| 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 |
7,096.60 |
6,963.37 |
-133.23 |
-1.9% |
7,201.18 |
| High |
7,128.77 |
7,055.25 |
-73.52 |
-1.0% |
7,309.99 |
| Low |
6,968.30 |
6,950.23 |
-18.07 |
-0.3% |
7,138.02 |
| Close |
6,969.67 |
7,031.60 |
61.93 |
0.9% |
7,197.51 |
| Range |
160.47 |
105.02 |
-55.45 |
-34.6% |
171.97 |
| ATR |
92.85 |
93.72 |
0.87 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,327.42 |
7,284.53 |
7,089.36 |
|
| R3 |
7,222.40 |
7,179.51 |
7,060.48 |
|
| R2 |
7,117.38 |
7,117.38 |
7,050.85 |
|
| R1 |
7,074.49 |
7,074.49 |
7,041.23 |
7,095.94 |
| PP |
7,012.36 |
7,012.36 |
7,012.36 |
7,023.08 |
| S1 |
6,969.47 |
6,969.47 |
7,021.97 |
6,990.92 |
| S2 |
6,907.34 |
6,907.34 |
7,012.35 |
|
| S3 |
6,802.32 |
6,864.45 |
7,002.72 |
|
| S4 |
6,697.30 |
6,759.43 |
6,973.84 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,731.08 |
7,636.27 |
7,292.09 |
|
| R3 |
7,559.11 |
7,464.30 |
7,244.80 |
|
| R2 |
7,387.14 |
7,387.14 |
7,229.04 |
|
| R1 |
7,292.33 |
7,292.33 |
7,213.27 |
7,253.75 |
| PP |
7,215.17 |
7,215.17 |
7,215.17 |
7,195.89 |
| S1 |
7,120.36 |
7,120.36 |
7,181.75 |
7,081.78 |
| S2 |
7,043.20 |
7,043.20 |
7,165.98 |
|
| S3 |
6,871.23 |
6,948.39 |
7,150.22 |
|
| S4 |
6,699.26 |
6,776.42 |
7,102.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,239.75 |
6,950.23 |
289.52 |
4.1% |
112.70 |
1.6% |
28% |
False |
True |
|
| 10 |
7,309.99 |
6,950.23 |
359.76 |
5.1% |
93.11 |
1.3% |
23% |
False |
True |
|
| 20 |
7,309.99 |
6,950.23 |
359.76 |
5.1% |
76.77 |
1.1% |
23% |
False |
True |
|
| 40 |
7,309.99 |
6,539.86 |
770.13 |
11.0% |
74.54 |
1.1% |
64% |
False |
False |
|
| 60 |
7,309.99 |
6,402.03 |
907.96 |
12.9% |
85.56 |
1.2% |
69% |
False |
False |
|
| 80 |
7,309.99 |
6,322.60 |
987.39 |
14.0% |
98.78 |
1.4% |
72% |
False |
False |
|
| 100 |
7,309.99 |
6,164.43 |
1,145.56 |
16.3% |
108.13 |
1.5% |
76% |
False |
False |
|
| 120 |
7,309.99 |
6,164.43 |
1,145.56 |
16.3% |
103.57 |
1.5% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,501.59 |
|
2.618 |
7,330.19 |
|
1.618 |
7,225.17 |
|
1.000 |
7,160.27 |
|
0.618 |
7,120.15 |
|
HIGH |
7,055.25 |
|
0.618 |
7,015.13 |
|
0.500 |
7,002.74 |
|
0.382 |
6,990.35 |
|
LOW |
6,950.23 |
|
0.618 |
6,885.33 |
|
1.000 |
6,845.21 |
|
1.618 |
6,780.31 |
|
2.618 |
6,675.29 |
|
4.250 |
6,503.90 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,021.98 |
7,039.50 |
| PP |
7,012.36 |
7,036.87 |
| S1 |
7,002.74 |
7,034.23 |
|