Trading Metrics calculated at close of trading on 29-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,359.0 |
3,375.0 |
16.0 |
0.5% |
3,386.0 |
High |
3,372.0 |
3,387.0 |
15.0 |
0.4% |
3,397.0 |
Low |
3,321.0 |
3,353.0 |
32.0 |
1.0% |
3,315.0 |
Close |
3,333.0 |
3,373.0 |
40.0 |
1.2% |
3,373.0 |
Range |
51.0 |
34.0 |
-17.0 |
-33.3% |
82.0 |
ATR |
45.8 |
46.4 |
0.6 |
1.3% |
0.0 |
Volume |
66 |
3,034 |
2,968 |
4,497.0% |
13,304 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,473.0 |
3,457.0 |
3,391.7 |
|
R3 |
3,439.0 |
3,423.0 |
3,382.4 |
|
R2 |
3,405.0 |
3,405.0 |
3,379.2 |
|
R1 |
3,389.0 |
3,389.0 |
3,376.1 |
3,380.0 |
PP |
3,371.0 |
3,371.0 |
3,371.0 |
3,366.5 |
S1 |
3,355.0 |
3,355.0 |
3,369.9 |
3,346.0 |
S2 |
3,337.0 |
3,337.0 |
3,366.8 |
|
S3 |
3,303.0 |
3,321.0 |
3,363.7 |
|
S4 |
3,269.0 |
3,287.0 |
3,354.3 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.7 |
3,572.3 |
3,418.1 |
|
R3 |
3,525.7 |
3,490.3 |
3,395.6 |
|
R2 |
3,443.7 |
3,443.7 |
3,388.0 |
|
R1 |
3,408.3 |
3,408.3 |
3,380.5 |
3,385.0 |
PP |
3,361.7 |
3,361.7 |
3,361.7 |
3,350.0 |
S1 |
3,326.3 |
3,326.3 |
3,365.5 |
3,303.0 |
S2 |
3,279.7 |
3,279.7 |
3,358.0 |
|
S3 |
3,197.7 |
3,244.3 |
3,350.5 |
|
S4 |
3,115.7 |
3,162.3 |
3,327.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,397.0 |
3,315.0 |
82.0 |
2.4% |
49.0 |
1.5% |
71% |
False |
False |
2,660 |
10 |
3,468.0 |
3,315.0 |
153.0 |
4.5% |
43.9 |
1.3% |
38% |
False |
False |
6,587 |
20 |
3,516.0 |
3,315.0 |
201.0 |
6.0% |
41.4 |
1.2% |
29% |
False |
False |
10,324 |
40 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
33.2 |
1.0% |
25% |
False |
False |
7,177 |
60 |
3,547.0 |
3,277.0 |
270.0 |
8.0% |
27.6 |
0.8% |
36% |
False |
False |
4,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,531.5 |
2.618 |
3,476.0 |
1.618 |
3,442.0 |
1.000 |
3,421.0 |
0.618 |
3,408.0 |
HIGH |
3,387.0 |
0.618 |
3,374.0 |
0.500 |
3,370.0 |
0.382 |
3,366.0 |
LOW |
3,353.0 |
0.618 |
3,332.0 |
1.000 |
3,319.0 |
1.618 |
3,298.0 |
2.618 |
3,264.0 |
4.250 |
3,208.5 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,372.0 |
3,367.3 |
PP |
3,371.0 |
3,361.7 |
S1 |
3,370.0 |
3,356.0 |
|