Trading Metrics calculated at close of trading on 11-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2019 |
11-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,340.79 |
1,328.15 |
-12.64 |
-0.9% |
1,308.39 |
High |
1,340.79 |
1,329.85 |
-10.94 |
-0.8% |
1,347.89 |
Low |
1,325.33 |
1,320.05 |
-5.28 |
-0.4% |
1,305.37 |
Close |
1,327.79 |
1,326.69 |
-1.10 |
-0.1% |
1,340.22 |
Range |
15.46 |
9.80 |
-5.66 |
-36.6% |
42.52 |
ATR |
13.46 |
13.20 |
-0.26 |
-1.9% |
0.00 |
Volume |
9,440 |
9,131 |
-309 |
-3.3% |
47,179 |
|
Daily Pivots for day following 11-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.93 |
1,350.61 |
1,332.08 |
|
R3 |
1,345.13 |
1,340.81 |
1,329.39 |
|
R2 |
1,335.33 |
1,335.33 |
1,328.49 |
|
R1 |
1,331.01 |
1,331.01 |
1,327.59 |
1,328.27 |
PP |
1,325.53 |
1,325.53 |
1,325.53 |
1,324.16 |
S1 |
1,321.21 |
1,321.21 |
1,325.79 |
1,318.47 |
S2 |
1,315.73 |
1,315.73 |
1,324.89 |
|
S3 |
1,305.93 |
1,311.41 |
1,324.00 |
|
S4 |
1,296.13 |
1,301.61 |
1,321.30 |
|
|
Weekly Pivots for week ending 07-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.72 |
1,441.99 |
1,363.61 |
|
R3 |
1,416.20 |
1,399.47 |
1,351.91 |
|
R2 |
1,373.68 |
1,373.68 |
1,348.02 |
|
R1 |
1,356.95 |
1,356.95 |
1,344.12 |
1,365.32 |
PP |
1,331.16 |
1,331.16 |
1,331.16 |
1,335.34 |
S1 |
1,314.43 |
1,314.43 |
1,336.32 |
1,322.80 |
S2 |
1,288.64 |
1,288.64 |
1,332.42 |
|
S3 |
1,246.12 |
1,271.91 |
1,328.53 |
|
S4 |
1,203.60 |
1,229.39 |
1,316.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.89 |
1,320.05 |
27.84 |
2.1% |
14.86 |
1.1% |
24% |
False |
True |
9,445 |
10 |
1,347.89 |
1,275.26 |
72.63 |
5.5% |
15.49 |
1.2% |
71% |
False |
False |
9,355 |
20 |
1,347.89 |
1,269.50 |
78.39 |
5.9% |
13.47 |
1.0% |
73% |
False |
False |
9,075 |
40 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.73 |
0.9% |
74% |
False |
False |
7,624 |
60 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.54 |
0.9% |
74% |
False |
False |
7,078 |
80 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.62 |
0.9% |
74% |
False |
False |
6,984 |
100 |
1,347.89 |
1,266.61 |
81.28 |
6.1% |
11.26 |
0.8% |
74% |
False |
False |
7,888 |
120 |
1,347.89 |
1,254.00 |
93.89 |
7.1% |
11.03 |
0.8% |
77% |
False |
False |
8,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.50 |
2.618 |
1,355.51 |
1.618 |
1,345.71 |
1.000 |
1,339.65 |
0.618 |
1,335.91 |
HIGH |
1,329.85 |
0.618 |
1,326.11 |
0.500 |
1,324.95 |
0.382 |
1,323.79 |
LOW |
1,320.05 |
0.618 |
1,313.99 |
1.000 |
1,310.25 |
1.618 |
1,304.19 |
2.618 |
1,294.39 |
4.250 |
1,278.40 |
|
|
Fisher Pivots for day following 11-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,326.11 |
1,333.97 |
PP |
1,325.53 |
1,331.54 |
S1 |
1,324.95 |
1,329.12 |
|