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 |
7,642.92 |
7,656.68 |
13.76 |
0.2% |
7,500.28 |
High |
7,688.64 |
7,672.98 |
-15.66 |
-0.2% |
7,772.53 |
Low |
7,616.91 |
7,636.72 |
19.81 |
0.3% |
7,492.17 |
Close |
7,627.05 |
7,657.05 |
30.00 |
0.4% |
7,728.78 |
Range |
71.73 |
36.26 |
-35.47 |
-49.4% |
280.36 |
ATR |
101.22 |
97.27 |
-3.95 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,764.36 |
7,746.97 |
7,676.99 |
|
R3 |
7,728.10 |
7,710.71 |
7,667.02 |
|
R2 |
7,691.84 |
7,691.84 |
7,663.70 |
|
R1 |
7,674.45 |
7,674.45 |
7,660.37 |
7,683.15 |
PP |
7,655.58 |
7,655.58 |
7,655.58 |
7,659.93 |
S1 |
7,638.19 |
7,638.19 |
7,653.73 |
7,646.89 |
S2 |
7,619.32 |
7,619.32 |
7,650.40 |
|
S3 |
7,583.06 |
7,601.93 |
7,647.08 |
|
S4 |
7,546.80 |
7,565.67 |
7,637.11 |
|
|
Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,505.57 |
8,397.54 |
7,882.98 |
|
R3 |
8,225.21 |
8,117.18 |
7,805.88 |
|
R2 |
7,944.85 |
7,944.85 |
7,780.18 |
|
R1 |
7,836.82 |
7,836.82 |
7,754.48 |
7,890.84 |
PP |
7,664.49 |
7,664.49 |
7,664.49 |
7,691.50 |
S1 |
7,556.46 |
7,556.46 |
7,703.08 |
7,610.48 |
S2 |
7,384.13 |
7,384.13 |
7,677.38 |
|
S3 |
7,103.77 |
7,276.10 |
7,651.68 |
|
S4 |
6,823.41 |
6,995.74 |
7,574.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,772.53 |
7,584.17 |
188.36 |
2.5% |
67.41 |
0.9% |
39% |
False |
False |
|
10 |
7,772.53 |
7,454.87 |
317.66 |
4.1% |
69.57 |
0.9% |
64% |
False |
False |
|
20 |
7,772.53 |
6,936.68 |
835.85 |
10.9% |
85.47 |
1.1% |
86% |
False |
False |
|
40 |
7,847.52 |
6,936.68 |
910.84 |
11.9% |
95.66 |
1.2% |
79% |
False |
False |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
12.0% |
83.13 |
1.1% |
79% |
False |
False |
|
80 |
7,851.97 |
6,936.68 |
915.29 |
12.0% |
82.58 |
1.1% |
79% |
False |
False |
|
100 |
7,851.97 |
6,836.70 |
1,015.27 |
13.3% |
79.44 |
1.0% |
81% |
False |
False |
|
120 |
7,851.97 |
6,412.98 |
1,438.99 |
18.8% |
81.11 |
1.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,827.09 |
2.618 |
7,767.91 |
1.618 |
7,731.65 |
1.000 |
7,709.24 |
0.618 |
7,695.39 |
HIGH |
7,672.98 |
0.618 |
7,659.13 |
0.500 |
7,654.85 |
0.382 |
7,650.57 |
LOW |
7,636.72 |
0.618 |
7,614.31 |
1.000 |
7,600.46 |
1.618 |
7,578.05 |
2.618 |
7,541.79 |
4.250 |
7,482.62 |
|
|
Fisher Pivots for day following 27-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
7,656.32 |
7,655.90 |
PP |
7,655.58 |
7,654.75 |
S1 |
7,654.85 |
7,653.61 |
|