Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,594.0 |
7,484.0 |
-110.0 |
-1.4% |
7,586.5 |
High |
7,617.5 |
7,632.0 |
14.5 |
0.2% |
7,638.0 |
Low |
7,480.5 |
7,482.5 |
2.0 |
0.0% |
7,475.0 |
Close |
7,491.0 |
7,622.0 |
131.0 |
1.7% |
7,622.0 |
Range |
137.0 |
149.5 |
12.5 |
9.1% |
163.0 |
ATR |
87.3 |
91.7 |
4.4 |
5.1% |
0.0 |
Volume |
108,512 |
113,697 |
5,185 |
4.8% |
521,046 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,027.5 |
7,974.0 |
7,704.0 |
|
R3 |
7,878.0 |
7,824.5 |
7,663.0 |
|
R2 |
7,728.5 |
7,728.5 |
7,649.5 |
|
R1 |
7,675.0 |
7,675.0 |
7,635.5 |
7,702.0 |
PP |
7,579.0 |
7,579.0 |
7,579.0 |
7,592.0 |
S1 |
7,525.5 |
7,525.5 |
7,608.5 |
7,552.0 |
S2 |
7,429.5 |
7,429.5 |
7,594.5 |
|
S3 |
7,280.0 |
7,376.0 |
7,581.0 |
|
S4 |
7,130.5 |
7,226.5 |
7,540.0 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,067.5 |
8,007.5 |
7,711.5 |
|
R3 |
7,904.5 |
7,844.5 |
7,667.0 |
|
R2 |
7,741.5 |
7,741.5 |
7,652.0 |
|
R1 |
7,681.5 |
7,681.5 |
7,637.0 |
7,711.5 |
PP |
7,578.5 |
7,578.5 |
7,578.5 |
7,593.0 |
S1 |
7,518.5 |
7,518.5 |
7,607.0 |
7,548.5 |
S2 |
7,415.5 |
7,415.5 |
7,592.0 |
|
S3 |
7,252.5 |
7,355.5 |
7,577.0 |
|
S4 |
7,089.5 |
7,192.5 |
7,532.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,638.0 |
7,475.0 |
163.0 |
2.1% |
108.0 |
1.4% |
90% |
False |
False |
104,209 |
10 |
7,729.5 |
7,475.0 |
254.5 |
3.3% |
108.5 |
1.4% |
58% |
False |
False |
164,846 |
20 |
7,729.5 |
7,475.0 |
254.5 |
3.3% |
89.5 |
1.2% |
58% |
False |
False |
98,636 |
40 |
7,810.0 |
7,266.0 |
544.0 |
7.1% |
64.5 |
0.8% |
65% |
False |
False |
49,583 |
60 |
7,810.0 |
6,786.5 |
1,023.5 |
13.4% |
56.5 |
0.7% |
82% |
False |
False |
33,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,267.5 |
2.618 |
8,023.5 |
1.618 |
7,874.0 |
1.000 |
7,781.5 |
0.618 |
7,724.5 |
HIGH |
7,632.0 |
0.618 |
7,575.0 |
0.500 |
7,557.0 |
0.382 |
7,539.5 |
LOW |
7,482.5 |
0.618 |
7,390.0 |
1.000 |
7,333.0 |
1.618 |
7,240.5 |
2.618 |
7,091.0 |
4.250 |
6,847.0 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,600.5 |
7,601.0 |
PP |
7,579.0 |
7,580.0 |
S1 |
7,557.0 |
7,559.0 |
|