Trading Metrics calculated at close of trading on 12-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2019 |
12-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
7,584.75 |
7,493.55 |
-91.20 |
-1.2% |
7,110.34 |
High |
7,595.57 |
7,507.52 |
-88.05 |
-1.2% |
7,445.99 |
Low |
7,489.99 |
7,459.20 |
-30.79 |
-0.4% |
6,936.68 |
Close |
7,513.85 |
7,472.29 |
-41.56 |
-0.6% |
7,417.29 |
Range |
105.58 |
48.32 |
-57.26 |
-54.2% |
509.31 |
ATR |
122.21 |
117.39 |
-4.83 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,624.63 |
7,596.78 |
7,498.87 |
|
R3 |
7,576.31 |
7,548.46 |
7,485.58 |
|
R2 |
7,527.99 |
7,527.99 |
7,481.15 |
|
R1 |
7,500.14 |
7,500.14 |
7,476.72 |
7,489.91 |
PP |
7,479.67 |
7,479.67 |
7,479.67 |
7,474.55 |
S1 |
7,451.82 |
7,451.82 |
7,467.86 |
7,441.59 |
S2 |
7,431.35 |
7,431.35 |
7,463.43 |
|
S3 |
7,383.03 |
7,403.50 |
7,459.00 |
|
S4 |
7,334.71 |
7,355.18 |
7,445.71 |
|
|
Weekly Pivots for week ending 07-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,794.58 |
8,615.25 |
7,697.41 |
|
R3 |
8,285.27 |
8,105.94 |
7,557.35 |
|
R2 |
7,775.96 |
7,775.96 |
7,510.66 |
|
R1 |
7,596.63 |
7,596.63 |
7,463.98 |
7,686.30 |
PP |
7,266.65 |
7,266.65 |
7,266.65 |
7,311.49 |
S1 |
7,087.32 |
7,087.32 |
7,370.60 |
7,176.99 |
S2 |
6,757.34 |
6,757.34 |
7,323.92 |
|
S3 |
6,248.03 |
6,578.01 |
7,277.23 |
|
S4 |
5,738.72 |
6,068.70 |
7,137.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,595.57 |
7,201.59 |
393.98 |
5.3% |
97.47 |
1.3% |
69% |
False |
False |
|
10 |
7,595.57 |
6,936.68 |
658.89 |
8.8% |
102.82 |
1.4% |
81% |
False |
False |
|
20 |
7,627.03 |
6,936.68 |
690.35 |
9.2% |
96.28 |
1.3% |
78% |
False |
False |
|
40 |
7,851.97 |
6,936.68 |
915.29 |
12.2% |
94.93 |
1.3% |
59% |
False |
False |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
12.2% |
87.58 |
1.2% |
59% |
False |
False |
|
80 |
7,851.97 |
6,936.68 |
915.29 |
12.2% |
82.23 |
1.1% |
59% |
False |
False |
|
100 |
7,851.97 |
6,584.50 |
1,267.47 |
17.0% |
82.09 |
1.1% |
70% |
False |
False |
|
120 |
7,851.97 |
5,895.12 |
1,956.85 |
26.2% |
94.78 |
1.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,712.88 |
2.618 |
7,634.02 |
1.618 |
7,585.70 |
1.000 |
7,555.84 |
0.618 |
7,537.38 |
HIGH |
7,507.52 |
0.618 |
7,489.06 |
0.500 |
7,483.36 |
0.382 |
7,477.66 |
LOW |
7,459.20 |
0.618 |
7,429.34 |
1.000 |
7,410.88 |
1.618 |
7,381.02 |
2.618 |
7,332.70 |
4.250 |
7,253.84 |
|
|
Fisher Pivots for day following 12-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
7,483.36 |
7,527.39 |
PP |
7,479.67 |
7,509.02 |
S1 |
7,475.98 |
7,490.66 |
|