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 |
12,256.0 |
12,276.5 |
20.5 |
0.2% |
12,997.0 |
High |
12,427.5 |
12,361.5 |
-66.0 |
-0.5% |
12,999.0 |
Low |
12,105.5 |
12,086.5 |
-19.0 |
-0.2% |
12,431.0 |
Close |
12,326.0 |
12,143.5 |
-182.5 |
-1.5% |
12,538.5 |
Range |
322.0 |
275.0 |
-47.0 |
-14.6% |
568.0 |
ATR |
200.7 |
206.0 |
5.3 |
2.6% |
0.0 |
Volume |
120,414 |
96,205 |
-24,209 |
-20.1% |
504,946 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,022.2 |
12,857.8 |
12,294.8 |
|
R3 |
12,747.2 |
12,582.8 |
12,219.1 |
|
R2 |
12,472.2 |
12,472.2 |
12,193.9 |
|
R1 |
12,307.8 |
12,307.8 |
12,168.7 |
12,252.5 |
PP |
12,197.2 |
12,197.2 |
12,197.2 |
12,169.5 |
S1 |
12,032.8 |
12,032.8 |
12,118.3 |
11,977.5 |
S2 |
11,922.2 |
11,922.2 |
12,093.1 |
|
S3 |
11,647.2 |
11,757.8 |
12,067.9 |
|
S4 |
11,372.2 |
11,482.8 |
11,992.3 |
|
|
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 |
12,589.0 |
12,086.5 |
502.5 |
4.1% |
235.9 |
1.9% |
11% |
False |
True |
114,475 |
10 |
13,155.5 |
12,086.5 |
1,069.0 |
8.8% |
210.5 |
1.7% |
5% |
False |
True |
104,667 |
20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.9% |
198.9 |
1.6% |
5% |
False |
True |
72,469 |
40 |
13,186.0 |
12,086.5 |
1,099.5 |
9.1% |
164.9 |
1.4% |
5% |
False |
True |
36,372 |
60 |
13,186.0 |
11,798.0 |
1,388.0 |
11.4% |
154.9 |
1.3% |
25% |
False |
False |
24,280 |
80 |
13,186.0 |
11,719.5 |
1,466.5 |
12.1% |
161.0 |
1.3% |
29% |
False |
False |
18,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,530.3 |
2.618 |
13,081.5 |
1.618 |
12,806.5 |
1.000 |
12,636.5 |
0.618 |
12,531.5 |
HIGH |
12,361.5 |
0.618 |
12,256.5 |
0.500 |
12,224.0 |
0.382 |
12,191.6 |
LOW |
12,086.5 |
0.618 |
11,916.6 |
1.000 |
11,811.5 |
1.618 |
11,641.6 |
2.618 |
11,366.6 |
4.250 |
10,917.8 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
12,224.0 |
12,257.0 |
PP |
12,197.2 |
12,219.2 |
S1 |
12,170.3 |
12,181.3 |
|