Trading Metrics calculated at close of trading on 18-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2019 |
18-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,343.89 |
1,339.76 |
-4.13 |
-0.3% |
1,340.79 |
High |
1,343.89 |
1,354.09 |
10.20 |
0.8% |
1,357.92 |
Low |
1,333.07 |
1,333.40 |
0.33 |
0.0% |
1,320.05 |
Close |
1,339.50 |
1,346.42 |
6.92 |
0.5% |
1,341.20 |
Range |
10.82 |
20.69 |
9.87 |
91.2% |
37.87 |
ATR |
13.54 |
14.05 |
0.51 |
3.8% |
0.00 |
Volume |
9,558 |
9,966 |
408 |
4.3% |
47,599 |
|
Daily Pivots for day following 18-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.71 |
1,397.25 |
1,357.80 |
|
R3 |
1,386.02 |
1,376.56 |
1,352.11 |
|
R2 |
1,365.33 |
1,365.33 |
1,350.21 |
|
R1 |
1,355.87 |
1,355.87 |
1,348.32 |
1,360.60 |
PP |
1,344.64 |
1,344.64 |
1,344.64 |
1,347.00 |
S1 |
1,335.18 |
1,335.18 |
1,344.52 |
1,339.91 |
S2 |
1,323.95 |
1,323.95 |
1,342.63 |
|
S3 |
1,303.26 |
1,314.49 |
1,340.73 |
|
S4 |
1,282.57 |
1,293.80 |
1,335.04 |
|
|
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 |
1,326.27 |
31.65 |
2.4% |
15.70 |
1.2% |
64% |
False |
False |
9,710 |
10 |
1,357.92 |
1,320.05 |
37.87 |
2.8% |
15.28 |
1.1% |
70% |
False |
False |
9,578 |
20 |
1,357.92 |
1,269.50 |
88.42 |
6.6% |
13.99 |
1.0% |
87% |
False |
False |
9,261 |
40 |
1,357.92 |
1,266.76 |
91.16 |
6.8% |
12.62 |
0.9% |
87% |
False |
False |
8,115 |
60 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.86 |
0.9% |
87% |
False |
False |
7,395 |
80 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.76 |
0.9% |
87% |
False |
False |
7,060 |
100 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.51 |
0.9% |
87% |
False |
False |
7,804 |
120 |
1,357.92 |
1,266.61 |
91.31 |
6.8% |
11.27 |
0.8% |
87% |
False |
False |
8,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.02 |
2.618 |
1,408.26 |
1.618 |
1,387.57 |
1.000 |
1,374.78 |
0.618 |
1,366.88 |
HIGH |
1,354.09 |
0.618 |
1,346.19 |
0.500 |
1,343.75 |
0.382 |
1,341.30 |
LOW |
1,333.40 |
0.618 |
1,320.61 |
1.000 |
1,312.71 |
1.618 |
1,299.92 |
2.618 |
1,279.23 |
4.250 |
1,245.47 |
|
|
Fisher Pivots for day following 18-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,345.53 |
1,346.11 |
PP |
1,344.64 |
1,345.80 |
S1 |
1,343.75 |
1,345.50 |
|