Trading Metrics calculated at close of trading on 28-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2019 |
28-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
7,656.68 |
7,674.52 |
17.84 |
0.2% |
7,737.00 |
High |
7,672.98 |
7,681.74 |
8.76 |
0.1% |
7,746.68 |
Low |
7,636.72 |
7,639.44 |
2.72 |
0.0% |
7,584.17 |
Close |
7,657.05 |
7,671.07 |
14.02 |
0.2% |
7,671.07 |
Range |
36.26 |
42.30 |
6.04 |
16.7% |
162.51 |
ATR |
97.27 |
93.34 |
-3.93 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790.98 |
7,773.33 |
7,694.34 |
|
R3 |
7,748.68 |
7,731.03 |
7,682.70 |
|
R2 |
7,706.38 |
7,706.38 |
7,678.83 |
|
R1 |
7,688.73 |
7,688.73 |
7,674.95 |
7,676.41 |
PP |
7,664.08 |
7,664.08 |
7,664.08 |
7,657.92 |
S1 |
7,646.43 |
7,646.43 |
7,667.19 |
7,634.11 |
S2 |
7,621.78 |
7,621.78 |
7,663.32 |
|
S3 |
7,579.48 |
7,604.13 |
7,659.44 |
|
S4 |
7,537.18 |
7,561.83 |
7,647.81 |
|
|
Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,154.84 |
8,075.46 |
7,760.45 |
|
R3 |
7,992.33 |
7,912.95 |
7,715.76 |
|
R2 |
7,829.82 |
7,829.82 |
7,700.86 |
|
R1 |
7,750.44 |
7,750.44 |
7,685.97 |
7,708.88 |
PP |
7,667.31 |
7,667.31 |
7,667.31 |
7,646.52 |
S1 |
7,587.93 |
7,587.93 |
7,656.17 |
7,546.37 |
S2 |
7,504.80 |
7,504.80 |
7,641.28 |
|
S3 |
7,342.29 |
7,425.42 |
7,626.38 |
|
S4 |
7,179.78 |
7,262.91 |
7,581.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,746.68 |
7,584.17 |
162.51 |
2.1% |
63.01 |
0.8% |
53% |
False |
False |
|
10 |
7,772.53 |
7,492.17 |
280.36 |
3.7% |
69.21 |
0.9% |
64% |
False |
False |
|
20 |
7,772.53 |
6,936.68 |
835.85 |
10.9% |
84.72 |
1.1% |
88% |
False |
False |
|
40 |
7,847.52 |
6,936.68 |
910.84 |
11.9% |
93.74 |
1.2% |
81% |
False |
False |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
11.9% |
82.68 |
1.1% |
80% |
False |
False |
|
80 |
7,851.97 |
6,936.68 |
915.29 |
11.9% |
82.39 |
1.1% |
80% |
False |
False |
|
100 |
7,851.97 |
6,836.70 |
1,015.27 |
13.2% |
79.25 |
1.0% |
82% |
False |
False |
|
120 |
7,851.97 |
6,457.00 |
1,394.97 |
18.2% |
80.56 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,861.52 |
2.618 |
7,792.48 |
1.618 |
7,750.18 |
1.000 |
7,724.04 |
0.618 |
7,707.88 |
HIGH |
7,681.74 |
0.618 |
7,665.58 |
0.500 |
7,660.59 |
0.382 |
7,655.60 |
LOW |
7,639.44 |
0.618 |
7,613.30 |
1.000 |
7,597.14 |
1.618 |
7,571.00 |
2.618 |
7,528.70 |
4.250 |
7,459.67 |
|
|
Fisher Pivots for day following 28-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
7,667.58 |
7,664.97 |
PP |
7,664.08 |
7,658.87 |
S1 |
7,660.59 |
7,652.78 |
|