Trading Metrics calculated at close of trading on 28-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
6,185.56 |
6,126.01 |
-59.55 |
-1.0% |
6,499.10 |
High |
6,262.85 |
6,181.20 |
-81.65 |
-1.3% |
6,843.03 |
Low |
6,022.98 |
6,051.96 |
28.98 |
0.5% |
6,035.58 |
Close |
6,126.47 |
6,062.63 |
-63.84 |
-1.0% |
6,074.39 |
Range |
239.87 |
129.24 |
-110.63 |
-46.1% |
807.45 |
ATR |
367.98 |
350.93 |
-17.05 |
-4.6% |
0.00 |
Volume |
64,678 |
41,698 |
-22,980 |
-35.5% |
292,629 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,486.32 |
6,403.71 |
6,133.71 |
|
R3 |
6,357.08 |
6,274.47 |
6,098.17 |
|
R2 |
6,227.84 |
6,227.84 |
6,086.32 |
|
R1 |
6,145.23 |
6,145.23 |
6,074.48 |
6,121.92 |
PP |
6,098.60 |
6,098.60 |
6,098.60 |
6,086.94 |
S1 |
6,015.99 |
6,015.99 |
6,050.78 |
5,992.68 |
S2 |
5,969.36 |
5,969.36 |
6,038.94 |
|
S3 |
5,840.12 |
5,886.75 |
6,027.09 |
|
S4 |
5,710.88 |
5,757.51 |
5,991.55 |
|
|
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 |
6,752.42 |
5,803.02 |
949.40 |
15.7% |
349.84 |
5.8% |
27% |
False |
False |
66,994 |
10 |
6,843.03 |
5,803.02 |
1,040.01 |
17.2% |
295.16 |
4.9% |
25% |
False |
False |
57,657 |
20 |
7,766.59 |
5,803.02 |
1,963.57 |
32.4% |
331.40 |
5.5% |
13% |
False |
False |
60,594 |
40 |
9,966.78 |
5,803.02 |
4,163.76 |
68.7% |
386.03 |
6.4% |
6% |
False |
False |
72,156 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
68.7% |
417.29 |
6.9% |
6% |
False |
False |
78,266 |
80 |
10,112.05 |
5,803.02 |
4,309.03 |
71.1% |
508.52 |
8.4% |
6% |
False |
False |
92,371 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
98.4% |
592.31 |
9.8% |
4% |
False |
False |
97,655 |
120 |
14,947.44 |
5,803.02 |
9,144.42 |
150.8% |
772.56 |
12.7% |
3% |
False |
False |
110,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,730.47 |
2.618 |
6,519.55 |
1.618 |
6,390.31 |
1.000 |
6,310.44 |
0.618 |
6,261.07 |
HIGH |
6,181.20 |
0.618 |
6,131.83 |
0.500 |
6,116.58 |
0.382 |
6,101.33 |
LOW |
6,051.96 |
0.618 |
5,972.09 |
1.000 |
5,922.72 |
1.618 |
5,842.85 |
2.618 |
5,713.61 |
4.250 |
5,502.69 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
6,116.58 |
6,148.55 |
PP |
6,098.60 |
6,119.91 |
S1 |
6,080.61 |
6,091.27 |
|