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 |
1,289.2 |
1,282.2 |
-7.0 |
-0.5% |
1,316.5 |
High |
1,290.6 |
1,284.0 |
-6.6 |
-0.5% |
1,325.4 |
Low |
1,281.5 |
1,275.0 |
-6.5 |
-0.5% |
1,290.2 |
Close |
1,286.5 |
1,282.4 |
-4.1 |
-0.3% |
1,290.7 |
Range |
9.1 |
9.0 |
-0.1 |
-1.1% |
35.2 |
ATR |
11.5 |
11.5 |
0.0 |
0.0% |
0.0 |
Volume |
9,787 |
7,993 |
-1,794 |
-18.3% |
40,181 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,303.9 |
1,287.4 |
|
R3 |
1,298.5 |
1,294.9 |
1,284.9 |
|
R2 |
1,289.5 |
1,289.5 |
1,284.1 |
|
R1 |
1,285.9 |
1,285.9 |
1,283.2 |
1,287.7 |
PP |
1,280.5 |
1,280.5 |
1,280.5 |
1,281.4 |
S1 |
1,276.9 |
1,276.9 |
1,281.6 |
1,278.7 |
S2 |
1,271.5 |
1,271.5 |
1,280.8 |
|
S3 |
1,262.5 |
1,267.9 |
1,279.9 |
|
S4 |
1,253.5 |
1,258.9 |
1,277.5 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.7 |
1,384.4 |
1,310.1 |
|
R3 |
1,372.5 |
1,349.2 |
1,300.4 |
|
R2 |
1,337.3 |
1,337.3 |
1,297.2 |
|
R1 |
1,314.0 |
1,314.0 |
1,293.9 |
1,308.1 |
PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,299.1 |
S1 |
1,278.8 |
1,278.8 |
1,287.5 |
1,272.9 |
S2 |
1,266.9 |
1,266.9 |
1,284.2 |
|
S3 |
1,231.7 |
1,243.6 |
1,281.0 |
|
S4 |
1,196.5 |
1,208.4 |
1,271.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,318.9 |
1,275.0 |
43.9 |
3.4% |
13.1 |
1.0% |
17% |
False |
True |
9,084 |
10 |
1,325.4 |
1,275.0 |
50.4 |
3.9% |
11.3 |
0.9% |
15% |
False |
True |
7,641 |
20 |
1,325.4 |
1,275.0 |
50.4 |
3.9% |
10.6 |
0.8% |
15% |
False |
True |
6,855 |
40 |
1,345.6 |
1,275.0 |
70.6 |
5.5% |
10.9 |
0.9% |
10% |
False |
True |
5,667 |
60 |
1,388.2 |
1,275.0 |
113.2 |
8.8% |
11.9 |
0.9% |
7% |
False |
True |
5,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.3 |
2.618 |
1,307.6 |
1.618 |
1,298.6 |
1.000 |
1,293.0 |
0.618 |
1,289.6 |
HIGH |
1,284.0 |
0.618 |
1,280.6 |
0.500 |
1,279.5 |
0.382 |
1,278.4 |
LOW |
1,275.0 |
0.618 |
1,269.4 |
1.000 |
1,266.0 |
1.618 |
1,260.4 |
2.618 |
1,251.4 |
4.250 |
1,236.8 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,281.4 |
1,286.8 |
PP |
1,280.5 |
1,285.3 |
S1 |
1,279.5 |
1,283.9 |
|