |
False |
134,628 |
40 |
7,321.00 |
6,457.00 |
864.00 |
11.9% |
99.00 |
1.4% |
92% |
False |
False |
67,687 |
60 |
7,321.00 |
6,338.00 |
983.00 |
13.6% |
120.25 |
1.7% |
93% |
False |
False |
45,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,795.50 |
2.618 |
7,597.00 |
1.618 |
7,475.50 |
1.000 |
7,400.50 |
0.618 |
7,354.00 |
HIGH |
7,279.00 |
0.618 |
7,232.50 |
0.500 |
7,218.25 |
0.382 |
7,204.00 |
LOW |
7,157.50 |
0.618 |
7,082.50 |
1.000 |
7,036.00 |
1.618 |
6,961.00 |
2.618 |
6,839.50 |
4.250 |
6,641.00 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,241.00 |
7,247.50 |
PP |
7,229.50 |
7,242.75 |
S1 |
7,218.25 |
7,238.00 |
|