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 |
24,281.89 |
24,303.11 |
21.22 |
0.1% |
24,944.28 |
High |
24,384.21 |
24,569.02 |
184.81 |
0.8% |
25,003.10 |
Low |
24,241.22 |
24,115.82 |
-125.40 |
-0.5% |
24,406.63 |
Close |
24,283.11 |
24,117.59 |
-165.52 |
-0.7% |
24,580.89 |
Range |
142.99 |
453.20 |
310.21 |
216.9% |
596.47 |
ATR |
255.20 |
269.34 |
14.14 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,627.08 |
25,325.53 |
24,366.85 |
|
R3 |
25,173.88 |
24,872.33 |
24,242.22 |
|
R2 |
24,720.68 |
24,720.68 |
24,200.68 |
|
R1 |
24,419.13 |
24,419.13 |
24,159.13 |
24,343.31 |
PP |
24,267.48 |
24,267.48 |
24,267.48 |
24,229.56 |
S1 |
23,965.93 |
23,965.93 |
24,076.05 |
23,890.11 |
S2 |
23,814.28 |
23,814.28 |
24,034.50 |
|
S3 |
23,361.08 |
23,512.73 |
23,992.96 |
|
S4 |
22,907.88 |
23,059.53 |
23,868.33 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,452.95 |
26,113.39 |
24,908.95 |
|
R3 |
25,856.48 |
25,516.92 |
24,744.92 |
|
R2 |
25,260.01 |
25,260.01 |
24,690.24 |
|
R1 |
24,920.45 |
24,920.45 |
24,635.57 |
24,792.00 |
PP |
24,663.54 |
24,663.54 |
24,663.54 |
24,599.31 |
S1 |
24,323.98 |
24,323.98 |
24,526.21 |
24,195.53 |
S2 |
24,067.07 |
24,067.07 |
24,471.54 |
|
S3 |
23,470.60 |
23,727.51 |
24,416.86 |
|
S4 |
22,874.13 |
23,131.04 |
24,252.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,663.18 |
24,084.39 |
578.79 |
2.4% |
268.86 |
1.1% |
6% |
False |
False |
|
10 |
25,332.50 |
24,084.39 |
1,248.11 |
5.2% |
232.42 |
1.0% |
3% |
False |
False |
|
20 |
25,402.83 |
24,084.39 |
1,318.44 |
5.5% |
200.20 |
0.8% |
3% |
False |
False |
|
40 |
25,402.83 |
23,531.31 |
1,871.52 |
7.8% |
221.63 |
0.9% |
31% |
False |
False |
|
60 |
25,402.83 |
23,523.16 |
1,879.67 |
7.8% |
260.87 |
1.1% |
32% |
False |
False |
|
80 |
25,449.15 |
23,344.52 |
2,104.63 |
8.7% |
296.68 |
1.2% |
37% |
False |
False |
|
100 |
25,800.35 |
23,344.52 |
2,455.83 |
10.2% |
352.85 |
1.5% |
31% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.6% |
331.16 |
1.4% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,495.12 |
2.618 |
25,755.50 |
1.618 |
25,302.30 |
1.000 |
25,022.22 |
0.618 |
24,849.10 |
HIGH |
24,569.02 |
0.618 |
24,395.90 |
0.500 |
24,342.42 |
0.382 |
24,288.94 |
LOW |
24,115.82 |
0.618 |
23,835.74 |
1.000 |
23,662.62 |
1.618 |
23,382.54 |
2.618 |
22,929.34 |
4.250 |
22,189.72 |
|
|
Fisher Pivots for day following 27-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,342.42 |
24,326.71 |
PP |
24,267.48 |
24,257.00 |
S1 |
24,192.53 |
24,187.30 |
|