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 |
7,530.0 |
7,594.5 |
64.5 |
0.9% |
7,590.0 |
High |
7,595.5 |
7,647.0 |
51.5 |
0.7% |
7,647.0 |
Low |
7,513.5 |
7,553.5 |
40.0 |
0.5% |
7,421.5 |
Close |
7,551.0 |
7,601.5 |
50.5 |
0.7% |
7,601.5 |
Range |
82.0 |
93.5 |
11.5 |
14.0% |
225.5 |
ATR |
99.5 |
99.3 |
-0.3 |
-0.3% |
0.0 |
Volume |
115,481 |
123,796 |
8,315 |
7.2% |
586,363 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,881.0 |
7,835.0 |
7,653.0 |
|
R3 |
7,787.5 |
7,741.5 |
7,627.0 |
|
R2 |
7,694.0 |
7,694.0 |
7,618.5 |
|
R1 |
7,648.0 |
7,648.0 |
7,610.0 |
7,671.0 |
PP |
7,600.5 |
7,600.5 |
7,600.5 |
7,612.0 |
S1 |
7,554.5 |
7,554.5 |
7,593.0 |
7,577.5 |
S2 |
7,507.0 |
7,507.0 |
7,584.5 |
|
S3 |
7,413.5 |
7,461.0 |
7,576.0 |
|
S4 |
7,320.0 |
7,367.5 |
7,550.0 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,233.0 |
8,143.0 |
7,725.5 |
|
R3 |
8,007.5 |
7,917.5 |
7,663.5 |
|
R2 |
7,782.0 |
7,782.0 |
7,643.0 |
|
R1 |
7,692.0 |
7,692.0 |
7,622.0 |
7,737.0 |
PP |
7,556.5 |
7,556.5 |
7,556.5 |
7,579.0 |
S1 |
7,466.5 |
7,466.5 |
7,581.0 |
7,511.5 |
S2 |
7,331.0 |
7,331.0 |
7,560.0 |
|
S3 |
7,105.5 |
7,241.0 |
7,539.5 |
|
S4 |
6,880.0 |
7,015.5 |
7,477.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
116.0 |
1.5% |
80% |
True |
False |
117,272 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
112.0 |
1.5% |
80% |
True |
False |
110,740 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
101.0 |
1.3% |
58% |
False |
False |
127,346 |
40 |
7,810.0 |
7,382.0 |
428.0 |
5.6% |
76.0 |
1.0% |
51% |
False |
False |
64,211 |
60 |
7,810.0 |
6,990.5 |
819.5 |
10.8% |
61.5 |
0.8% |
75% |
False |
False |
42,968 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
53.0 |
0.7% |
81% |
False |
False |
32,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,044.5 |
2.618 |
7,892.0 |
1.618 |
7,798.5 |
1.000 |
7,740.5 |
0.618 |
7,705.0 |
HIGH |
7,647.0 |
0.618 |
7,611.5 |
0.500 |
7,600.0 |
0.382 |
7,589.0 |
LOW |
7,553.5 |
0.618 |
7,495.5 |
1.000 |
7,460.0 |
1.618 |
7,402.0 |
2.618 |
7,308.5 |
4.250 |
7,156.0 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,601.0 |
7,583.0 |
PP |
7,600.5 |
7,565.0 |
S1 |
7,600.0 |
7,547.0 |
|