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 |
3,369.0 |
3,374.0 |
5.0 |
0.1% |
3,406.0 |
High |
3,395.0 |
3,412.0 |
17.0 |
0.5% |
3,415.0 |
Low |
3,337.0 |
3,369.0 |
32.0 |
1.0% |
3,330.0 |
Close |
3,351.0 |
3,391.0 |
40.0 |
1.2% |
3,391.0 |
Range |
58.0 |
43.0 |
-15.0 |
-25.9% |
85.0 |
ATR |
50.7 |
51.4 |
0.7 |
1.5% |
0.0 |
Volume |
1,191,558 |
1,199,288 |
7,730 |
0.6% |
5,740,844 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,519.7 |
3,498.3 |
3,414.7 |
|
R3 |
3,476.7 |
3,455.3 |
3,402.8 |
|
R2 |
3,433.7 |
3,433.7 |
3,398.9 |
|
R1 |
3,412.3 |
3,412.3 |
3,394.9 |
3,423.0 |
PP |
3,390.7 |
3,390.7 |
3,390.7 |
3,396.0 |
S1 |
3,369.3 |
3,369.3 |
3,387.1 |
3,380.0 |
S2 |
3,347.7 |
3,347.7 |
3,383.1 |
|
S3 |
3,304.7 |
3,326.3 |
3,379.2 |
|
S4 |
3,261.7 |
3,283.3 |
3,367.4 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,633.7 |
3,597.3 |
3,437.8 |
|
R3 |
3,548.7 |
3,512.3 |
3,414.4 |
|
R2 |
3,463.7 |
3,463.7 |
3,406.6 |
|
R1 |
3,427.3 |
3,427.3 |
3,398.8 |
3,403.0 |
PP |
3,378.7 |
3,378.7 |
3,378.7 |
3,366.5 |
S1 |
3,342.3 |
3,342.3 |
3,383.2 |
3,318.0 |
S2 |
3,293.7 |
3,293.7 |
3,375.4 |
|
S3 |
3,208.7 |
3,257.3 |
3,367.6 |
|
S4 |
3,123.7 |
3,172.3 |
3,344.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,415.0 |
3,330.0 |
85.0 |
2.5% |
56.0 |
1.7% |
72% |
False |
False |
1,148,168 |
10 |
3,493.0 |
3,330.0 |
163.0 |
4.8% |
50.6 |
1.5% |
37% |
False |
False |
1,064,673 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
47.7 |
1.4% |
29% |
False |
False |
991,058 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
40.8 |
1.2% |
26% |
False |
False |
504,874 |
60 |
3,564.0 |
3,280.0 |
284.0 |
8.4% |
36.4 |
1.1% |
39% |
False |
False |
340,460 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
38.6 |
1.1% |
57% |
False |
False |
256,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,594.8 |
2.618 |
3,524.6 |
1.618 |
3,481.6 |
1.000 |
3,455.0 |
0.618 |
3,438.6 |
HIGH |
3,412.0 |
0.618 |
3,395.6 |
0.500 |
3,390.5 |
0.382 |
3,385.4 |
LOW |
3,369.0 |
0.618 |
3,342.4 |
1.000 |
3,326.0 |
1.618 |
3,299.4 |
2.618 |
3,256.4 |
4.250 |
3,186.3 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,390.8 |
3,384.8 |
PP |
3,390.7 |
3,378.7 |
S1 |
3,390.5 |
3,372.5 |
|