Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
22,695 |
22,640 |
-55 |
-0.2% |
22,370 |
High |
22,860 |
22,985 |
125 |
0.5% |
22,865 |
Low |
22,500 |
22,600 |
100 |
0.4% |
22,250 |
Close |
22,670 |
22,960 |
290 |
1.3% |
22,670 |
Range |
360 |
385 |
25 |
6.9% |
615 |
ATR |
264 |
273 |
9 |
3.3% |
0 |
Volume |
8,316 |
7,294 |
-1,022 |
-12.3% |
64,285 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,003 |
23,867 |
23,172 |
|
R3 |
23,618 |
23,482 |
23,066 |
|
R2 |
23,233 |
23,233 |
23,031 |
|
R1 |
23,097 |
23,097 |
22,995 |
23,165 |
PP |
22,848 |
22,848 |
22,848 |
22,883 |
S1 |
22,712 |
22,712 |
22,925 |
22,780 |
S2 |
22,463 |
22,463 |
22,890 |
|
S3 |
22,078 |
22,327 |
22,854 |
|
S4 |
21,693 |
21,942 |
22,748 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,440 |
24,170 |
23,008 |
|
R3 |
23,825 |
23,555 |
22,839 |
|
R2 |
23,210 |
23,210 |
22,783 |
|
R1 |
22,940 |
22,940 |
22,727 |
23,075 |
PP |
22,595 |
22,595 |
22,595 |
22,663 |
S1 |
22,325 |
22,325 |
22,614 |
22,460 |
S2 |
21,980 |
21,980 |
22,557 |
|
S3 |
21,365 |
21,710 |
22,501 |
|
S4 |
20,750 |
21,095 |
22,332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,985 |
22,440 |
545 |
2.4% |
278 |
1.2% |
95% |
True |
False |
10,375 |
10 |
22,985 |
21,920 |
1,065 |
4.6% |
316 |
1.4% |
98% |
True |
False |
7,317 |
20 |
23,040 |
21,920 |
1,120 |
4.9% |
244 |
1.1% |
93% |
False |
False |
3,671 |
40 |
23,040 |
21,830 |
1,210 |
5.3% |
198 |
0.9% |
93% |
False |
False |
1,839 |
60 |
23,040 |
20,180 |
2,860 |
12.5% |
241 |
1.0% |
97% |
False |
False |
1,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,621 |
2.618 |
23,993 |
1.618 |
23,608 |
1.000 |
23,370 |
0.618 |
23,223 |
HIGH |
22,985 |
0.618 |
22,838 |
0.500 |
22,793 |
0.382 |
22,747 |
LOW |
22,600 |
0.618 |
22,362 |
1.000 |
22,215 |
1.618 |
21,977 |
2.618 |
21,592 |
4.250 |
20,964 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,904 |
22,888 |
PP |
22,848 |
22,815 |
S1 |
22,793 |
22,743 |
|