Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,296.1 |
1,288.7 |
-7.4 |
-0.6% |
1,323.6 |
High |
1,296.1 |
1,288.7 |
-7.4 |
-0.6% |
1,330.4 |
Low |
1,292.6 |
1,282.4 |
-10.2 |
-0.8% |
1,296.5 |
Close |
1,292.8 |
1,288.6 |
-4.2 |
-0.3% |
1,297.0 |
Range |
3.5 |
6.3 |
2.8 |
80.0% |
33.9 |
ATR |
9.1 |
9.2 |
0.1 |
1.0% |
0.0 |
Volume |
401 |
1,014 |
613 |
152.9% |
5,851 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.5 |
1,303.3 |
1,292.1 |
|
R3 |
1,299.2 |
1,297.0 |
1,290.3 |
|
R2 |
1,292.9 |
1,292.9 |
1,289.8 |
|
R1 |
1,290.7 |
1,290.7 |
1,289.2 |
1,288.7 |
PP |
1,286.6 |
1,286.6 |
1,286.6 |
1,285.5 |
S1 |
1,284.4 |
1,284.4 |
1,288.0 |
1,282.4 |
S2 |
1,280.3 |
1,280.3 |
1,287.4 |
|
S3 |
1,274.0 |
1,278.1 |
1,286.9 |
|
S4 |
1,267.7 |
1,271.8 |
1,285.1 |
|
|
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 |
1,323.5 |
1,282.4 |
41.1 |
3.2% |
10.2 |
0.8% |
15% |
False |
True |
859 |
10 |
1,330.4 |
1,282.4 |
48.0 |
3.7% |
8.8 |
0.7% |
13% |
False |
True |
939 |
20 |
1,330.9 |
1,282.4 |
48.5 |
3.8% |
8.2 |
0.6% |
13% |
False |
True |
668 |
40 |
1,351.7 |
1,282.4 |
69.3 |
5.4% |
7.4 |
0.6% |
9% |
False |
True |
738 |
60 |
1,393.7 |
1,282.4 |
111.3 |
8.6% |
8.1 |
0.6% |
6% |
False |
True |
548 |
80 |
1,393.7 |
1,282.4 |
111.3 |
8.6% |
7.8 |
0.6% |
6% |
False |
True |
451 |
100 |
1,393.7 |
1,282.4 |
111.3 |
8.6% |
8.1 |
0.6% |
6% |
False |
True |
403 |
120 |
1,398.2 |
1,282.4 |
115.8 |
9.0% |
7.9 |
0.6% |
5% |
False |
True |
350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.5 |
2.618 |
1,305.2 |
1.618 |
1,298.9 |
1.000 |
1,295.0 |
0.618 |
1,292.6 |
HIGH |
1,288.7 |
0.618 |
1,286.3 |
0.500 |
1,285.6 |
0.382 |
1,284.8 |
LOW |
1,282.4 |
0.618 |
1,278.5 |
1.000 |
1,276.1 |
1.618 |
1,272.2 |
2.618 |
1,265.9 |
4.250 |
1,255.6 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,287.6 |
1,293.5 |
PP |
1,286.6 |
1,291.8 |
S1 |
1,285.6 |
1,290.2 |
|