Trading Metrics calculated at close of trading on 26-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,386.0 |
3,357.0 |
-29.0 |
-0.9% |
3,465.0 |
High |
3,394.0 |
3,360.0 |
-34.0 |
-1.0% |
3,468.0 |
Low |
3,336.0 |
3,340.0 |
4.0 |
0.1% |
3,367.0 |
Close |
3,347.0 |
3,347.0 |
0.0 |
0.0% |
3,410.0 |
Range |
58.0 |
20.0 |
-38.0 |
-65.5% |
101.0 |
ATR |
44.3 |
42.6 |
-1.7 |
-3.9% |
0.0 |
Volume |
144 |
2,194 |
2,050 |
1,423.6% |
52,575 |
|
Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,409.0 |
3,398.0 |
3,358.0 |
|
R3 |
3,389.0 |
3,378.0 |
3,352.5 |
|
R2 |
3,369.0 |
3,369.0 |
3,350.7 |
|
R1 |
3,358.0 |
3,358.0 |
3,348.8 |
3,353.5 |
PP |
3,349.0 |
3,349.0 |
3,349.0 |
3,346.8 |
S1 |
3,338.0 |
3,338.0 |
3,345.2 |
3,333.5 |
S2 |
3,329.0 |
3,329.0 |
3,343.3 |
|
S3 |
3,309.0 |
3,318.0 |
3,341.5 |
|
S4 |
3,289.0 |
3,298.0 |
3,336.0 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,718.0 |
3,665.0 |
3,465.6 |
|
R3 |
3,617.0 |
3,564.0 |
3,437.8 |
|
R2 |
3,516.0 |
3,516.0 |
3,428.5 |
|
R1 |
3,463.0 |
3,463.0 |
3,419.3 |
3,439.0 |
PP |
3,415.0 |
3,415.0 |
3,415.0 |
3,403.0 |
S1 |
3,362.0 |
3,362.0 |
3,400.7 |
3,338.0 |
S2 |
3,314.0 |
3,314.0 |
3,391.5 |
|
S3 |
3,213.0 |
3,261.0 |
3,382.2 |
|
S4 |
3,112.0 |
3,160.0 |
3,354.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,434.0 |
3,336.0 |
98.0 |
2.9% |
38.8 |
1.2% |
11% |
False |
False |
7,891 |
10 |
3,516.0 |
3,336.0 |
180.0 |
5.4% |
41.3 |
1.2% |
6% |
False |
False |
13,932 |
20 |
3,516.0 |
3,336.0 |
180.0 |
5.4% |
39.3 |
1.2% |
6% |
False |
False |
10,139 |
40 |
3,547.0 |
3,336.0 |
211.0 |
6.3% |
30.3 |
0.9% |
5% |
False |
False |
6,903 |
60 |
3,547.0 |
3,189.0 |
358.0 |
10.7% |
27.0 |
0.8% |
44% |
False |
False |
4,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,445.0 |
2.618 |
3,412.4 |
1.618 |
3,392.4 |
1.000 |
3,380.0 |
0.618 |
3,372.4 |
HIGH |
3,360.0 |
0.618 |
3,352.4 |
0.500 |
3,350.0 |
0.382 |
3,347.6 |
LOW |
3,340.0 |
0.618 |
3,327.6 |
1.000 |
3,320.0 |
1.618 |
3,307.6 |
2.618 |
3,287.6 |
4.250 |
3,255.0 |
|
|
Fisher Pivots for day following 26-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,350.0 |
3,377.0 |
PP |
3,349.0 |
3,367.0 |
S1 |
3,348.0 |
3,357.0 |
|