Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
12,741.0 |
12,701.0 |
-40.0 |
-0.3% |
12,733.5 |
High |
12,749.0 |
12,705.0 |
-44.0 |
-0.3% |
13,170.0 |
Low |
12,649.5 |
12,431.0 |
-218.5 |
-1.7% |
12,727.5 |
Close |
12,691.5 |
12,492.0 |
-199.5 |
-1.6% |
13,015.0 |
Range |
99.5 |
274.0 |
174.5 |
175.4% |
442.5 |
ATR |
182.6 |
189.1 |
6.5 |
3.6% |
0.0 |
Volume |
113,802 |
80,707 |
-33,095 |
-29.1% |
410,918 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,364.7 |
13,202.3 |
12,642.7 |
|
R3 |
13,090.7 |
12,928.3 |
12,567.4 |
|
R2 |
12,816.7 |
12,816.7 |
12,542.2 |
|
R1 |
12,654.3 |
12,654.3 |
12,517.1 |
12,598.5 |
PP |
12,542.7 |
12,542.7 |
12,542.7 |
12,514.8 |
S1 |
12,380.3 |
12,380.3 |
12,466.9 |
12,324.5 |
S2 |
12,268.7 |
12,268.7 |
12,441.8 |
|
S3 |
11,994.7 |
12,106.3 |
12,416.7 |
|
S4 |
11,720.7 |
11,832.3 |
12,341.3 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,298.3 |
14,099.2 |
13,258.4 |
|
R3 |
13,855.8 |
13,656.7 |
13,136.7 |
|
R2 |
13,413.3 |
13,413.3 |
13,096.1 |
|
R1 |
13,214.2 |
13,214.2 |
13,055.6 |
13,313.8 |
PP |
12,970.8 |
12,970.8 |
12,970.8 |
13,020.6 |
S1 |
12,771.7 |
12,771.7 |
12,974.4 |
12,871.3 |
S2 |
12,528.3 |
12,528.3 |
12,933.9 |
|
S3 |
12,085.8 |
12,329.2 |
12,893.3 |
|
S4 |
11,643.3 |
11,886.7 |
12,771.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,155.5 |
12,431.0 |
724.5 |
5.8% |
185.1 |
1.5% |
8% |
False |
True |
94,858 |
10 |
13,170.0 |
12,431.0 |
739.0 |
5.9% |
192.7 |
1.5% |
8% |
False |
True |
85,190 |
20 |
13,170.0 |
12,431.0 |
739.0 |
5.9% |
188.4 |
1.5% |
8% |
False |
True |
43,986 |
40 |
13,186.0 |
12,315.0 |
871.0 |
7.0% |
153.4 |
1.2% |
20% |
False |
False |
22,076 |
60 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
152.9 |
1.2% |
53% |
False |
False |
14,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,869.5 |
2.618 |
13,422.3 |
1.618 |
13,148.3 |
1.000 |
12,979.0 |
0.618 |
12,874.3 |
HIGH |
12,705.0 |
0.618 |
12,600.3 |
0.500 |
12,568.0 |
0.382 |
12,535.7 |
LOW |
12,431.0 |
0.618 |
12,261.7 |
1.000 |
12,157.0 |
1.618 |
11,987.7 |
2.618 |
11,713.7 |
4.250 |
11,266.5 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,568.0 |
12,590.0 |
PP |
12,542.7 |
12,557.3 |
S1 |
12,517.3 |
12,524.7 |
|