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 |
3,406.0 |
3,369.0 |
-37.0 |
-1.1% |
3,491.0 |
High |
3,415.0 |
3,383.0 |
-32.0 |
-0.9% |
3,493.0 |
Low |
3,352.0 |
3,352.0 |
0.0 |
0.0% |
3,383.0 |
Close |
3,364.0 |
3,364.0 |
0.0 |
0.0% |
3,427.0 |
Range |
63.0 |
31.0 |
-32.0 |
-50.8% |
110.0 |
ATR |
48.7 |
47.4 |
-1.3 |
-2.6% |
0.0 |
Volume |
1,000,319 |
882,872 |
-117,447 |
-11.7% |
4,905,888 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,459.3 |
3,442.7 |
3,381.1 |
|
R3 |
3,428.3 |
3,411.7 |
3,372.5 |
|
R2 |
3,397.3 |
3,397.3 |
3,369.7 |
|
R1 |
3,380.7 |
3,380.7 |
3,366.8 |
3,373.5 |
PP |
3,366.3 |
3,366.3 |
3,366.3 |
3,362.8 |
S1 |
3,349.7 |
3,349.7 |
3,361.2 |
3,342.5 |
S2 |
3,335.3 |
3,335.3 |
3,358.3 |
|
S3 |
3,304.3 |
3,318.7 |
3,355.5 |
|
S4 |
3,273.3 |
3,287.7 |
3,347.0 |
|
|
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% |
44.8 |
1.3% |
12% |
False |
True |
936,453 |
10 |
3,537.0 |
3,352.0 |
185.0 |
5.5% |
47.7 |
1.4% |
6% |
False |
True |
1,098,480 |
20 |
3,537.0 |
3,352.0 |
185.0 |
5.5% |
46.0 |
1.4% |
6% |
False |
True |
803,795 |
40 |
3,564.0 |
3,352.0 |
212.0 |
6.3% |
37.8 |
1.1% |
6% |
False |
True |
408,813 |
60 |
3,564.0 |
3,205.0 |
359.0 |
10.7% |
35.8 |
1.1% |
44% |
False |
False |
276,663 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
38.2 |
1.1% |
50% |
False |
False |
208,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,514.8 |
2.618 |
3,464.2 |
1.618 |
3,433.2 |
1.000 |
3,414.0 |
0.618 |
3,402.2 |
HIGH |
3,383.0 |
0.618 |
3,371.2 |
0.500 |
3,367.5 |
0.382 |
3,363.8 |
LOW |
3,352.0 |
0.618 |
3,332.8 |
1.000 |
3,321.0 |
1.618 |
3,301.8 |
2.618 |
3,270.8 |
4.250 |
3,220.3 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,367.5 |
3,394.5 |
PP |
3,366.3 |
3,384.3 |
S1 |
3,365.2 |
3,374.2 |
|