Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
24,771.17 |
24,639.21 |
-131.96 |
-0.5% |
25,336.67 |
High |
24,804.76 |
24,639.21 |
-165.55 |
-0.7% |
25,402.83 |
Low |
24,628.39 |
24,406.63 |
-221.76 |
-0.9% |
24,894.38 |
Close |
24,657.80 |
24,461.70 |
-196.10 |
-0.8% |
25,090.48 |
Range |
176.37 |
232.58 |
56.21 |
31.9% |
508.45 |
ATR |
249.22 |
249.36 |
0.14 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,200.25 |
25,063.56 |
24,589.62 |
|
R3 |
24,967.67 |
24,830.98 |
24,525.66 |
|
R2 |
24,735.09 |
24,735.09 |
24,504.34 |
|
R1 |
24,598.40 |
24,598.40 |
24,483.02 |
24,550.46 |
PP |
24,502.51 |
24,502.51 |
24,502.51 |
24,478.54 |
S1 |
24,365.82 |
24,365.82 |
24,440.38 |
24,317.88 |
S2 |
24,269.93 |
24,269.93 |
24,419.06 |
|
S3 |
24,037.35 |
24,133.24 |
24,397.74 |
|
S4 |
23,804.77 |
23,900.66 |
24,333.78 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,654.58 |
26,380.98 |
25,370.13 |
|
R3 |
26,146.13 |
25,872.53 |
25,230.30 |
|
R2 |
25,637.68 |
25,637.68 |
25,183.70 |
|
R1 |
25,364.08 |
25,364.08 |
25,137.09 |
25,246.66 |
PP |
25,129.23 |
25,129.23 |
25,129.23 |
25,070.52 |
S1 |
24,855.63 |
24,855.63 |
25,043.87 |
24,738.21 |
S2 |
24,620.78 |
24,620.78 |
24,997.26 |
|
S3 |
24,112.33 |
24,347.18 |
24,950.66 |
|
S4 |
23,603.88 |
23,838.73 |
24,810.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,130.82 |
24,406.63 |
724.19 |
3.0% |
203.71 |
0.8% |
8% |
False |
True |
|
10 |
25,402.83 |
24,406.63 |
996.20 |
4.1% |
177.30 |
0.7% |
6% |
False |
True |
|
20 |
25,402.83 |
24,247.84 |
1,154.99 |
4.7% |
197.14 |
0.8% |
19% |
False |
False |
|
40 |
25,402.83 |
23,531.31 |
1,871.52 |
7.7% |
220.91 |
0.9% |
50% |
False |
False |
|
60 |
25,402.83 |
23,344.52 |
2,058.31 |
8.4% |
274.16 |
1.1% |
54% |
False |
False |
|
80 |
25,576.15 |
23,344.52 |
2,231.63 |
9.1% |
310.85 |
1.3% |
50% |
False |
False |
|
100 |
26,338.03 |
23,344.52 |
2,993.51 |
12.2% |
355.52 |
1.5% |
37% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.4% |
326.35 |
1.3% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,627.68 |
2.618 |
25,248.10 |
1.618 |
25,015.52 |
1.000 |
24,871.79 |
0.618 |
24,782.94 |
HIGH |
24,639.21 |
0.618 |
24,550.36 |
0.500 |
24,522.92 |
0.382 |
24,495.48 |
LOW |
24,406.63 |
0.618 |
24,262.90 |
1.000 |
24,174.05 |
1.618 |
24,030.32 |
2.618 |
23,797.74 |
4.250 |
23,418.17 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,522.92 |
24,605.70 |
PP |
24,502.51 |
24,557.70 |
S1 |
24,482.11 |
24,509.70 |
|