Trading Metrics calculated at close of trading on 27-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,061.23 |
7,096.60 |
35.37 |
0.5% |
7,201.18 |
High |
7,108.45 |
7,128.77 |
20.32 |
0.3% |
7,309.99 |
Low |
7,040.06 |
6,968.30 |
-71.76 |
-1.0% |
7,138.02 |
Close |
7,068.20 |
6,969.67 |
-98.53 |
-1.4% |
7,197.51 |
Range |
68.39 |
160.47 |
92.08 |
134.6% |
171.97 |
ATR |
87.65 |
92.85 |
5.20 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,503.66 |
7,397.13 |
7,057.93 |
|
R3 |
7,343.19 |
7,236.66 |
7,013.80 |
|
R2 |
7,182.72 |
7,182.72 |
6,999.09 |
|
R1 |
7,076.19 |
7,076.19 |
6,984.38 |
7,049.22 |
PP |
7,022.25 |
7,022.25 |
7,022.25 |
7,008.76 |
S1 |
6,915.72 |
6,915.72 |
6,954.96 |
6,888.75 |
S2 |
6,861.78 |
6,861.78 |
6,940.25 |
|
S3 |
6,701.31 |
6,755.25 |
6,925.54 |
|
S4 |
6,540.84 |
6,594.78 |
6,881.41 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,731.08 |
7,636.27 |
7,292.09 |
|
R3 |
7,559.11 |
7,464.30 |
7,244.80 |
|
R2 |
7,387.14 |
7,387.14 |
7,229.04 |
|
R1 |
7,292.33 |
7,292.33 |
7,213.27 |
7,253.75 |
PP |
7,215.17 |
7,215.17 |
7,215.17 |
7,195.89 |
S1 |
7,120.36 |
7,120.36 |
7,181.75 |
7,081.78 |
S2 |
7,043.20 |
7,043.20 |
7,165.98 |
|
S3 |
6,871.23 |
6,948.39 |
7,150.22 |
|
S4 |
6,699.26 |
6,776.42 |
7,102.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,308.26 |
6,968.30 |
339.96 |
4.9% |
112.56 |
1.6% |
0% |
False |
True |
|
10 |
7,309.99 |
6,968.30 |
341.69 |
4.9% |
88.36 |
1.3% |
0% |
False |
True |
|
20 |
7,309.99 |
6,955.99 |
354.00 |
5.1% |
74.54 |
1.1% |
4% |
False |
False |
|
40 |
7,309.99 |
6,539.86 |
770.13 |
11.0% |
73.86 |
1.1% |
56% |
False |
False |
|
60 |
7,309.99 |
6,326.54 |
983.45 |
14.1% |
88.01 |
1.3% |
65% |
False |
False |
|
80 |
7,309.99 |
6,322.60 |
987.39 |
14.2% |
98.28 |
1.4% |
66% |
False |
False |
|
100 |
7,309.99 |
6,164.43 |
1,145.56 |
16.4% |
110.20 |
1.6% |
70% |
False |
False |
|
120 |
7,309.99 |
6,164.43 |
1,145.56 |
16.4% |
103.11 |
1.5% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,810.77 |
2.618 |
7,548.88 |
1.618 |
7,388.41 |
1.000 |
7,289.24 |
0.618 |
7,227.94 |
HIGH |
7,128.77 |
0.618 |
7,067.47 |
0.500 |
7,048.54 |
0.382 |
7,029.60 |
LOW |
6,968.30 |
0.618 |
6,869.13 |
1.000 |
6,807.83 |
1.618 |
6,708.66 |
2.618 |
6,548.19 |
4.250 |
6,286.30 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,048.54 |
7,056.29 |
PP |
7,022.25 |
7,027.42 |
S1 |
6,995.96 |
6,998.54 |
|