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 |
1,260.5 |
1,253.6 |
-6.9 |
-0.5% |
1,281.1 |
High |
1,261.9 |
1,255.8 |
-6.1 |
-0.5% |
1,286.8 |
Low |
1,252.2 |
1,247.2 |
-5.0 |
-0.4% |
1,262.4 |
Close |
1,256.1 |
1,251.0 |
-5.1 |
-0.4% |
1,270.7 |
Range |
9.7 |
8.6 |
-1.1 |
-11.3% |
24.4 |
ATR |
11.2 |
11.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
256,900 |
241,824 |
-15,076 |
-5.9% |
1,184,533 |
|
Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.1 |
1,272.7 |
1,255.7 |
|
R3 |
1,268.5 |
1,264.1 |
1,253.4 |
|
R2 |
1,259.9 |
1,259.9 |
1,252.6 |
|
R1 |
1,255.5 |
1,255.5 |
1,251.8 |
1,253.4 |
PP |
1,251.3 |
1,251.3 |
1,251.3 |
1,250.3 |
S1 |
1,246.9 |
1,246.9 |
1,250.2 |
1,244.8 |
S2 |
1,242.7 |
1,242.7 |
1,249.4 |
|
S3 |
1,234.1 |
1,238.3 |
1,248.6 |
|
S4 |
1,225.5 |
1,229.7 |
1,246.3 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.5 |
1,333.0 |
1,284.1 |
|
R3 |
1,322.1 |
1,308.6 |
1,277.4 |
|
R2 |
1,297.7 |
1,297.7 |
1,275.2 |
|
R1 |
1,284.2 |
1,284.2 |
1,272.9 |
1,278.8 |
PP |
1,273.3 |
1,273.3 |
1,273.3 |
1,270.6 |
S1 |
1,259.8 |
1,259.8 |
1,268.5 |
1,254.4 |
S2 |
1,248.9 |
1,248.9 |
1,266.2 |
|
S3 |
1,224.5 |
1,235.4 |
1,264.0 |
|
S4 |
1,200.1 |
1,211.0 |
1,257.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.4 |
1,247.2 |
27.2 |
2.2% |
9.0 |
0.7% |
14% |
False |
True |
227,705 |
10 |
1,306.7 |
1,247.2 |
59.5 |
4.8% |
11.2 |
0.9% |
6% |
False |
True |
266,479 |
20 |
1,313.0 |
1,247.2 |
65.8 |
5.3% |
10.5 |
0.8% |
6% |
False |
True |
262,917 |
40 |
1,332.4 |
1,247.2 |
85.2 |
6.8% |
11.0 |
0.9% |
4% |
False |
True |
174,133 |
60 |
1,375.1 |
1,247.2 |
127.9 |
10.2% |
11.8 |
0.9% |
3% |
False |
True |
118,908 |
80 |
1,375.1 |
1,247.2 |
127.9 |
10.2% |
12.3 |
1.0% |
3% |
False |
True |
90,478 |
100 |
1,375.1 |
1,247.2 |
127.9 |
10.2% |
12.7 |
1.0% |
3% |
False |
True |
72,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.4 |
2.618 |
1,278.3 |
1.618 |
1,269.7 |
1.000 |
1,264.4 |
0.618 |
1,261.1 |
HIGH |
1,255.8 |
0.618 |
1,252.5 |
0.500 |
1,251.5 |
0.382 |
1,250.5 |
LOW |
1,247.2 |
0.618 |
1,241.9 |
1.000 |
1,238.6 |
1.618 |
1,233.3 |
2.618 |
1,224.7 |
4.250 |
1,210.7 |
|
|
Fisher Pivots for day following 28-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,251.5 |
1,258.3 |
PP |
1,251.3 |
1,255.9 |
S1 |
1,251.2 |
1,253.4 |
|