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 |
6,251.63 |
6,185.56 |
-66.07 |
-1.1% |
6,499.10 |
High |
6,274.12 |
6,262.85 |
-11.27 |
-0.2% |
6,843.03 |
Low |
6,141.67 |
6,022.98 |
-118.69 |
-1.9% |
6,035.58 |
Close |
6,185.56 |
6,126.47 |
-59.09 |
-1.0% |
6,074.39 |
Range |
132.45 |
239.87 |
107.42 |
81.1% |
807.45 |
ATR |
377.84 |
367.98 |
-9.85 |
-2.6% |
0.00 |
Volume |
48,113 |
64,678 |
16,565 |
34.4% |
292,629 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,857.04 |
6,731.63 |
6,258.40 |
|
R3 |
6,617.17 |
6,491.76 |
6,192.43 |
|
R2 |
6,377.30 |
6,377.30 |
6,170.45 |
|
R1 |
6,251.89 |
6,251.89 |
6,148.46 |
6,194.66 |
PP |
6,137.43 |
6,137.43 |
6,137.43 |
6,108.82 |
S1 |
6,012.02 |
6,012.02 |
6,104.48 |
5,954.79 |
S2 |
5,897.56 |
5,897.56 |
6,082.49 |
|
S3 |
5,657.69 |
5,772.15 |
6,060.51 |
|
S4 |
5,417.82 |
5,532.28 |
5,994.54 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,740.02 |
8,214.65 |
6,518.49 |
|
R3 |
7,932.57 |
7,407.20 |
6,296.44 |
|
R2 |
7,125.12 |
7,125.12 |
6,222.42 |
|
R1 |
6,599.75 |
6,599.75 |
6,148.41 |
6,458.71 |
PP |
6,317.67 |
6,317.67 |
6,317.67 |
6,247.15 |
S1 |
5,792.30 |
5,792.30 |
6,000.37 |
5,651.26 |
S2 |
5,510.22 |
5,510.22 |
5,926.36 |
|
S3 |
4,702.77 |
4,984.85 |
5,852.34 |
|
S4 |
3,895.32 |
4,177.40 |
5,630.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,790.25 |
5,803.02 |
987.23 |
16.1% |
343.69 |
5.6% |
33% |
False |
False |
65,612 |
10 |
6,843.03 |
5,803.02 |
1,040.01 |
17.0% |
328.74 |
5.4% |
31% |
False |
False |
62,883 |
20 |
7,766.59 |
5,803.02 |
1,963.57 |
32.1% |
338.18 |
5.5% |
16% |
False |
False |
70,556 |
40 |
9,966.78 |
5,803.02 |
4,163.76 |
68.0% |
387.95 |
6.3% |
8% |
False |
False |
72,329 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
68.0% |
426.66 |
7.0% |
8% |
False |
False |
79,433 |
80 |
10,906.03 |
5,803.02 |
5,103.01 |
83.3% |
524.61 |
8.6% |
6% |
False |
False |
93,862 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
97.4% |
604.62 |
9.9% |
5% |
False |
False |
99,585 |
120 |
14,947.44 |
5,803.02 |
9,144.42 |
149.3% |
782.04 |
12.8% |
4% |
False |
False |
111,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,282.30 |
2.618 |
6,890.83 |
1.618 |
6,650.96 |
1.000 |
6,502.72 |
0.618 |
6,411.09 |
HIGH |
6,262.85 |
0.618 |
6,171.22 |
0.500 |
6,142.92 |
0.382 |
6,114.61 |
LOW |
6,022.98 |
0.618 |
5,874.74 |
1.000 |
5,783.11 |
1.618 |
5,634.87 |
2.618 |
5,395.00 |
4.250 |
5,003.53 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
6,142.92 |
6,107.12 |
PP |
6,137.43 |
6,087.77 |
S1 |
6,131.95 |
6,068.42 |
|