| 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 |
7,064.25 |
7,098.25 |
34.00 |
0.5% |
7,276.00 |
| High |
7,130.00 |
7,151.50 |
21.50 |
0.3% |
7,358.50 |
| Low |
7,040.50 |
6,988.00 |
-52.50 |
-0.7% |
7,157.50 |
| Close |
7,104.00 |
6,998.25 |
-105.75 |
-1.5% |
7,222.75 |
| Range |
89.50 |
163.50 |
74.00 |
82.7% |
201.00 |
| ATR |
102.66 |
107.01 |
4.35 |
4.2% |
0.00 |
| Volume |
399,009 |
546,252 |
147,243 |
36.9% |
1,809,811 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,536.50 |
7,430.75 |
7,088.25 |
|
| R3 |
7,373.00 |
7,267.25 |
7,043.25 |
|
| R2 |
7,209.50 |
7,209.50 |
7,028.25 |
|
| R1 |
7,103.75 |
7,103.75 |
7,013.25 |
7,075.00 |
| PP |
7,046.00 |
7,046.00 |
7,046.00 |
7,031.50 |
| S1 |
6,940.25 |
6,940.25 |
6,983.25 |
6,911.50 |
| S2 |
6,882.50 |
6,882.50 |
6,968.25 |
|
| S3 |
6,719.00 |
6,776.75 |
6,953.25 |
|
| S4 |
6,555.50 |
6,613.25 |
6,908.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,849.25 |
7,737.00 |
7,333.25 |
|
| R3 |
7,648.25 |
7,536.00 |
7,278.00 |
|
| R2 |
7,447.25 |
7,447.25 |
7,259.50 |
|
| R1 |
7,335.00 |
7,335.00 |
7,241.25 |
7,290.50 |
| PP |
7,246.25 |
7,246.25 |
7,246.25 |
7,224.00 |
| S1 |
7,134.00 |
7,134.00 |
7,204.25 |
7,089.50 |
| S2 |
7,045.25 |
7,045.25 |
7,186.00 |
|
| S3 |
6,844.25 |
6,933.00 |
7,167.50 |
|
| S4 |
6,643.25 |
6,732.00 |
7,112.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,358.50 |
6,988.00 |
370.50 |
5.3% |
137.75 |
2.0% |
3% |
False |
True |
458,230 |
| 10 |
7,358.50 |
6,988.00 |
370.50 |
5.3% |
119.00 |
1.7% |
3% |
False |
True |
405,383 |
| 20 |
7,358.50 |
6,983.50 |
375.00 |
5.4% |
99.00 |
1.4% |
4% |
False |
False |
264,789 |
| 40 |
7,358.50 |
6,563.25 |
795.25 |
11.4% |
94.00 |
1.3% |
55% |
False |
False |
132,827 |
| 60 |
7,358.50 |
6,338.00 |
1,020.50 |
14.6% |
110.50 |
1.6% |
65% |
False |
False |
88,927 |
| 80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.6% |
119.75 |
1.7% |
65% |
False |
False |
66,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,846.50 |
|
2.618 |
7,579.50 |
|
1.618 |
7,416.00 |
|
1.000 |
7,315.00 |
|
0.618 |
7,252.50 |
|
HIGH |
7,151.50 |
|
0.618 |
7,089.00 |
|
0.500 |
7,069.75 |
|
0.382 |
7,050.50 |
|
LOW |
6,988.00 |
|
0.618 |
6,887.00 |
|
1.000 |
6,824.50 |
|
1.618 |
6,723.50 |
|
2.618 |
6,560.00 |
|
4.250 |
6,293.00 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,069.75 |
7,105.50 |
| PP |
7,046.00 |
7,069.75 |
| S1 |
7,022.00 |
7,034.00 |
|