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 |
1,267.3 |
1,260.5 |
-6.8 |
-0.5% |
1,281.1 |
High |
1,269.4 |
1,261.9 |
-7.5 |
-0.6% |
1,286.8 |
Low |
1,256.4 |
1,252.2 |
-4.2 |
-0.3% |
1,262.4 |
Close |
1,259.9 |
1,256.1 |
-3.8 |
-0.3% |
1,270.7 |
Range |
13.0 |
9.7 |
-3.3 |
-25.4% |
24.4 |
ATR |
11.3 |
11.2 |
-0.1 |
-1.0% |
0.0 |
Volume |
254,014 |
256,900 |
2,886 |
1.1% |
1,184,533 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.8 |
1,280.7 |
1,261.4 |
|
R3 |
1,276.1 |
1,271.0 |
1,258.8 |
|
R2 |
1,266.4 |
1,266.4 |
1,257.9 |
|
R1 |
1,261.3 |
1,261.3 |
1,257.0 |
1,259.0 |
PP |
1,256.7 |
1,256.7 |
1,256.7 |
1,255.6 |
S1 |
1,251.6 |
1,251.6 |
1,255.2 |
1,249.3 |
S2 |
1,247.0 |
1,247.0 |
1,254.3 |
|
S3 |
1,237.3 |
1,241.9 |
1,253.4 |
|
S4 |
1,227.6 |
1,232.2 |
1,250.8 |
|
|
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 |
1,274.4 |
1,252.2 |
22.2 |
1.8% |
9.2 |
0.7% |
18% |
False |
True |
235,702 |
10 |
1,313.0 |
1,252.2 |
60.8 |
4.8% |
11.6 |
0.9% |
6% |
False |
True |
277,016 |
20 |
1,313.0 |
1,252.2 |
60.8 |
4.8% |
10.6 |
0.8% |
6% |
False |
True |
266,582 |
40 |
1,332.4 |
1,252.2 |
80.2 |
6.4% |
11.0 |
0.9% |
5% |
False |
True |
168,779 |
60 |
1,375.1 |
1,252.2 |
122.9 |
9.8% |
11.9 |
1.0% |
3% |
False |
True |
114,952 |
80 |
1,375.1 |
1,252.2 |
122.9 |
9.8% |
12.4 |
1.0% |
3% |
False |
True |
87,493 |
100 |
1,375.1 |
1,252.2 |
122.9 |
9.8% |
12.7 |
1.0% |
3% |
False |
True |
70,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.1 |
2.618 |
1,287.3 |
1.618 |
1,277.6 |
1.000 |
1,271.6 |
0.618 |
1,267.9 |
HIGH |
1,261.9 |
0.618 |
1,258.2 |
0.500 |
1,257.1 |
0.382 |
1,255.9 |
LOW |
1,252.2 |
0.618 |
1,246.2 |
1.000 |
1,242.5 |
1.618 |
1,236.5 |
2.618 |
1,226.8 |
4.250 |
1,211.0 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,257.1 |
1,263.3 |
PP |
1,256.7 |
1,260.9 |
S1 |
1,256.4 |
1,258.5 |
|