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 |
1,551.8 |
1,599.6 |
47.8 |
3.1% |
1,572.6 |
High |
1,607.8 |
1,603.6 |
-4.2 |
-0.3% |
1,607.8 |
Low |
1,551.3 |
1,587.4 |
36.1 |
2.3% |
1,547.6 |
Close |
1,604.2 |
1,597.7 |
-6.5 |
-0.4% |
1,604.2 |
Range |
56.5 |
16.2 |
-40.3 |
-71.3% |
60.2 |
ATR |
29.6 |
28.7 |
-0.9 |
-3.1% |
0.0 |
Volume |
178,197 |
93,756 |
-84,441 |
-47.4% |
623,764 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.8 |
1,637.5 |
1,606.6 |
|
R3 |
1,628.6 |
1,621.3 |
1,602.2 |
|
R2 |
1,612.4 |
1,612.4 |
1,600.7 |
|
R1 |
1,605.1 |
1,605.1 |
1,599.2 |
1,600.7 |
PP |
1,596.2 |
1,596.2 |
1,596.2 |
1,594.0 |
S1 |
1,588.9 |
1,588.9 |
1,596.2 |
1,584.5 |
S2 |
1,580.0 |
1,580.0 |
1,594.7 |
|
S3 |
1,563.8 |
1,572.7 |
1,593.2 |
|
S4 |
1,547.6 |
1,556.5 |
1,588.8 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.1 |
1,745.9 |
1,637.3 |
|
R3 |
1,706.9 |
1,685.7 |
1,620.8 |
|
R2 |
1,646.7 |
1,646.7 |
1,615.2 |
|
R1 |
1,625.5 |
1,625.5 |
1,609.7 |
1,636.1 |
PP |
1,586.5 |
1,586.5 |
1,586.5 |
1,591.9 |
S1 |
1,565.3 |
1,565.3 |
1,598.7 |
1,575.9 |
S2 |
1,526.3 |
1,526.3 |
1,593.2 |
|
S3 |
1,466.1 |
1,505.1 |
1,587.6 |
|
S4 |
1,405.9 |
1,444.9 |
1,571.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,607.8 |
1,547.6 |
60.2 |
3.8% |
29.3 |
1.8% |
83% |
False |
False |
122,191 |
10 |
1,634.3 |
1,547.6 |
86.7 |
5.4% |
27.7 |
1.7% |
58% |
False |
False |
135,123 |
20 |
1,642.4 |
1,547.6 |
94.8 |
5.9% |
27.2 |
1.7% |
53% |
False |
False |
137,565 |
40 |
1,644.7 |
1,529.3 |
115.4 |
7.2% |
28.7 |
1.8% |
59% |
False |
False |
102,596 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.6% |
25.2 |
1.6% |
44% |
False |
False |
70,416 |
80 |
1,721.7 |
1,529.3 |
192.4 |
12.0% |
25.2 |
1.6% |
36% |
False |
False |
53,964 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
24.8 |
1.6% |
25% |
False |
False |
43,690 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
24.1 |
1.5% |
25% |
False |
False |
36,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.5 |
2.618 |
1,646.0 |
1.618 |
1,629.8 |
1.000 |
1,619.8 |
0.618 |
1,613.6 |
HIGH |
1,603.6 |
0.618 |
1,597.4 |
0.500 |
1,595.5 |
0.382 |
1,593.6 |
LOW |
1,587.4 |
0.618 |
1,577.4 |
1.000 |
1,571.2 |
1.618 |
1,561.2 |
2.618 |
1,545.0 |
4.250 |
1,518.6 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,597.0 |
1,591.0 |
PP |
1,596.2 |
1,584.4 |
S1 |
1,595.5 |
1,577.7 |
|