Trading Metrics calculated at close of trading on 29-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,253.6 |
1,249.5 |
-4.1 |
-0.3% |
1,272.2 |
High |
1,255.8 |
1,257.1 |
1.3 |
0.1% |
1,274.4 |
Low |
1,247.2 |
1,246.9 |
-0.3 |
0.0% |
1,246.9 |
Close |
1,251.0 |
1,254.5 |
3.5 |
0.3% |
1,254.5 |
Range |
8.6 |
10.2 |
1.6 |
18.6% |
27.5 |
ATR |
11.0 |
11.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
241,824 |
226,196 |
-15,628 |
-6.5% |
1,180,499 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.4 |
1,279.2 |
1,260.1 |
|
R3 |
1,273.2 |
1,269.0 |
1,257.3 |
|
R2 |
1,263.0 |
1,263.0 |
1,256.4 |
|
R1 |
1,258.8 |
1,258.8 |
1,255.4 |
1,260.9 |
PP |
1,252.8 |
1,252.8 |
1,252.8 |
1,253.9 |
S1 |
1,248.6 |
1,248.6 |
1,253.6 |
1,250.7 |
S2 |
1,242.6 |
1,242.6 |
1,252.6 |
|
S3 |
1,232.4 |
1,238.4 |
1,251.7 |
|
S4 |
1,222.2 |
1,228.2 |
1,248.9 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.1 |
1,325.3 |
1,269.6 |
|
R3 |
1,313.6 |
1,297.8 |
1,262.1 |
|
R2 |
1,286.1 |
1,286.1 |
1,259.5 |
|
R1 |
1,270.3 |
1,270.3 |
1,257.0 |
1,264.5 |
PP |
1,258.6 |
1,258.6 |
1,258.6 |
1,255.7 |
S1 |
1,242.8 |
1,242.8 |
1,252.0 |
1,237.0 |
S2 |
1,231.1 |
1,231.1 |
1,249.5 |
|
S3 |
1,203.6 |
1,215.3 |
1,246.9 |
|
S4 |
1,176.1 |
1,187.8 |
1,239.4 |
|
|
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 |
1,246.9 |
27.5 |
2.2% |
10.1 |
0.8% |
28% |
False |
True |
236,099 |
10 |
1,286.8 |
1,246.9 |
39.9 |
3.2% |
9.4 |
0.7% |
19% |
False |
True |
236,503 |
20 |
1,313.0 |
1,246.9 |
66.1 |
5.3% |
10.4 |
0.8% |
11% |
False |
True |
258,298 |
40 |
1,332.4 |
1,246.9 |
85.5 |
6.8% |
10.9 |
0.9% |
9% |
False |
True |
179,473 |
60 |
1,375.1 |
1,246.9 |
128.2 |
10.2% |
11.8 |
0.9% |
6% |
False |
True |
122,619 |
80 |
1,375.1 |
1,246.9 |
128.2 |
10.2% |
12.3 |
1.0% |
6% |
False |
True |
93,249 |
100 |
1,375.1 |
1,246.9 |
128.2 |
10.2% |
12.6 |
1.0% |
6% |
False |
True |
75,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.5 |
2.618 |
1,283.8 |
1.618 |
1,273.6 |
1.000 |
1,267.3 |
0.618 |
1,263.4 |
HIGH |
1,257.1 |
0.618 |
1,253.2 |
0.500 |
1,252.0 |
0.382 |
1,250.8 |
LOW |
1,246.9 |
0.618 |
1,240.6 |
1.000 |
1,236.7 |
1.618 |
1,230.4 |
2.618 |
1,220.2 |
4.250 |
1,203.6 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,253.7 |
1,254.5 |
PP |
1,252.8 |
1,254.4 |
S1 |
1,252.0 |
1,254.4 |
|