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 |
7,499.5 |
7,530.0 |
30.5 |
0.4% |
7,586.5 |
High |
7,574.5 |
7,595.5 |
21.0 |
0.3% |
7,638.0 |
Low |
7,446.5 |
7,513.5 |
67.0 |
0.9% |
7,475.0 |
Close |
7,546.0 |
7,551.0 |
5.0 |
0.1% |
7,622.0 |
Range |
128.0 |
82.0 |
-46.0 |
-35.9% |
163.0 |
ATR |
100.9 |
99.5 |
-1.3 |
-1.3% |
0.0 |
Volume |
130,917 |
115,481 |
-15,436 |
-11.8% |
521,046 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,799.5 |
7,757.0 |
7,596.0 |
|
R3 |
7,717.5 |
7,675.0 |
7,573.5 |
|
R2 |
7,635.5 |
7,635.5 |
7,566.0 |
|
R1 |
7,593.0 |
7,593.0 |
7,558.5 |
7,614.0 |
PP |
7,553.5 |
7,553.5 |
7,553.5 |
7,564.0 |
S1 |
7,511.0 |
7,511.0 |
7,543.5 |
7,532.0 |
S2 |
7,471.5 |
7,471.5 |
7,536.0 |
|
S3 |
7,389.5 |
7,429.0 |
7,528.5 |
|
S4 |
7,307.5 |
7,347.0 |
7,506.0 |
|
|
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 |
7,632.0 |
7,421.5 |
210.5 |
2.8% |
127.5 |
1.7% |
62% |
False |
False |
115,252 |
10 |
7,716.0 |
7,421.5 |
294.5 |
3.9% |
118.0 |
1.6% |
44% |
False |
False |
113,777 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
98.5 |
1.3% |
42% |
False |
False |
121,467 |
40 |
7,810.0 |
7,382.0 |
428.0 |
5.7% |
74.0 |
1.0% |
39% |
False |
False |
61,117 |
60 |
7,810.0 |
6,847.5 |
962.5 |
12.7% |
60.5 |
0.8% |
73% |
False |
False |
40,905 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
52.0 |
0.7% |
76% |
False |
False |
30,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,944.0 |
2.618 |
7,810.0 |
1.618 |
7,728.0 |
1.000 |
7,677.5 |
0.618 |
7,646.0 |
HIGH |
7,595.5 |
0.618 |
7,564.0 |
0.500 |
7,554.5 |
0.382 |
7,545.0 |
LOW |
7,513.5 |
0.618 |
7,463.0 |
1.000 |
7,431.5 |
1.618 |
7,381.0 |
2.618 |
7,299.0 |
4.250 |
7,165.0 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,554.5 |
7,538.0 |
PP |
7,553.5 |
7,524.5 |
S1 |
7,552.0 |
7,511.5 |
|