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 |
6,998.75 |
7,055.25 |
56.50 |
0.8% |
7,222.75 |
High |
7,076.50 |
7,123.75 |
47.25 |
0.7% |
7,222.75 |
Low |
6,956.00 |
7,045.00 |
89.00 |
1.3% |
6,956.00 |
Close |
7,060.50 |
7,066.75 |
6.25 |
0.1% |
7,066.75 |
Range |
120.50 |
78.75 |
-41.75 |
-34.6% |
266.75 |
ATR |
107.97 |
105.88 |
-2.09 |
-1.9% |
0.00 |
Volume |
483,220 |
396,079 |
-87,141 |
-18.0% |
2,423,523 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,314.75 |
7,269.50 |
7,110.00 |
|
R3 |
7,236.00 |
7,190.75 |
7,088.50 |
|
R2 |
7,157.25 |
7,157.25 |
7,081.25 |
|
R1 |
7,112.00 |
7,112.00 |
7,074.00 |
7,134.50 |
PP |
7,078.50 |
7,078.50 |
7,078.50 |
7,089.75 |
S1 |
7,033.25 |
7,033.25 |
7,059.50 |
7,056.00 |
S2 |
6,999.75 |
6,999.75 |
7,052.25 |
|
S3 |
6,921.00 |
6,954.50 |
7,045.00 |
|
S4 |
6,842.25 |
6,875.75 |
7,023.50 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,882.00 |
7,741.25 |
7,213.50 |
|
R3 |
7,615.25 |
7,474.50 |
7,140.00 |
|
R2 |
7,348.50 |
7,348.50 |
7,115.75 |
|
R1 |
7,207.75 |
7,207.75 |
7,091.25 |
7,144.75 |
PP |
7,081.75 |
7,081.75 |
7,081.75 |
7,050.50 |
S1 |
6,941.00 |
6,941.00 |
7,042.25 |
6,878.00 |
S2 |
6,815.00 |
6,815.00 |
7,017.75 |
|
S3 |
6,548.25 |
6,674.25 |
6,993.50 |
|
S4 |
6,281.50 |
6,407.50 |
6,920.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,222.75 |
6,956.00 |
266.75 |
3.8% |
136.00 |
1.9% |
42% |
False |
False |
484,704 |
10 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
120.00 |
1.7% |
28% |
False |
False |
423,333 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
100.25 |
1.4% |
28% |
False |
False |
308,437 |
40 |
7,358.50 |
6,635.00 |
723.50 |
10.2% |
93.25 |
1.3% |
60% |
False |
False |
154,774 |
60 |
7,358.50 |
6,437.00 |
921.50 |
13.0% |
107.75 |
1.5% |
68% |
False |
False |
103,541 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.4% |
119.75 |
1.7% |
71% |
False |
False |
77,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,458.50 |
2.618 |
7,330.00 |
1.618 |
7,251.25 |
1.000 |
7,202.50 |
0.618 |
7,172.50 |
HIGH |
7,123.75 |
0.618 |
7,093.75 |
0.500 |
7,084.50 |
0.382 |
7,075.00 |
LOW |
7,045.00 |
0.618 |
6,996.25 |
1.000 |
6,966.25 |
1.618 |
6,917.50 |
2.618 |
6,838.75 |
4.250 |
6,710.25 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,084.50 |
7,062.50 |
PP |
7,078.50 |
7,058.00 |
S1 |
7,072.50 |
7,053.75 |
|