Trading Metrics calculated at close of trading on 14-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2019 |
14-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,333.32 |
1,341.90 |
8.58 |
0.6% |
1,340.79 |
High |
1,343.03 |
1,357.92 |
14.89 |
1.1% |
1,357.92 |
Low |
1,332.56 |
1,333.40 |
0.84 |
0.1% |
1,320.05 |
Close |
1,341.80 |
1,341.20 |
-0.60 |
0.0% |
1,341.20 |
Range |
10.47 |
24.52 |
14.05 |
134.2% |
37.87 |
ATR |
12.92 |
13.75 |
0.83 |
6.4% |
0.00 |
Volume |
9,417 |
10,112 |
695 |
7.4% |
47,599 |
|
Daily Pivots for day following 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.73 |
1,403.99 |
1,354.69 |
|
R3 |
1,393.21 |
1,379.47 |
1,347.94 |
|
R2 |
1,368.69 |
1,368.69 |
1,345.70 |
|
R1 |
1,354.95 |
1,354.95 |
1,343.45 |
1,349.56 |
PP |
1,344.17 |
1,344.17 |
1,344.17 |
1,341.48 |
S1 |
1,330.43 |
1,330.43 |
1,338.95 |
1,325.04 |
S2 |
1,319.65 |
1,319.65 |
1,336.70 |
|
S3 |
1,295.13 |
1,305.91 |
1,334.46 |
|
S4 |
1,270.61 |
1,281.39 |
1,327.71 |
|
|
Weekly Pivots for week ending 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.33 |
1,435.14 |
1,362.03 |
|
R3 |
1,415.46 |
1,397.27 |
1,351.61 |
|
R2 |
1,377.59 |
1,377.59 |
1,348.14 |
|
R1 |
1,359.40 |
1,359.40 |
1,344.67 |
1,368.50 |
PP |
1,339.72 |
1,339.72 |
1,339.72 |
1,344.27 |
S1 |
1,321.53 |
1,321.53 |
1,337.73 |
1,330.63 |
S2 |
1,301.85 |
1,301.85 |
1,334.26 |
|
S3 |
1,263.98 |
1,283.66 |
1,330.79 |
|
S4 |
1,226.11 |
1,245.79 |
1,320.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,357.92 |
1,320.05 |
37.87 |
2.8% |
14.45 |
1.1% |
56% |
True |
False |
9,519 |
10 |
1,357.92 |
1,305.37 |
52.55 |
3.9% |
15.22 |
1.1% |
68% |
True |
False |
9,477 |
20 |
1,357.92 |
1,269.50 |
88.42 |
6.6% |
14.04 |
1.0% |
81% |
True |
False |
9,162 |
40 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
12.21 |
0.9% |
82% |
True |
False |
7,902 |
60 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.66 |
0.9% |
82% |
True |
False |
7,260 |
80 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.61 |
0.9% |
82% |
True |
False |
6,974 |
100 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.51 |
0.9% |
82% |
True |
False |
7,837 |
120 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.13 |
0.8% |
82% |
True |
False |
8,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.13 |
2.618 |
1,422.11 |
1.618 |
1,397.59 |
1.000 |
1,382.44 |
0.618 |
1,373.07 |
HIGH |
1,357.92 |
0.618 |
1,348.55 |
0.500 |
1,345.66 |
0.382 |
1,342.77 |
LOW |
1,333.40 |
0.618 |
1,318.25 |
1.000 |
1,308.88 |
1.618 |
1,293.73 |
2.618 |
1,269.21 |
4.250 |
1,229.19 |
|
|
Fisher Pivots for day following 14-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,345.66 |
1,342.10 |
PP |
1,344.17 |
1,341.80 |
S1 |
1,342.69 |
1,341.50 |
|