Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,604.60 |
12,879.71 |
275.11 |
2.2% |
12,639.80 |
High |
12,880.39 |
12,902.12 |
21.73 |
0.2% |
12,880.39 |
Low |
12,604.53 |
12,795.48 |
190.95 |
1.5% |
12,450.17 |
Close |
12,880.09 |
12,871.39 |
-8.70 |
-0.1% |
12,880.09 |
Range |
275.86 |
106.64 |
-169.22 |
-61.3% |
430.22 |
ATR |
165.88 |
161.65 |
-4.23 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,176.25 |
13,130.46 |
12,930.04 |
|
R3 |
13,069.61 |
13,023.82 |
12,900.72 |
|
R2 |
12,962.97 |
12,962.97 |
12,890.94 |
|
R1 |
12,917.18 |
12,917.18 |
12,881.17 |
12,886.76 |
PP |
12,856.33 |
12,856.33 |
12,856.33 |
12,841.12 |
S1 |
12,810.54 |
12,810.54 |
12,861.61 |
12,780.12 |
S2 |
12,749.69 |
12,749.69 |
12,851.84 |
|
S3 |
12,643.05 |
12,703.90 |
12,842.06 |
|
S4 |
12,536.41 |
12,597.26 |
12,812.74 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,027.54 |
13,884.04 |
13,116.71 |
|
R3 |
13,597.32 |
13,453.82 |
12,998.40 |
|
R2 |
13,167.10 |
13,167.10 |
12,958.96 |
|
R1 |
13,023.60 |
13,023.60 |
12,919.53 |
13,095.35 |
PP |
12,736.88 |
12,736.88 |
12,736.88 |
12,772.76 |
S1 |
12,593.38 |
12,593.38 |
12,840.65 |
12,665.13 |
S2 |
12,306.66 |
12,306.66 |
12,801.22 |
|
S3 |
11,876.44 |
12,163.16 |
12,761.78 |
|
S4 |
11,446.22 |
11,732.94 |
12,643.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,902.12 |
12,450.17 |
451.95 |
3.5% |
159.42 |
1.2% |
93% |
True |
False |
|
10 |
12,902.12 |
12,450.17 |
451.95 |
3.5% |
166.09 |
1.3% |
93% |
True |
False |
|
20 |
12,902.12 |
12,072.17 |
829.95 |
6.4% |
164.61 |
1.3% |
96% |
True |
False |
|
40 |
13,049.09 |
12,035.09 |
1,014.00 |
7.9% |
158.71 |
1.2% |
82% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
152.40 |
1.2% |
64% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
140.56 |
1.1% |
64% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.38 |
1.0% |
64% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
130.60 |
1.0% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,355.34 |
2.618 |
13,181.30 |
1.618 |
13,074.66 |
1.000 |
13,008.76 |
0.618 |
12,968.02 |
HIGH |
12,902.12 |
0.618 |
12,861.38 |
0.500 |
12,848.80 |
0.382 |
12,836.22 |
LOW |
12,795.48 |
0.618 |
12,729.58 |
1.000 |
12,688.84 |
1.618 |
12,622.94 |
2.618 |
12,516.30 |
4.250 |
12,342.26 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,863.86 |
12,806.31 |
PP |
12,856.33 |
12,741.23 |
S1 |
12,848.80 |
12,676.15 |
|