Trading Metrics calculated at close of trading on 28-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
24,303.11 |
24,064.19 |
-238.92 |
-1.0% |
24,944.28 |
High |
24,569.02 |
24,308.16 |
-260.86 |
-1.1% |
25,003.10 |
Low |
24,115.82 |
23,997.21 |
-118.61 |
-0.5% |
24,406.63 |
Close |
24,117.59 |
24,216.05 |
98.46 |
0.4% |
24,580.89 |
Range |
453.20 |
310.95 |
-142.25 |
-31.4% |
596.47 |
ATR |
269.34 |
272.32 |
2.97 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,106.66 |
24,972.30 |
24,387.07 |
|
R3 |
24,795.71 |
24,661.35 |
24,301.56 |
|
R2 |
24,484.76 |
24,484.76 |
24,273.06 |
|
R1 |
24,350.40 |
24,350.40 |
24,244.55 |
24,417.58 |
PP |
24,173.81 |
24,173.81 |
24,173.81 |
24,207.40 |
S1 |
24,039.45 |
24,039.45 |
24,187.55 |
24,106.63 |
S2 |
23,862.86 |
23,862.86 |
24,159.04 |
|
S3 |
23,551.91 |
23,728.50 |
24,130.54 |
|
S4 |
23,240.96 |
23,417.55 |
24,045.03 |
|
|
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 |
23,997.21 |
665.97 |
2.8% |
284.54 |
1.2% |
33% |
False |
True |
|
10 |
25,130.82 |
23,997.21 |
1,133.61 |
4.7% |
244.13 |
1.0% |
19% |
False |
True |
|
20 |
25,402.83 |
23,997.21 |
1,405.62 |
5.8% |
202.32 |
0.8% |
16% |
False |
True |
|
40 |
25,402.83 |
23,531.31 |
1,871.52 |
7.7% |
221.92 |
0.9% |
37% |
False |
False |
|
60 |
25,402.83 |
23,531.31 |
1,871.52 |
7.7% |
252.95 |
1.0% |
37% |
False |
False |
|
80 |
25,449.15 |
23,344.52 |
2,104.63 |
8.7% |
296.98 |
1.2% |
41% |
False |
False |
|
100 |
25,800.35 |
23,344.52 |
2,455.83 |
10.1% |
339.99 |
1.4% |
35% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.5% |
332.19 |
1.4% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,629.70 |
2.618 |
25,122.23 |
1.618 |
24,811.28 |
1.000 |
24,619.11 |
0.618 |
24,500.33 |
HIGH |
24,308.16 |
0.618 |
24,189.38 |
0.500 |
24,152.69 |
0.382 |
24,115.99 |
LOW |
23,997.21 |
0.618 |
23,805.04 |
1.000 |
23,686.26 |
1.618 |
23,494.09 |
2.618 |
23,183.14 |
4.250 |
22,675.67 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,194.93 |
24,283.12 |
PP |
24,173.81 |
24,260.76 |
S1 |
24,152.69 |
24,238.41 |
|