Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,879.71 |
12,868.06 |
-11.65 |
-0.1% |
12,639.80 |
High |
12,902.12 |
12,946.20 |
44.08 |
0.3% |
12,880.39 |
Low |
12,795.48 |
12,845.28 |
49.80 |
0.4% |
12,450.17 |
Close |
12,871.39 |
12,943.82 |
72.43 |
0.6% |
12,880.09 |
Range |
106.64 |
100.92 |
-5.72 |
-5.4% |
430.22 |
ATR |
161.65 |
157.31 |
-4.34 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,214.53 |
13,180.09 |
12,999.33 |
|
R3 |
13,113.61 |
13,079.17 |
12,971.57 |
|
R2 |
13,012.69 |
13,012.69 |
12,962.32 |
|
R1 |
12,978.25 |
12,978.25 |
12,953.07 |
12,995.47 |
PP |
12,911.77 |
12,911.77 |
12,911.77 |
12,920.38 |
S1 |
12,877.33 |
12,877.33 |
12,934.57 |
12,894.55 |
S2 |
12,810.85 |
12,810.85 |
12,925.32 |
|
S3 |
12,709.93 |
12,776.41 |
12,916.07 |
|
S4 |
12,609.01 |
12,675.49 |
12,888.31 |
|
|
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 |
12,946.20 |
12,450.17 |
496.03 |
3.8% |
154.73 |
1.2% |
100% |
True |
False |
|
10 |
12,946.20 |
12,450.17 |
496.03 |
3.8% |
160.73 |
1.2% |
100% |
True |
False |
|
20 |
12,946.20 |
12,125.00 |
821.20 |
6.3% |
165.89 |
1.3% |
100% |
True |
False |
|
40 |
13,000.73 |
12,035.09 |
965.64 |
7.5% |
159.26 |
1.2% |
94% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
151.51 |
1.2% |
70% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
141.04 |
1.1% |
70% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.61 |
1.0% |
70% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
130.91 |
1.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,375.11 |
2.618 |
13,210.41 |
1.618 |
13,109.49 |
1.000 |
13,047.12 |
0.618 |
13,008.57 |
HIGH |
12,946.20 |
0.618 |
12,907.65 |
0.500 |
12,895.74 |
0.382 |
12,883.83 |
LOW |
12,845.28 |
0.618 |
12,782.91 |
1.000 |
12,744.36 |
1.618 |
12,681.99 |
2.618 |
12,581.07 |
4.250 |
12,416.37 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,927.79 |
12,887.67 |
PP |
12,911.77 |
12,831.52 |
S1 |
12,895.74 |
12,775.37 |
|