Trading Metrics calculated at close of trading on 27-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,267.2 |
1,255.5 |
-11.7 |
-0.9% |
1,280.7 |
High |
1,267.2 |
1,255.5 |
-11.7 |
-0.9% |
1,281.8 |
Low |
1,256.6 |
1,252.3 |
-4.3 |
-0.3% |
1,260.0 |
Close |
1,256.6 |
1,252.8 |
-3.8 |
-0.3% |
1,267.4 |
Range |
10.6 |
3.2 |
-7.4 |
-69.8% |
21.8 |
ATR |
9.9 |
9.5 |
-0.4 |
-4.0% |
0.0 |
Volume |
89 |
11 |
-78 |
-87.6% |
196 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.1 |
1,261.2 |
1,254.6 |
|
R3 |
1,259.9 |
1,258.0 |
1,253.7 |
|
R2 |
1,256.7 |
1,256.7 |
1,253.4 |
|
R1 |
1,254.8 |
1,254.8 |
1,253.1 |
1,254.2 |
PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,253.2 |
S1 |
1,251.6 |
1,251.6 |
1,252.5 |
1,251.0 |
S2 |
1,250.3 |
1,250.3 |
1,252.2 |
|
S3 |
1,247.1 |
1,248.4 |
1,251.9 |
|
S4 |
1,243.9 |
1,245.2 |
1,251.0 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.1 |
1,323.1 |
1,279.4 |
|
R3 |
1,313.3 |
1,301.3 |
1,273.4 |
|
R2 |
1,291.5 |
1,291.5 |
1,271.4 |
|
R1 |
1,279.5 |
1,279.5 |
1,269.4 |
1,274.6 |
PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,267.3 |
S1 |
1,257.7 |
1,257.7 |
1,265.4 |
1,252.8 |
S2 |
1,247.9 |
1,247.9 |
1,263.4 |
|
S3 |
1,226.1 |
1,235.9 |
1,261.4 |
|
S4 |
1,204.3 |
1,214.1 |
1,255.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,271.2 |
1,252.3 |
18.9 |
1.5% |
6.3 |
0.5% |
3% |
False |
True |
51 |
10 |
1,307.7 |
1,252.3 |
55.4 |
4.4% |
8.5 |
0.7% |
1% |
False |
True |
96 |
20 |
1,307.7 |
1,252.3 |
55.4 |
4.4% |
8.2 |
0.7% |
1% |
False |
True |
383 |
40 |
1,326.3 |
1,252.3 |
74.0 |
5.9% |
9.9 |
0.8% |
1% |
False |
True |
161,617 |
60 |
1,369.4 |
1,252.3 |
117.1 |
9.3% |
11.5 |
0.9% |
0% |
False |
True |
209,671 |
80 |
1,369.4 |
1,252.3 |
117.1 |
9.3% |
12.3 |
1.0% |
0% |
False |
True |
186,039 |
100 |
1,369.6 |
1,252.3 |
117.3 |
9.4% |
12.9 |
1.0% |
0% |
False |
True |
151,140 |
120 |
1,375.5 |
1,252.3 |
123.2 |
9.8% |
13.0 |
1.0% |
0% |
False |
True |
127,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.1 |
2.618 |
1,263.9 |
1.618 |
1,260.7 |
1.000 |
1,258.7 |
0.618 |
1,257.5 |
HIGH |
1,255.5 |
0.618 |
1,254.3 |
0.500 |
1,253.9 |
0.382 |
1,253.5 |
LOW |
1,252.3 |
0.618 |
1,250.3 |
1.000 |
1,249.1 |
1.618 |
1,247.1 |
2.618 |
1,243.9 |
4.250 |
1,238.7 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,253.9 |
1,261.8 |
PP |
1,253.5 |
1,258.8 |
S1 |
1,253.2 |
1,255.8 |
|