Trading Metrics calculated at close of trading on 28-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,367.0 |
3,369.0 |
2.0 |
0.1% |
3,491.0 |
High |
3,415.0 |
3,395.0 |
-20.0 |
-0.6% |
3,493.0 |
Low |
3,330.0 |
3,337.0 |
7.0 |
0.2% |
3,383.0 |
Close |
3,385.0 |
3,351.0 |
-34.0 |
-1.0% |
3,427.0 |
Range |
85.0 |
58.0 |
-27.0 |
-31.8% |
110.0 |
ATR |
50.1 |
50.7 |
0.6 |
1.1% |
0.0 |
Volume |
1,466,807 |
1,191,558 |
-275,249 |
-18.8% |
4,905,888 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.0 |
3,501.0 |
3,382.9 |
|
R3 |
3,477.0 |
3,443.0 |
3,367.0 |
|
R2 |
3,419.0 |
3,419.0 |
3,361.6 |
|
R1 |
3,385.0 |
3,385.0 |
3,356.3 |
3,373.0 |
PP |
3,361.0 |
3,361.0 |
3,361.0 |
3,355.0 |
S1 |
3,327.0 |
3,327.0 |
3,345.7 |
3,315.0 |
S2 |
3,303.0 |
3,303.0 |
3,340.4 |
|
S3 |
3,245.0 |
3,269.0 |
3,335.1 |
|
S4 |
3,187.0 |
3,211.0 |
3,319.1 |
|
|
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 |
3,437.0 |
3,330.0 |
107.0 |
3.2% |
55.4 |
1.7% |
20% |
False |
False |
1,076,172 |
10 |
3,533.0 |
3,330.0 |
203.0 |
6.1% |
50.4 |
1.5% |
10% |
False |
False |
1,090,823 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.2% |
47.6 |
1.4% |
10% |
False |
False |
933,650 |
40 |
3,564.0 |
3,330.0 |
234.0 |
7.0% |
40.3 |
1.2% |
9% |
False |
False |
474,955 |
60 |
3,564.0 |
3,205.0 |
359.0 |
10.7% |
36.8 |
1.1% |
41% |
False |
False |
320,474 |
80 |
3,564.0 |
3,163.0 |
401.0 |
12.0% |
38.9 |
1.2% |
47% |
False |
False |
241,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,641.5 |
2.618 |
3,546.8 |
1.618 |
3,488.8 |
1.000 |
3,453.0 |
0.618 |
3,430.8 |
HIGH |
3,395.0 |
0.618 |
3,372.8 |
0.500 |
3,366.0 |
0.382 |
3,359.2 |
LOW |
3,337.0 |
0.618 |
3,301.2 |
1.000 |
3,279.0 |
1.618 |
3,243.2 |
2.618 |
3,185.2 |
4.250 |
3,090.5 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,366.0 |
3,372.5 |
PP |
3,361.0 |
3,365.3 |
S1 |
3,356.0 |
3,358.2 |
|