| 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 |
12,300.0 |
12,256.0 |
-44.0 |
-0.4% |
12,997.0 |
| High |
12,341.5 |
12,427.5 |
86.0 |
0.7% |
12,999.0 |
| Low |
12,170.0 |
12,105.5 |
-64.5 |
-0.5% |
12,431.0 |
| Close |
12,230.0 |
12,326.0 |
96.0 |
0.8% |
12,538.5 |
| Range |
171.5 |
322.0 |
150.5 |
87.8% |
568.0 |
| ATR |
191.4 |
200.7 |
9.3 |
4.9% |
0.0 |
| Volume |
135,834 |
120,414 |
-15,420 |
-11.4% |
504,946 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,252.3 |
13,111.2 |
12,503.1 |
|
| R3 |
12,930.3 |
12,789.2 |
12,414.6 |
|
| R2 |
12,608.3 |
12,608.3 |
12,385.0 |
|
| R1 |
12,467.2 |
12,467.2 |
12,355.5 |
12,537.8 |
| PP |
12,286.3 |
12,286.3 |
12,286.3 |
12,321.6 |
| S1 |
12,145.2 |
12,145.2 |
12,296.5 |
12,215.8 |
| S2 |
11,964.3 |
11,964.3 |
12,267.0 |
|
| S3 |
11,642.3 |
11,823.2 |
12,237.5 |
|
| S4 |
11,320.3 |
11,501.2 |
12,148.9 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,360.2 |
14,017.3 |
12,850.9 |
|
| R3 |
13,792.2 |
13,449.3 |
12,694.7 |
|
| R2 |
13,224.2 |
13,224.2 |
12,642.6 |
|
| R1 |
12,881.3 |
12,881.3 |
12,590.6 |
12,768.8 |
| PP |
12,656.2 |
12,656.2 |
12,656.2 |
12,599.9 |
| S1 |
12,313.3 |
12,313.3 |
12,486.4 |
12,200.8 |
| S2 |
12,088.2 |
12,088.2 |
12,434.4 |
|
| S3 |
11,520.2 |
11,745.3 |
12,382.3 |
|
| S4 |
10,952.2 |
11,177.3 |
12,226.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,705.0 |
12,105.5 |
599.5 |
4.9% |
235.7 |
1.9% |
37% |
False |
True |
111,376 |
| 10 |
13,170.0 |
12,105.5 |
1,064.5 |
8.6% |
221.9 |
1.8% |
21% |
False |
True |
105,514 |
| 20 |
13,170.0 |
12,105.5 |
1,064.5 |
8.6% |
196.8 |
1.6% |
21% |
False |
True |
67,703 |
| 40 |
13,186.0 |
12,105.5 |
1,080.5 |
8.8% |
159.2 |
1.3% |
20% |
False |
True |
33,972 |
| 60 |
13,186.0 |
11,798.0 |
1,388.0 |
11.3% |
153.7 |
1.2% |
38% |
False |
False |
22,678 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
159.5 |
1.3% |
41% |
False |
False |
17,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,796.0 |
|
2.618 |
13,270.5 |
|
1.618 |
12,948.5 |
|
1.000 |
12,749.5 |
|
0.618 |
12,626.5 |
|
HIGH |
12,427.5 |
|
0.618 |
12,304.5 |
|
0.500 |
12,266.5 |
|
0.382 |
12,228.5 |
|
LOW |
12,105.5 |
|
0.618 |
11,906.5 |
|
1.000 |
11,783.5 |
|
1.618 |
11,584.5 |
|
2.618 |
11,262.5 |
|
4.250 |
10,737.0 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,306.2 |
12,322.1 |
| PP |
12,286.3 |
12,318.2 |
| S1 |
12,266.5 |
12,314.3 |
|