Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,868.06 |
12,941.85 |
73.79 |
0.6% |
12,639.80 |
High |
12,946.20 |
12,961.30 |
15.10 |
0.1% |
12,880.39 |
Low |
12,845.28 |
12,852.24 |
6.96 |
0.1% |
12,450.17 |
Close |
12,943.82 |
12,896.67 |
-47.15 |
-0.4% |
12,880.09 |
Range |
100.92 |
109.06 |
8.14 |
8.1% |
430.22 |
ATR |
157.31 |
153.86 |
-3.45 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,230.58 |
13,172.69 |
12,956.65 |
|
R3 |
13,121.52 |
13,063.63 |
12,926.66 |
|
R2 |
13,012.46 |
13,012.46 |
12,916.66 |
|
R1 |
12,954.57 |
12,954.57 |
12,906.67 |
12,928.99 |
PP |
12,903.40 |
12,903.40 |
12,903.40 |
12,890.61 |
S1 |
12,845.51 |
12,845.51 |
12,886.67 |
12,819.93 |
S2 |
12,794.34 |
12,794.34 |
12,876.68 |
|
S3 |
12,685.28 |
12,736.45 |
12,866.68 |
|
S4 |
12,576.22 |
12,627.39 |
12,836.69 |
|
|
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 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
153.71 |
1.2% |
87% |
True |
False |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
158.41 |
1.2% |
87% |
True |
False |
|
20 |
12,961.30 |
12,398.44 |
562.86 |
4.4% |
156.86 |
1.2% |
89% |
True |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.2% |
157.22 |
1.2% |
93% |
True |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
149.68 |
1.2% |
66% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
141.70 |
1.1% |
66% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
133.24 |
1.0% |
66% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.1% |
131.00 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,424.81 |
2.618 |
13,246.82 |
1.618 |
13,137.76 |
1.000 |
13,070.36 |
0.618 |
13,028.70 |
HIGH |
12,961.30 |
0.618 |
12,919.64 |
0.500 |
12,906.77 |
0.382 |
12,893.90 |
LOW |
12,852.24 |
0.618 |
12,784.84 |
1.000 |
12,743.18 |
1.618 |
12,675.78 |
2.618 |
12,566.72 |
4.250 |
12,388.74 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,906.77 |
12,890.58 |
PP |
12,903.40 |
12,884.48 |
S1 |
12,900.04 |
12,878.39 |
|