Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,323.6 |
1,320.5 |
-3.1 |
-0.2% |
1,318.4 |
High |
1,325.2 |
1,321.1 |
-4.1 |
-0.3% |
1,324.9 |
Low |
1,318.8 |
1,315.7 |
-3.1 |
-0.2% |
1,313.9 |
Close |
1,322.2 |
1,318.4 |
-3.8 |
-0.3% |
1,321.4 |
Range |
6.4 |
5.4 |
-1.0 |
-15.6% |
11.0 |
ATR |
8.1 |
8.0 |
-0.1 |
-1.4% |
0.0 |
Volume |
769 |
1,152 |
383 |
49.8% |
2,669 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.6 |
1,331.9 |
1,321.4 |
|
R3 |
1,329.2 |
1,326.5 |
1,319.9 |
|
R2 |
1,323.8 |
1,323.8 |
1,319.4 |
|
R1 |
1,321.1 |
1,321.1 |
1,318.9 |
1,319.8 |
PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,317.7 |
S1 |
1,315.7 |
1,315.7 |
1,317.9 |
1,314.4 |
S2 |
1,313.0 |
1,313.0 |
1,317.4 |
|
S3 |
1,307.6 |
1,310.3 |
1,316.9 |
|
S4 |
1,302.2 |
1,304.9 |
1,315.4 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.1 |
1,348.2 |
1,327.5 |
|
R3 |
1,342.1 |
1,337.2 |
1,324.4 |
|
R2 |
1,331.1 |
1,331.1 |
1,323.4 |
|
R1 |
1,326.2 |
1,326.2 |
1,322.4 |
1,328.7 |
PP |
1,320.1 |
1,320.1 |
1,320.1 |
1,321.3 |
S1 |
1,315.2 |
1,315.2 |
1,320.4 |
1,317.7 |
S2 |
1,309.1 |
1,309.1 |
1,319.4 |
|
S3 |
1,298.1 |
1,304.2 |
1,318.4 |
|
S4 |
1,287.1 |
1,293.2 |
1,315.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.2 |
1,314.6 |
10.6 |
0.8% |
6.5 |
0.5% |
36% |
False |
False |
782 |
10 |
1,328.4 |
1,313.4 |
15.0 |
1.1% |
6.6 |
0.5% |
33% |
False |
False |
577 |
20 |
1,336.6 |
1,308.3 |
28.3 |
2.1% |
7.6 |
0.6% |
36% |
False |
False |
873 |
40 |
1,382.8 |
1,308.3 |
74.5 |
5.7% |
6.9 |
0.5% |
14% |
False |
False |
603 |
60 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.9 |
0.6% |
12% |
False |
False |
463 |
80 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.5 |
0.6% |
12% |
False |
False |
384 |
100 |
1,398.2 |
1,308.3 |
89.9 |
6.8% |
8.0 |
0.6% |
11% |
False |
False |
346 |
120 |
1,398.2 |
1,291.3 |
106.9 |
8.1% |
7.4 |
0.6% |
25% |
False |
False |
301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.1 |
2.618 |
1,335.2 |
1.618 |
1,329.8 |
1.000 |
1,326.5 |
0.618 |
1,324.4 |
HIGH |
1,321.1 |
0.618 |
1,319.0 |
0.500 |
1,318.4 |
0.382 |
1,317.8 |
LOW |
1,315.7 |
0.618 |
1,312.4 |
1.000 |
1,310.3 |
1.618 |
1,307.0 |
2.618 |
1,301.6 |
4.250 |
1,292.8 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,318.4 |
1,319.9 |
PP |
1,318.4 |
1,319.4 |
S1 |
1,318.4 |
1,318.9 |
|