Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,320.5 |
1,315.0 |
-5.5 |
-0.4% |
1,318.4 |
High |
1,321.1 |
1,321.0 |
-0.1 |
0.0% |
1,324.9 |
Low |
1,315.7 |
1,313.9 |
-1.8 |
-0.1% |
1,313.9 |
Close |
1,318.4 |
1,320.3 |
1.9 |
0.1% |
1,321.4 |
Range |
5.4 |
7.1 |
1.7 |
31.5% |
11.0 |
ATR |
8.0 |
7.9 |
-0.1 |
-0.8% |
0.0 |
Volume |
1,152 |
645 |
-507 |
-44.0% |
2,669 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.7 |
1,337.1 |
1,324.2 |
|
R3 |
1,332.6 |
1,330.0 |
1,322.3 |
|
R2 |
1,325.5 |
1,325.5 |
1,321.6 |
|
R1 |
1,322.9 |
1,322.9 |
1,321.0 |
1,324.2 |
PP |
1,318.4 |
1,318.4 |
1,318.4 |
1,319.1 |
S1 |
1,315.8 |
1,315.8 |
1,319.6 |
1,317.1 |
S2 |
1,311.3 |
1,311.3 |
1,319.0 |
|
S3 |
1,304.2 |
1,308.7 |
1,318.3 |
|
S4 |
1,297.1 |
1,301.6 |
1,316.4 |
|
|
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 |
1,313.9 |
11.3 |
0.9% |
6.7 |
0.5% |
57% |
False |
True |
876 |
10 |
1,328.4 |
1,313.4 |
15.0 |
1.1% |
7.0 |
0.5% |
46% |
False |
False |
615 |
20 |
1,330.9 |
1,308.3 |
22.6 |
1.7% |
6.8 |
0.5% |
53% |
False |
False |
873 |
40 |
1,382.8 |
1,308.3 |
74.5 |
5.6% |
6.9 |
0.5% |
16% |
False |
False |
612 |
60 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.9 |
0.6% |
14% |
False |
False |
472 |
80 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.5 |
0.6% |
14% |
False |
False |
387 |
100 |
1,398.2 |
1,308.3 |
89.9 |
6.8% |
8.1 |
0.6% |
13% |
False |
False |
353 |
120 |
1,398.2 |
1,296.1 |
102.1 |
7.7% |
7.5 |
0.6% |
24% |
False |
False |
307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.2 |
2.618 |
1,339.6 |
1.618 |
1,332.5 |
1.000 |
1,328.1 |
0.618 |
1,325.4 |
HIGH |
1,321.0 |
0.618 |
1,318.3 |
0.500 |
1,317.5 |
0.382 |
1,316.6 |
LOW |
1,313.9 |
0.618 |
1,309.5 |
1.000 |
1,306.8 |
1.618 |
1,302.4 |
2.618 |
1,295.3 |
4.250 |
1,283.7 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,319.4 |
1,320.1 |
PP |
1,318.4 |
1,319.8 |
S1 |
1,317.5 |
1,319.6 |
|