Trading Metrics calculated at close of trading on 26-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,272.2 |
1,267.3 |
-4.9 |
-0.4% |
1,281.1 |
High |
1,274.4 |
1,269.4 |
-5.0 |
-0.4% |
1,286.8 |
Low |
1,265.5 |
1,256.4 |
-9.1 |
-0.7% |
1,262.4 |
Close |
1,268.9 |
1,259.9 |
-9.0 |
-0.7% |
1,270.7 |
Range |
8.9 |
13.0 |
4.1 |
46.1% |
24.4 |
ATR |
11.2 |
11.3 |
0.1 |
1.2% |
0.0 |
Volume |
201,565 |
254,014 |
52,449 |
26.0% |
1,184,533 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.9 |
1,293.4 |
1,267.1 |
|
R3 |
1,287.9 |
1,280.4 |
1,263.5 |
|
R2 |
1,274.9 |
1,274.9 |
1,262.3 |
|
R1 |
1,267.4 |
1,267.4 |
1,261.1 |
1,264.7 |
PP |
1,261.9 |
1,261.9 |
1,261.9 |
1,260.5 |
S1 |
1,254.4 |
1,254.4 |
1,258.7 |
1,251.7 |
S2 |
1,248.9 |
1,248.9 |
1,257.5 |
|
S3 |
1,235.9 |
1,241.4 |
1,256.3 |
|
S4 |
1,222.9 |
1,228.4 |
1,252.8 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.5 |
1,333.0 |
1,284.1 |
|
R3 |
1,322.1 |
1,308.6 |
1,277.4 |
|
R2 |
1,297.7 |
1,297.7 |
1,275.2 |
|
R1 |
1,284.2 |
1,284.2 |
1,272.9 |
1,278.8 |
PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,270.6 |
S1 |
1,259.8 |
1,259.8 |
1,268.5 |
1,254.4 |
S2 |
1,248.9 |
1,248.9 |
1,266.2 |
|
S3 |
1,224.5 |
1,235.4 |
1,264.0 |
|
S4 |
1,200.1 |
1,211.0 |
1,257.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.6 |
1,256.4 |
22.2 |
1.8% |
9.1 |
0.7% |
16% |
False |
True |
230,959 |
10 |
1,313.0 |
1,256.4 |
56.6 |
4.5% |
11.7 |
0.9% |
6% |
False |
True |
277,710 |
20 |
1,313.0 |
1,256.4 |
56.6 |
4.5% |
10.6 |
0.8% |
6% |
False |
True |
270,680 |
40 |
1,332.4 |
1,256.4 |
76.0 |
6.0% |
11.2 |
0.9% |
5% |
False |
True |
162,661 |
60 |
1,375.1 |
1,256.4 |
118.7 |
9.4% |
12.0 |
1.0% |
3% |
False |
True |
110,732 |
80 |
1,375.1 |
1,256.4 |
118.7 |
9.4% |
12.4 |
1.0% |
3% |
False |
True |
84,307 |
100 |
1,375.1 |
1,256.4 |
118.7 |
9.4% |
12.8 |
1.0% |
3% |
False |
True |
68,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.7 |
2.618 |
1,303.4 |
1.618 |
1,290.4 |
1.000 |
1,282.4 |
0.618 |
1,277.4 |
HIGH |
1,269.4 |
0.618 |
1,264.4 |
0.500 |
1,262.9 |
0.382 |
1,261.4 |
LOW |
1,256.4 |
0.618 |
1,248.4 |
1.000 |
1,243.4 |
1.618 |
1,235.4 |
2.618 |
1,222.4 |
4.250 |
1,201.2 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,262.9 |
1,265.4 |
PP |
1,261.9 |
1,263.6 |
S1 |
1,260.9 |
1,261.7 |
|