Trading Metrics calculated at close of trading on 25-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,399.0 |
3,406.0 |
7.0 |
0.2% |
3,491.0 |
High |
3,437.0 |
3,415.0 |
-22.0 |
-0.6% |
3,493.0 |
Low |
3,397.0 |
3,352.0 |
-45.0 |
-1.3% |
3,383.0 |
Close |
3,427.0 |
3,364.0 |
-63.0 |
-1.8% |
3,427.0 |
Range |
40.0 |
63.0 |
23.0 |
57.5% |
110.0 |
ATR |
46.7 |
48.7 |
2.0 |
4.3% |
0.0 |
Volume |
839,305 |
1,000,319 |
161,014 |
19.2% |
4,905,888 |
|
Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,566.0 |
3,528.0 |
3,398.7 |
|
R3 |
3,503.0 |
3,465.0 |
3,381.3 |
|
R2 |
3,440.0 |
3,440.0 |
3,375.6 |
|
R1 |
3,402.0 |
3,402.0 |
3,369.8 |
3,389.5 |
PP |
3,377.0 |
3,377.0 |
3,377.0 |
3,370.8 |
S1 |
3,339.0 |
3,339.0 |
3,358.2 |
3,326.5 |
S2 |
3,314.0 |
3,314.0 |
3,352.5 |
|
S3 |
3,251.0 |
3,276.0 |
3,346.7 |
|
S4 |
3,188.0 |
3,213.0 |
3,329.4 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,764.3 |
3,705.7 |
3,487.5 |
|
R3 |
3,654.3 |
3,595.7 |
3,457.3 |
|
R2 |
3,544.3 |
3,544.3 |
3,447.2 |
|
R1 |
3,485.7 |
3,485.7 |
3,437.1 |
3,460.0 |
PP |
3,434.3 |
3,434.3 |
3,434.3 |
3,421.5 |
S1 |
3,375.7 |
3,375.7 |
3,416.9 |
3,350.0 |
S2 |
3,324.3 |
3,324.3 |
3,406.8 |
|
S3 |
3,214.3 |
3,265.7 |
3,396.8 |
|
S4 |
3,104.3 |
3,155.7 |
3,366.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,452.0 |
3,352.0 |
100.0 |
3.0% |
47.4 |
1.4% |
12% |
False |
True |
991,354 |
10 |
3,537.0 |
3,352.0 |
185.0 |
5.5% |
47.3 |
1.4% |
6% |
False |
True |
1,239,854 |
20 |
3,537.0 |
3,352.0 |
185.0 |
5.5% |
48.7 |
1.4% |
6% |
False |
True |
760,160 |
40 |
3,564.0 |
3,352.0 |
212.0 |
6.3% |
37.5 |
1.1% |
6% |
False |
True |
386,742 |
60 |
3,564.0 |
3,171.0 |
393.0 |
11.7% |
36.6 |
1.1% |
49% |
False |
False |
261,951 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
37.8 |
1.1% |
50% |
False |
False |
197,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.8 |
2.618 |
3,579.9 |
1.618 |
3,516.9 |
1.000 |
3,478.0 |
0.618 |
3,453.9 |
HIGH |
3,415.0 |
0.618 |
3,390.9 |
0.500 |
3,383.5 |
0.382 |
3,376.1 |
LOW |
3,352.0 |
0.618 |
3,313.1 |
1.000 |
3,289.0 |
1.618 |
3,250.1 |
2.618 |
3,187.1 |
4.250 |
3,084.3 |
|
|
Fisher Pivots for day following 25-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,383.5 |
3,400.0 |
PP |
3,377.0 |
3,388.0 |
S1 |
3,370.5 |
3,376.0 |
|