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 |
7,429.0 |
7,499.5 |
70.5 |
0.9% |
7,586.5 |
High |
7,516.5 |
7,574.5 |
58.0 |
0.8% |
7,638.0 |
Low |
7,427.5 |
7,446.5 |
19.0 |
0.3% |
7,475.0 |
Close |
7,492.0 |
7,546.0 |
54.0 |
0.7% |
7,622.0 |
Range |
89.0 |
128.0 |
39.0 |
43.8% |
163.0 |
ATR |
98.8 |
100.9 |
2.1 |
2.1% |
0.0 |
Volume |
96,094 |
130,917 |
34,823 |
36.2% |
521,046 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,906.5 |
7,854.0 |
7,616.5 |
|
R3 |
7,778.5 |
7,726.0 |
7,581.0 |
|
R2 |
7,650.5 |
7,650.5 |
7,569.5 |
|
R1 |
7,598.0 |
7,598.0 |
7,557.5 |
7,624.0 |
PP |
7,522.5 |
7,522.5 |
7,522.5 |
7,535.5 |
S1 |
7,470.0 |
7,470.0 |
7,534.5 |
7,496.0 |
S2 |
7,394.5 |
7,394.5 |
7,522.5 |
|
S3 |
7,266.5 |
7,342.0 |
7,511.0 |
|
S4 |
7,138.5 |
7,214.0 |
7,475.5 |
|
|
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 |
7,632.0 |
7,421.5 |
210.5 |
2.8% |
138.5 |
1.8% |
59% |
False |
False |
113,859 |
10 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
126.5 |
1.7% |
40% |
False |
False |
117,235 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
97.5 |
1.3% |
40% |
False |
False |
115,712 |
40 |
7,810.0 |
7,382.0 |
428.0 |
5.7% |
72.0 |
1.0% |
38% |
False |
False |
58,238 |
60 |
7,810.0 |
6,830.0 |
980.0 |
13.0% |
60.5 |
0.8% |
73% |
False |
False |
38,981 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
51.0 |
0.7% |
76% |
False |
False |
29,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,118.5 |
2.618 |
7,909.5 |
1.618 |
7,781.5 |
1.000 |
7,702.5 |
0.618 |
7,653.5 |
HIGH |
7,574.5 |
0.618 |
7,525.5 |
0.500 |
7,510.5 |
0.382 |
7,495.5 |
LOW |
7,446.5 |
0.618 |
7,367.5 |
1.000 |
7,318.5 |
1.618 |
7,239.5 |
2.618 |
7,111.5 |
4.250 |
6,902.5 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,534.0 |
7,536.0 |
PP |
7,522.5 |
7,525.5 |
S1 |
7,510.5 |
7,515.5 |
|