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 |
22,210 |
22,310 |
100 |
0.5% |
22,800 |
High |
22,405 |
22,440 |
35 |
0.2% |
22,855 |
Low |
22,095 |
22,125 |
30 |
0.1% |
22,105 |
Close |
22,335 |
22,165 |
-170 |
-0.8% |
22,540 |
Range |
310 |
315 |
5 |
1.6% |
750 |
ATR |
310 |
311 |
0 |
0.1% |
0 |
Volume |
8,652 |
11,740 |
3,088 |
35.7% |
47,938 |
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,188 |
22,992 |
22,338 |
|
R3 |
22,873 |
22,677 |
22,252 |
|
R2 |
22,558 |
22,558 |
22,223 |
|
R1 |
22,362 |
22,362 |
22,194 |
22,303 |
PP |
22,243 |
22,243 |
22,243 |
22,214 |
S1 |
22,047 |
22,047 |
22,136 |
21,988 |
S2 |
21,928 |
21,928 |
22,107 |
|
S3 |
21,613 |
21,732 |
22,079 |
|
S4 |
21,298 |
21,417 |
21,992 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,750 |
24,395 |
22,953 |
|
R3 |
24,000 |
23,645 |
22,746 |
|
R2 |
23,250 |
23,250 |
22,678 |
|
R1 |
22,895 |
22,895 |
22,609 |
22,698 |
PP |
22,500 |
22,500 |
22,500 |
22,401 |
S1 |
22,145 |
22,145 |
22,471 |
21,948 |
S2 |
21,750 |
21,750 |
22,403 |
|
S3 |
21,000 |
21,395 |
22,334 |
|
S4 |
20,250 |
20,645 |
22,128 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,765 |
22,025 |
740 |
3.3% |
352 |
1.6% |
19% |
False |
False |
10,701 |
10 |
22,905 |
22,025 |
880 |
4.0% |
352 |
1.6% |
16% |
False |
False |
10,252 |
20 |
23,005 |
22,010 |
995 |
4.5% |
306 |
1.4% |
16% |
False |
False |
9,407 |
40 |
23,040 |
21,920 |
1,120 |
5.1% |
249 |
1.1% |
22% |
False |
False |
4,727 |
60 |
23,040 |
21,105 |
1,935 |
8.7% |
227 |
1.0% |
55% |
False |
False |
3,152 |
80 |
23,040 |
20,180 |
2,860 |
12.9% |
251 |
1.1% |
69% |
False |
False |
2,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,779 |
2.618 |
23,265 |
1.618 |
22,950 |
1.000 |
22,755 |
0.618 |
22,635 |
HIGH |
22,440 |
0.618 |
22,320 |
0.500 |
22,283 |
0.382 |
22,245 |
LOW |
22,125 |
0.618 |
21,930 |
1.000 |
21,810 |
1.618 |
21,615 |
2.618 |
21,300 |
4.250 |
20,786 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,283 |
22,290 |
PP |
22,243 |
22,248 |
S1 |
22,204 |
22,207 |
|