Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,315.0 |
1,320.5 |
5.5 |
0.4% |
1,318.4 |
High |
1,321.0 |
1,330.4 |
9.4 |
0.7% |
1,324.9 |
Low |
1,313.9 |
1,320.3 |
6.4 |
0.5% |
1,313.9 |
Close |
1,320.3 |
1,327.3 |
7.0 |
0.5% |
1,321.4 |
Range |
7.1 |
10.1 |
3.0 |
42.3% |
11.0 |
ATR |
7.9 |
8.1 |
0.2 |
2.0% |
0.0 |
Volume |
645 |
1,521 |
876 |
135.8% |
2,669 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.3 |
1,351.9 |
1,332.9 |
|
R3 |
1,346.2 |
1,341.8 |
1,330.1 |
|
R2 |
1,336.1 |
1,336.1 |
1,329.2 |
|
R1 |
1,331.7 |
1,331.7 |
1,328.2 |
1,333.9 |
PP |
1,326.0 |
1,326.0 |
1,326.0 |
1,327.1 |
S1 |
1,321.6 |
1,321.6 |
1,326.4 |
1,323.8 |
S2 |
1,315.9 |
1,315.9 |
1,325.4 |
|
S3 |
1,305.8 |
1,311.5 |
1,324.5 |
|
S4 |
1,295.7 |
1,301.4 |
1,321.7 |
|
|
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 |
1,330.4 |
1,313.9 |
16.5 |
1.2% |
7.4 |
0.6% |
81% |
True |
False |
1,019 |
10 |
1,330.4 |
1,313.4 |
17.0 |
1.3% |
7.1 |
0.5% |
82% |
True |
False |
704 |
20 |
1,330.9 |
1,308.3 |
22.6 |
1.7% |
7.1 |
0.5% |
84% |
False |
False |
908 |
40 |
1,380.2 |
1,308.3 |
71.9 |
5.4% |
6.9 |
0.5% |
26% |
False |
False |
647 |
60 |
1,393.7 |
1,308.3 |
85.4 |
6.4% |
8.0 |
0.6% |
22% |
False |
False |
497 |
80 |
1,393.7 |
1,308.3 |
85.4 |
6.4% |
7.6 |
0.6% |
22% |
False |
False |
403 |
100 |
1,398.2 |
1,308.3 |
89.9 |
6.8% |
8.2 |
0.6% |
21% |
False |
False |
367 |
120 |
1,398.2 |
1,296.1 |
102.1 |
7.7% |
7.6 |
0.6% |
31% |
False |
False |
319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.3 |
2.618 |
1,356.8 |
1.618 |
1,346.7 |
1.000 |
1,340.5 |
0.618 |
1,336.6 |
HIGH |
1,330.4 |
0.618 |
1,326.5 |
0.500 |
1,325.4 |
0.382 |
1,324.2 |
LOW |
1,320.3 |
0.618 |
1,314.1 |
1.000 |
1,310.2 |
1.618 |
1,304.0 |
2.618 |
1,293.9 |
4.250 |
1,277.4 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,326.7 |
1,325.6 |
PP |
1,326.0 |
1,323.9 |
S1 |
1,325.4 |
1,322.2 |
|