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 |
3,369.0 |
3,367.0 |
-2.0 |
-0.1% |
3,491.0 |
High |
3,383.0 |
3,415.0 |
32.0 |
0.9% |
3,493.0 |
Low |
3,352.0 |
3,330.0 |
-22.0 |
-0.7% |
3,383.0 |
Close |
3,364.0 |
3,385.0 |
21.0 |
0.6% |
3,427.0 |
Range |
31.0 |
85.0 |
54.0 |
174.2% |
110.0 |
ATR |
47.4 |
50.1 |
2.7 |
5.7% |
0.0 |
Volume |
882,872 |
1,466,807 |
583,935 |
66.1% |
4,905,888 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,631.7 |
3,593.3 |
3,431.8 |
|
R3 |
3,546.7 |
3,508.3 |
3,408.4 |
|
R2 |
3,461.7 |
3,461.7 |
3,400.6 |
|
R1 |
3,423.3 |
3,423.3 |
3,392.8 |
3,442.5 |
PP |
3,376.7 |
3,376.7 |
3,376.7 |
3,386.3 |
S1 |
3,338.3 |
3,338.3 |
3,377.2 |
3,357.5 |
S2 |
3,291.7 |
3,291.7 |
3,369.4 |
|
S3 |
3,206.7 |
3,253.3 |
3,361.6 |
|
S4 |
3,121.7 |
3,168.3 |
3,338.3 |
|
|
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 |
3,448.0 |
3,330.0 |
118.0 |
3.5% |
56.8 |
1.7% |
47% |
False |
True |
1,054,402 |
10 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
53.6 |
1.6% |
27% |
False |
True |
1,090,496 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
47.8 |
1.4% |
27% |
False |
True |
874,522 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
39.4 |
1.2% |
24% |
False |
True |
445,168 |
60 |
3,564.0 |
3,205.0 |
359.0 |
10.6% |
36.4 |
1.1% |
50% |
False |
False |
300,617 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
38.6 |
1.1% |
55% |
False |
False |
226,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,776.3 |
2.618 |
3,637.5 |
1.618 |
3,552.5 |
1.000 |
3,500.0 |
0.618 |
3,467.5 |
HIGH |
3,415.0 |
0.618 |
3,382.5 |
0.500 |
3,372.5 |
0.382 |
3,362.5 |
LOW |
3,330.0 |
0.618 |
3,277.5 |
1.000 |
3,245.0 |
1.618 |
3,192.5 |
2.618 |
3,107.5 |
4.250 |
2,968.8 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,380.8 |
3,380.8 |
PP |
3,376.7 |
3,376.7 |
S1 |
3,372.5 |
3,372.5 |
|