| Trading Metrics calculated at close of trading on 28-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2019 |
28-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
12,770.53 |
10,694.09 |
-2,076.44 |
-16.3% |
9,933.10 |
| High |
13,329.92 |
12,393.47 |
-936.45 |
-7.0% |
13,844.30 |
| Low |
10,360.18 |
10,488.65 |
128.47 |
1.2% |
9,858.07 |
| Close |
10,694.09 |
12,217.00 |
1,522.91 |
14.2% |
12,217.00 |
| Range |
2,969.74 |
1,904.82 |
-1,064.92 |
-35.9% |
3,986.23 |
| ATR |
850.66 |
925.95 |
75.30 |
8.9% |
0.00 |
| Volume |
249,429 |
143,501 |
-105,928 |
-42.5% |
764,897 |
|
| Daily Pivots for day following 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,414.17 |
16,720.40 |
13,264.65 |
|
| R3 |
15,509.35 |
14,815.58 |
12,740.83 |
|
| R2 |
13,604.53 |
13,604.53 |
12,566.22 |
|
| R1 |
12,910.76 |
12,910.76 |
12,391.61 |
13,257.65 |
| PP |
11,699.71 |
11,699.71 |
11,699.71 |
11,873.15 |
| S1 |
11,005.94 |
11,005.94 |
12,042.39 |
11,352.83 |
| S2 |
9,794.89 |
9,794.89 |
11,867.78 |
|
| S3 |
7,890.07 |
9,101.12 |
11,693.17 |
|
| S4 |
5,985.25 |
7,196.30 |
11,169.35 |
|
|
| Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,931.81 |
22,060.64 |
14,409.43 |
|
| R3 |
19,945.58 |
18,074.41 |
13,313.21 |
|
| R2 |
15,959.35 |
15,959.35 |
12,947.81 |
|
| R1 |
14,088.18 |
14,088.18 |
12,582.40 |
15,023.77 |
| PP |
11,973.12 |
11,973.12 |
11,973.12 |
12,440.92 |
| S1 |
10,101.95 |
10,101.95 |
11,851.60 |
11,037.54 |
| S2 |
7,986.89 |
7,986.89 |
11,486.19 |
|
| S3 |
4,000.66 |
6,115.72 |
11,120.79 |
|
| S4 |
14.43 |
2,129.49 |
10,024.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,844.30 |
9,858.07 |
3,986.23 |
32.6% |
1,882.61 |
15.4% |
59% |
False |
False |
152,979 |
| 10 |
13,844.30 |
8,451.66 |
5,392.64 |
44.1% |
1,207.35 |
9.9% |
70% |
False |
False |
107,162 |
| 20 |
13,844.30 |
7,474.27 |
6,370.03 |
52.1% |
830.85 |
6.8% |
74% |
False |
False |
80,270 |
| 40 |
13,844.30 |
5,561.70 |
8,282.60 |
67.8% |
700.07 |
5.7% |
80% |
False |
False |
82,857 |
| 60 |
13,844.30 |
4,913.21 |
8,931.09 |
73.1% |
542.35 |
4.4% |
82% |
False |
False |
73,317 |
| 80 |
13,844.30 |
3,805.02 |
10,039.28 |
82.2% |
451.23 |
3.7% |
84% |
False |
False |
67,313 |
| 100 |
13,844.30 |
3,355.25 |
10,489.05 |
85.9% |
387.64 |
3.2% |
84% |
False |
False |
62,745 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
85.9% |
344.18 |
2.8% |
84% |
False |
False |
60,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,488.96 |
|
2.618 |
17,380.29 |
|
1.618 |
15,475.47 |
|
1.000 |
14,298.29 |
|
0.618 |
13,570.65 |
|
HIGH |
12,393.47 |
|
0.618 |
11,665.83 |
|
0.500 |
11,441.06 |
|
0.382 |
11,216.29 |
|
LOW |
10,488.65 |
|
0.618 |
9,311.47 |
|
1.000 |
8,583.83 |
|
1.618 |
7,406.65 |
|
2.618 |
5,501.83 |
|
4.250 |
2,393.17 |
|
|
| Fisher Pivots for day following 28-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,958.35 |
12,178.75 |
| PP |
11,699.71 |
12,140.49 |
| S1 |
11,441.06 |
12,102.24 |
|