| Trading Metrics calculated at close of trading on 26-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2019 |
26-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,419.20 |
1,422.90 |
3.70 |
0.3% |
1,343.89 |
| High |
1,438.43 |
1,423.79 |
-14.64 |
-1.0% |
1,411.23 |
| Low |
1,412.42 |
1,403.17 |
-9.25 |
-0.7% |
1,333.07 |
| Close |
1,423.09 |
1,408.63 |
-14.46 |
-1.0% |
1,399.10 |
| Range |
26.01 |
20.62 |
-5.39 |
-20.7% |
78.16 |
| ATR |
19.26 |
19.36 |
0.10 |
0.5% |
0.00 |
| Volume |
11,120 |
7,860 |
-3,260 |
-29.3% |
50,212 |
|
| Daily Pivots for day following 26-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.72 |
1,461.80 |
1,419.97 |
|
| R3 |
1,453.10 |
1,441.18 |
1,414.30 |
|
| R2 |
1,432.48 |
1,432.48 |
1,412.41 |
|
| R1 |
1,420.56 |
1,420.56 |
1,410.52 |
1,416.21 |
| PP |
1,411.86 |
1,411.86 |
1,411.86 |
1,409.69 |
| S1 |
1,399.94 |
1,399.94 |
1,406.74 |
1,395.59 |
| S2 |
1,391.24 |
1,391.24 |
1,404.85 |
|
| S3 |
1,370.62 |
1,379.32 |
1,402.96 |
|
| S4 |
1,350.00 |
1,358.70 |
1,397.29 |
|
|
| Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.61 |
1,585.52 |
1,442.09 |
|
| R3 |
1,537.45 |
1,507.36 |
1,420.59 |
|
| R2 |
1,459.29 |
1,459.29 |
1,413.43 |
|
| R1 |
1,429.20 |
1,429.20 |
1,406.26 |
1,444.25 |
| PP |
1,381.13 |
1,381.13 |
1,381.13 |
1,388.66 |
| S1 |
1,351.04 |
1,351.04 |
1,391.94 |
1,366.09 |
| S2 |
1,302.97 |
1,302.97 |
1,384.77 |
|
| S3 |
1,224.81 |
1,272.88 |
1,377.61 |
|
| S4 |
1,146.65 |
1,194.72 |
1,356.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,438.43 |
1,333.40 |
105.03 |
7.5% |
31.32 |
2.2% |
72% |
False |
False |
10,262 |
| 10 |
1,438.43 |
1,332.56 |
105.87 |
7.5% |
24.36 |
1.7% |
72% |
False |
False |
9,983 |
| 20 |
1,438.43 |
1,275.26 |
163.17 |
11.6% |
19.85 |
1.4% |
82% |
False |
False |
9,699 |
| 40 |
1,438.43 |
1,266.76 |
171.67 |
12.2% |
15.63 |
1.1% |
83% |
False |
False |
8,768 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.61 |
1.0% |
83% |
False |
False |
7,797 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.00 |
0.9% |
83% |
False |
False |
7,353 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
12.76 |
0.9% |
83% |
False |
False |
7,712 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
12.17 |
0.9% |
83% |
False |
False |
8,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.43 |
|
2.618 |
1,477.77 |
|
1.618 |
1,457.15 |
|
1.000 |
1,444.41 |
|
0.618 |
1,436.53 |
|
HIGH |
1,423.79 |
|
0.618 |
1,415.91 |
|
0.500 |
1,413.48 |
|
0.382 |
1,411.05 |
|
LOW |
1,403.17 |
|
0.618 |
1,390.43 |
|
1.000 |
1,382.55 |
|
1.618 |
1,369.81 |
|
2.618 |
1,349.19 |
|
4.250 |
1,315.54 |
|
|
| Fisher Pivots for day following 26-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.48 |
1,418.77 |
| PP |
1,411.86 |
1,415.39 |
| S1 |
1,410.25 |
1,412.01 |
|