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 |
3,441.0 |
3,511.0 |
70.0 |
2.0% |
3,410.0 |
High |
3,516.0 |
3,513.0 |
-3.0 |
-0.1% |
3,516.0 |
Low |
3,432.0 |
3,477.0 |
45.0 |
1.3% |
3,410.0 |
Close |
3,506.0 |
3,485.0 |
-21.0 |
-0.6% |
3,485.0 |
Range |
84.0 |
36.0 |
-48.0 |
-57.1% |
106.0 |
ATR |
40.0 |
39.7 |
-0.3 |
-0.7% |
0.0 |
Volume |
2,200 |
18,404 |
16,204 |
736.5% |
125,181 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,599.7 |
3,578.3 |
3,504.8 |
|
R3 |
3,563.7 |
3,542.3 |
3,494.9 |
|
R2 |
3,527.7 |
3,527.7 |
3,491.6 |
|
R1 |
3,506.3 |
3,506.3 |
3,488.3 |
3,499.0 |
PP |
3,491.7 |
3,491.7 |
3,491.7 |
3,488.0 |
S1 |
3,470.3 |
3,470.3 |
3,481.7 |
3,463.0 |
S2 |
3,455.7 |
3,455.7 |
3,478.4 |
|
S3 |
3,419.7 |
3,434.3 |
3,475.1 |
|
S4 |
3,383.7 |
3,398.3 |
3,465.2 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,788.3 |
3,742.7 |
3,543.3 |
|
R3 |
3,682.3 |
3,636.7 |
3,514.2 |
|
R2 |
3,576.3 |
3,576.3 |
3,504.4 |
|
R1 |
3,530.7 |
3,530.7 |
3,494.7 |
3,553.5 |
PP |
3,470.3 |
3,470.3 |
3,470.3 |
3,481.8 |
S1 |
3,424.7 |
3,424.7 |
3,475.3 |
3,447.5 |
S2 |
3,364.3 |
3,364.3 |
3,465.6 |
|
S3 |
3,258.3 |
3,318.7 |
3,455.9 |
|
S4 |
3,152.3 |
3,212.7 |
3,426.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,516.0 |
3,410.0 |
106.0 |
3.0% |
42.8 |
1.2% |
71% |
False |
False |
25,036 |
10 |
3,516.0 |
3,393.0 |
123.0 |
3.5% |
38.9 |
1.1% |
75% |
False |
False |
14,061 |
20 |
3,547.0 |
3,356.0 |
191.0 |
5.5% |
40.1 |
1.1% |
68% |
False |
False |
10,305 |
40 |
3,547.0 |
3,356.0 |
191.0 |
5.5% |
26.6 |
0.8% |
68% |
False |
False |
5,659 |
60 |
3,547.0 |
3,150.0 |
397.0 |
11.4% |
27.2 |
0.8% |
84% |
False |
False |
4,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,666.0 |
2.618 |
3,607.2 |
1.618 |
3,571.2 |
1.000 |
3,549.0 |
0.618 |
3,535.2 |
HIGH |
3,513.0 |
0.618 |
3,499.2 |
0.500 |
3,495.0 |
0.382 |
3,490.8 |
LOW |
3,477.0 |
0.618 |
3,454.8 |
1.000 |
3,441.0 |
1.618 |
3,418.8 |
2.618 |
3,382.8 |
4.250 |
3,324.0 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,495.0 |
3,481.3 |
PP |
3,491.7 |
3,477.7 |
S1 |
3,488.3 |
3,474.0 |
|