Trading Metrics calculated at close of trading on 11-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
276.85 |
278.44 |
1.59 |
0.6% |
274.53 |
High |
278.25 |
279.37 |
1.12 |
0.4% |
278.28 |
Low |
276.66 |
278.31 |
1.65 |
0.6% |
274.18 |
Close |
278.19 |
278.56 |
0.37 |
0.1% |
278.19 |
Range |
1.59 |
1.06 |
-0.53 |
-33.3% |
4.10 |
ATR |
2.54 |
2.45 |
-0.10 |
-3.8% |
0.00 |
Volume |
72,139,696 |
58,892,500 |
-13,247,196 |
-18.4% |
304,361,396 |
|
Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
281.93 |
281.30 |
279.14 |
|
R3 |
280.87 |
280.24 |
278.85 |
|
R2 |
279.81 |
279.81 |
278.75 |
|
R1 |
279.18 |
279.18 |
278.66 |
279.50 |
PP |
278.75 |
278.75 |
278.75 |
278.90 |
S1 |
278.12 |
278.12 |
278.46 |
278.44 |
S2 |
277.69 |
277.69 |
278.37 |
|
S3 |
276.63 |
277.06 |
278.27 |
|
S4 |
275.57 |
276.00 |
277.98 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
289.18 |
287.79 |
280.45 |
|
R3 |
285.08 |
283.69 |
279.32 |
|
R2 |
280.98 |
280.98 |
278.94 |
|
R1 |
279.59 |
279.59 |
278.57 |
280.29 |
PP |
276.88 |
276.88 |
276.88 |
277.23 |
S1 |
275.49 |
275.49 |
277.81 |
276.19 |
S2 |
272.78 |
272.78 |
277.44 |
|
S3 |
268.68 |
271.39 |
277.06 |
|
S4 |
264.58 |
267.29 |
275.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
279.37 |
274.18 |
5.19 |
1.9% |
1.67 |
0.6% |
84% |
True |
False |
63,573,759 |
10 |
279.37 |
267.76 |
11.61 |
4.2% |
1.92 |
0.7% |
93% |
True |
False |
71,361,920 |
20 |
279.37 |
267.76 |
11.61 |
4.2% |
1.91 |
0.7% |
93% |
True |
False |
66,919,874 |
40 |
279.37 |
259.05 |
20.32 |
7.3% |
2.42 |
0.9% |
96% |
True |
False |
72,329,017 |
60 |
279.37 |
254.67 |
24.70 |
8.9% |
3.17 |
1.1% |
97% |
True |
False |
87,739,216 |
80 |
280.41 |
254.67 |
25.74 |
9.2% |
3.30 |
1.2% |
93% |
False |
False |
91,815,906 |
100 |
286.63 |
252.92 |
33.71 |
12.1% |
3.57 |
1.3% |
76% |
False |
False |
103,994,087 |
120 |
286.63 |
252.92 |
33.71 |
12.1% |
3.23 |
1.2% |
76% |
False |
False |
99,417,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
283.88 |
2.618 |
282.15 |
1.618 |
281.09 |
1.000 |
280.43 |
0.618 |
280.03 |
HIGH |
279.37 |
0.618 |
278.97 |
0.500 |
278.84 |
0.382 |
278.71 |
LOW |
278.31 |
0.618 |
277.65 |
1.000 |
277.25 |
1.618 |
276.59 |
2.618 |
275.53 |
4.250 |
273.81 |
|
|
Fisher Pivots for day following 11-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
278.84 |
278.33 |
PP |
278.75 |
278.09 |
S1 |
278.65 |
277.86 |
|