Trading Metrics calculated at close of trading on 15-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
22,820 |
22,855 |
35 |
0.2% |
22,640 |
High |
22,905 |
22,900 |
-5 |
0.0% |
23,005 |
Low |
22,700 |
22,670 |
-30 |
-0.1% |
22,600 |
Close |
22,875 |
22,800 |
-75 |
-0.3% |
22,800 |
Range |
205 |
230 |
25 |
12.2% |
405 |
ATR |
257 |
255 |
-2 |
-0.7% |
0 |
Volume |
6,933 |
12,395 |
5,462 |
78.8% |
39,679 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,480 |
23,370 |
22,927 |
|
R3 |
23,250 |
23,140 |
22,863 |
|
R2 |
23,020 |
23,020 |
22,842 |
|
R1 |
22,910 |
22,910 |
22,821 |
22,850 |
PP |
22,790 |
22,790 |
22,790 |
22,760 |
S1 |
22,680 |
22,680 |
22,779 |
22,620 |
S2 |
22,560 |
22,560 |
22,758 |
|
S3 |
22,330 |
22,450 |
22,737 |
|
S4 |
22,100 |
22,220 |
22,674 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,017 |
23,813 |
23,023 |
|
R3 |
23,612 |
23,408 |
22,912 |
|
R2 |
23,207 |
23,207 |
22,874 |
|
R1 |
23,003 |
23,003 |
22,837 |
23,105 |
PP |
22,802 |
22,802 |
22,802 |
22,853 |
S1 |
22,598 |
22,598 |
22,763 |
22,700 |
S2 |
22,397 |
22,397 |
22,726 |
|
S3 |
21,992 |
22,193 |
22,689 |
|
S4 |
21,587 |
21,788 |
22,577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,005 |
22,600 |
405 |
1.8% |
239 |
1.0% |
49% |
False |
False |
7,935 |
10 |
23,005 |
22,250 |
755 |
3.3% |
251 |
1.1% |
73% |
False |
False |
10,396 |
20 |
23,040 |
21,920 |
1,120 |
4.9% |
268 |
1.2% |
79% |
False |
False |
5,290 |
40 |
23,040 |
21,920 |
1,120 |
4.9% |
208 |
0.9% |
79% |
False |
False |
2,648 |
60 |
23,040 |
20,180 |
2,860 |
12.5% |
240 |
1.1% |
92% |
False |
False |
1,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,878 |
2.618 |
23,502 |
1.618 |
23,272 |
1.000 |
23,130 |
0.618 |
23,042 |
HIGH |
22,900 |
0.618 |
22,812 |
0.500 |
22,785 |
0.382 |
22,758 |
LOW |
22,670 |
0.618 |
22,528 |
1.000 |
22,440 |
1.618 |
22,298 |
2.618 |
22,068 |
4.250 |
21,693 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,795 |
22,820 |
PP |
22,790 |
22,813 |
S1 |
22,785 |
22,807 |
|