| Trading Metrics calculated at close of trading on 27-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2019 |
27-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,422.90 |
1,408.96 |
-13.94 |
-1.0% |
1,343.89 |
| High |
1,423.79 |
1,411.00 |
-12.79 |
-0.9% |
1,411.23 |
| Low |
1,403.17 |
1,400.63 |
-2.54 |
-0.2% |
1,333.07 |
| Close |
1,408.63 |
1,409.22 |
0.59 |
0.0% |
1,399.10 |
| Range |
20.62 |
10.37 |
-10.25 |
-49.7% |
78.16 |
| ATR |
19.36 |
18.72 |
-0.64 |
-3.3% |
0.00 |
| Volume |
7,860 |
7,566 |
-294 |
-3.7% |
50,212 |
|
| Daily Pivots for day following 27-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.06 |
1,434.01 |
1,414.92 |
|
| R3 |
1,427.69 |
1,423.64 |
1,412.07 |
|
| R2 |
1,417.32 |
1,417.32 |
1,411.12 |
|
| R1 |
1,413.27 |
1,413.27 |
1,410.17 |
1,415.30 |
| PP |
1,406.95 |
1,406.95 |
1,406.95 |
1,407.96 |
| S1 |
1,402.90 |
1,402.90 |
1,408.27 |
1,404.93 |
| S2 |
1,396.58 |
1,396.58 |
1,407.32 |
|
| S3 |
1,386.21 |
1,392.53 |
1,406.37 |
|
| S4 |
1,375.84 |
1,382.16 |
1,403.52 |
|
|
| 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 |
1,383.02 |
55.41 |
3.9% |
21.42 |
1.5% |
47% |
False |
False |
9,711 |
| 10 |
1,438.43 |
1,333.07 |
105.36 |
7.5% |
24.35 |
1.7% |
72% |
False |
False |
9,798 |
| 20 |
1,438.43 |
1,287.90 |
150.53 |
10.7% |
19.51 |
1.4% |
81% |
False |
False |
9,615 |
| 40 |
1,438.43 |
1,269.33 |
169.10 |
12.0% |
15.61 |
1.1% |
83% |
False |
False |
8,822 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.69 |
1.0% |
83% |
False |
False |
7,824 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.05 |
0.9% |
83% |
False |
False |
7,369 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
12.76 |
0.9% |
83% |
False |
False |
7,670 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
12.15 |
0.9% |
83% |
False |
False |
8,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.07 |
|
2.618 |
1,438.15 |
|
1.618 |
1,427.78 |
|
1.000 |
1,421.37 |
|
0.618 |
1,417.41 |
|
HIGH |
1,411.00 |
|
0.618 |
1,407.04 |
|
0.500 |
1,405.82 |
|
0.382 |
1,404.59 |
|
LOW |
1,400.63 |
|
0.618 |
1,394.22 |
|
1.000 |
1,390.26 |
|
1.618 |
1,383.85 |
|
2.618 |
1,373.48 |
|
4.250 |
1,356.56 |
|
|
| Fisher Pivots for day following 27-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.09 |
1,419.53 |
| PP |
1,406.95 |
1,416.09 |
| S1 |
1,405.82 |
1,412.66 |
|