Trading Metrics calculated at close of trading on 19-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,465.0 |
3,408.0 |
-57.0 |
-1.6% |
3,410.0 |
High |
3,468.0 |
3,419.0 |
-49.0 |
-1.4% |
3,516.0 |
Low |
3,425.0 |
3,384.0 |
-41.0 |
-1.2% |
3,410.0 |
Close |
3,440.0 |
3,410.0 |
-30.0 |
-0.9% |
3,485.0 |
Range |
43.0 |
35.0 |
-8.0 |
-18.6% |
106.0 |
ATR |
41.2 |
42.2 |
1.1 |
2.6% |
0.0 |
Volume |
55 |
15,403 |
15,348 |
27,905.5% |
125,181 |
|
Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,509.3 |
3,494.7 |
3,429.3 |
|
R3 |
3,474.3 |
3,459.7 |
3,419.6 |
|
R2 |
3,439.3 |
3,439.3 |
3,416.4 |
|
R1 |
3,424.7 |
3,424.7 |
3,413.2 |
3,432.0 |
PP |
3,404.3 |
3,404.3 |
3,404.3 |
3,408.0 |
S1 |
3,389.7 |
3,389.7 |
3,406.8 |
3,397.0 |
S2 |
3,369.3 |
3,369.3 |
3,403.6 |
|
S3 |
3,334.3 |
3,354.7 |
3,400.4 |
|
S4 |
3,299.3 |
3,319.7 |
3,390.8 |
|
|
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 |
3,384.0 |
132.0 |
3.9% |
43.8 |
1.3% |
20% |
False |
True |
19,974 |
10 |
3,516.0 |
3,384.0 |
132.0 |
3.9% |
41.1 |
1.2% |
20% |
False |
True |
14,976 |
20 |
3,518.0 |
3,356.0 |
162.0 |
4.8% |
41.9 |
1.2% |
33% |
False |
False |
9,686 |
40 |
3,547.0 |
3,356.0 |
191.0 |
5.6% |
27.9 |
0.8% |
28% |
False |
False |
5,918 |
60 |
3,547.0 |
3,150.0 |
397.0 |
11.6% |
26.9 |
0.8% |
65% |
False |
False |
4,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.8 |
2.618 |
3,510.6 |
1.618 |
3,475.6 |
1.000 |
3,454.0 |
0.618 |
3,440.6 |
HIGH |
3,419.0 |
0.618 |
3,405.6 |
0.500 |
3,401.5 |
0.382 |
3,397.4 |
LOW |
3,384.0 |
0.618 |
3,362.4 |
1.000 |
3,349.0 |
1.618 |
3,327.4 |
2.618 |
3,292.4 |
4.250 |
3,235.3 |
|
|
Fisher Pivots for day following 19-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,407.2 |
3,448.5 |
PP |
3,404.3 |
3,435.7 |
S1 |
3,401.5 |
3,422.8 |
|