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 |
22,310 |
22,175 |
-135 |
-0.6% |
22,800 |
High |
22,440 |
22,345 |
-95 |
-0.4% |
22,855 |
Low |
22,125 |
22,060 |
-65 |
-0.3% |
22,105 |
Close |
22,165 |
22,320 |
155 |
0.7% |
22,540 |
Range |
315 |
285 |
-30 |
-9.5% |
750 |
ATR |
311 |
309 |
-2 |
-0.6% |
0 |
Volume |
11,740 |
10,896 |
-844 |
-7.2% |
47,938 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,097 |
22,993 |
22,477 |
|
R3 |
22,812 |
22,708 |
22,399 |
|
R2 |
22,527 |
22,527 |
22,372 |
|
R1 |
22,423 |
22,423 |
22,346 |
22,475 |
PP |
22,242 |
22,242 |
22,242 |
22,268 |
S1 |
22,138 |
22,138 |
22,294 |
22,190 |
S2 |
21,957 |
21,957 |
22,268 |
|
S3 |
21,672 |
21,853 |
22,242 |
|
S4 |
21,387 |
21,568 |
22,163 |
|
|
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 |
22,625 |
22,025 |
600 |
2.7% |
335 |
1.5% |
49% |
False |
False |
10,714 |
10 |
22,900 |
22,025 |
875 |
3.9% |
360 |
1.6% |
34% |
False |
False |
10,648 |
20 |
23,005 |
22,025 |
980 |
4.4% |
308 |
1.4% |
30% |
False |
False |
9,930 |
40 |
23,040 |
21,920 |
1,120 |
5.0% |
253 |
1.1% |
36% |
False |
False |
5,000 |
60 |
23,040 |
21,410 |
1,630 |
7.3% |
223 |
1.0% |
56% |
False |
False |
3,334 |
80 |
23,040 |
20,180 |
2,860 |
12.8% |
254 |
1.1% |
75% |
False |
False |
2,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,556 |
2.618 |
23,091 |
1.618 |
22,806 |
1.000 |
22,630 |
0.618 |
22,521 |
HIGH |
22,345 |
0.618 |
22,236 |
0.500 |
22,203 |
0.382 |
22,169 |
LOW |
22,060 |
0.618 |
21,884 |
1.000 |
21,775 |
1.618 |
21,599 |
2.618 |
21,314 |
4.250 |
20,849 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,281 |
22,297 |
PP |
22,242 |
22,273 |
S1 |
22,203 |
22,250 |
|