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 |
1,320.5 |
1,323.5 |
3.0 |
0.2% |
1,323.6 |
High |
1,330.4 |
1,323.5 |
-6.9 |
-0.5% |
1,330.4 |
Low |
1,320.3 |
1,296.5 |
-23.8 |
-1.8% |
1,296.5 |
Close |
1,327.3 |
1,297.0 |
-30.3 |
-2.3% |
1,297.0 |
Range |
10.1 |
27.0 |
16.9 |
167.3% |
33.9 |
ATR |
8.1 |
9.7 |
1.6 |
20.2% |
0.0 |
Volume |
1,521 |
1,764 |
243 |
16.0% |
5,851 |
|
Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.7 |
1,368.8 |
1,311.9 |
|
R3 |
1,359.7 |
1,341.8 |
1,304.4 |
|
R2 |
1,332.7 |
1,332.7 |
1,302.0 |
|
R1 |
1,314.8 |
1,314.8 |
1,299.5 |
1,310.3 |
PP |
1,305.7 |
1,305.7 |
1,305.7 |
1,303.4 |
S1 |
1,287.8 |
1,287.8 |
1,294.5 |
1,283.3 |
S2 |
1,278.7 |
1,278.7 |
1,292.1 |
|
S3 |
1,251.7 |
1,260.8 |
1,289.6 |
|
S4 |
1,224.7 |
1,233.8 |
1,282.2 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.7 |
1,387.2 |
1,315.6 |
|
R3 |
1,375.8 |
1,353.3 |
1,306.3 |
|
R2 |
1,341.9 |
1,341.9 |
1,303.2 |
|
R1 |
1,319.4 |
1,319.4 |
1,300.1 |
1,313.7 |
PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,305.1 |
S1 |
1,285.5 |
1,285.5 |
1,293.9 |
1,279.8 |
S2 |
1,274.1 |
1,274.1 |
1,290.8 |
|
S3 |
1,240.2 |
1,251.6 |
1,287.7 |
|
S4 |
1,206.3 |
1,217.7 |
1,278.4 |
|
|
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 |
1,296.5 |
33.9 |
2.6% |
11.2 |
0.9% |
1% |
False |
True |
1,170 |
10 |
1,330.4 |
1,296.5 |
33.9 |
2.6% |
8.9 |
0.7% |
1% |
False |
True |
852 |
20 |
1,330.9 |
1,296.5 |
34.4 |
2.7% |
8.2 |
0.6% |
1% |
False |
True |
981 |
40 |
1,371.6 |
1,296.5 |
75.1 |
5.8% |
7.4 |
0.6% |
1% |
False |
True |
690 |
60 |
1,393.7 |
1,296.5 |
97.2 |
7.5% |
8.1 |
0.6% |
1% |
False |
True |
526 |
80 |
1,393.7 |
1,296.5 |
97.2 |
7.5% |
7.9 |
0.6% |
1% |
False |
True |
423 |
100 |
1,398.2 |
1,296.5 |
101.7 |
7.8% |
8.4 |
0.6% |
0% |
False |
True |
384 |
120 |
1,398.2 |
1,296.5 |
101.7 |
7.8% |
7.8 |
0.6% |
0% |
False |
True |
333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.3 |
2.618 |
1,394.2 |
1.618 |
1,367.2 |
1.000 |
1,350.5 |
0.618 |
1,340.2 |
HIGH |
1,323.5 |
0.618 |
1,313.2 |
0.500 |
1,310.0 |
0.382 |
1,306.8 |
LOW |
1,296.5 |
0.618 |
1,279.8 |
1.000 |
1,269.5 |
1.618 |
1,252.8 |
2.618 |
1,225.8 |
4.250 |
1,181.8 |
|
|
Fisher Pivots for day following 15-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,310.0 |
1,313.5 |
PP |
1,305.7 |
1,308.0 |
S1 |
1,301.3 |
1,302.5 |
|