Trading Metrics calculated at close of trading on 20-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,303.7 |
1,296.1 |
-7.6 |
-0.6% |
1,323.6 |
High |
1,304.5 |
1,296.1 |
-8.4 |
-0.6% |
1,330.4 |
Low |
1,294.2 |
1,292.6 |
-1.6 |
-0.1% |
1,296.5 |
Close |
1,297.0 |
1,292.8 |
-4.2 |
-0.3% |
1,297.0 |
Range |
10.3 |
3.5 |
-6.8 |
-66.0% |
33.9 |
ATR |
9.4 |
9.1 |
-0.4 |
-3.8% |
0.0 |
Volume |
887 |
401 |
-486 |
-54.8% |
5,851 |
|
Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.3 |
1,302.1 |
1,294.7 |
|
R3 |
1,300.8 |
1,298.6 |
1,293.8 |
|
R2 |
1,297.3 |
1,297.3 |
1,293.4 |
|
R1 |
1,295.1 |
1,295.1 |
1,293.1 |
1,294.5 |
PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,293.5 |
S1 |
1,291.6 |
1,291.6 |
1,292.5 |
1,291.0 |
S2 |
1,290.3 |
1,290.3 |
1,292.2 |
|
S3 |
1,286.8 |
1,288.1 |
1,291.8 |
|
S4 |
1,283.3 |
1,284.6 |
1,290.9 |
|
|
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 |
1,292.6 |
37.8 |
2.9% |
10.9 |
0.8% |
1% |
False |
True |
961 |
10 |
1,330.4 |
1,292.6 |
37.8 |
2.9% |
8.8 |
0.7% |
1% |
False |
True |
918 |
20 |
1,330.9 |
1,292.6 |
38.3 |
3.0% |
8.1 |
0.6% |
1% |
False |
True |
1,013 |
40 |
1,353.7 |
1,292.6 |
61.1 |
4.7% |
7.3 |
0.6% |
0% |
False |
True |
713 |
60 |
1,393.7 |
1,292.6 |
101.1 |
7.8% |
8.0 |
0.6% |
0% |
False |
True |
539 |
80 |
1,393.7 |
1,292.6 |
101.1 |
7.8% |
8.0 |
0.6% |
0% |
False |
True |
440 |
100 |
1,393.7 |
1,292.6 |
101.1 |
7.8% |
8.1 |
0.6% |
0% |
False |
True |
394 |
120 |
1,398.2 |
1,292.6 |
105.6 |
8.2% |
7.8 |
0.6% |
0% |
False |
True |
345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.0 |
2.618 |
1,305.3 |
1.618 |
1,301.8 |
1.000 |
1,299.6 |
0.618 |
1,298.3 |
HIGH |
1,296.1 |
0.618 |
1,294.8 |
0.500 |
1,294.4 |
0.382 |
1,293.9 |
LOW |
1,292.6 |
0.618 |
1,290.4 |
1.000 |
1,289.1 |
1.618 |
1,286.9 |
2.618 |
1,283.4 |
4.250 |
1,277.7 |
|
|
Fisher Pivots for day following 20-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,294.4 |
1,298.6 |
PP |
1,293.8 |
1,296.6 |
S1 |
1,293.3 |
1,294.7 |
|