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 |
1,599.6 |
1,597.5 |
-2.1 |
-0.1% |
1,572.6 |
High |
1,603.6 |
1,625.7 |
22.1 |
1.4% |
1,607.8 |
Low |
1,587.4 |
1,595.3 |
7.9 |
0.5% |
1,547.6 |
Close |
1,597.7 |
1,621.8 |
24.1 |
1.5% |
1,604.2 |
Range |
16.2 |
30.4 |
14.2 |
87.7% |
60.2 |
ATR |
28.7 |
28.8 |
0.1 |
0.4% |
0.0 |
Volume |
93,756 |
345 |
-93,411 |
-99.6% |
623,764 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.5 |
1,694.0 |
1,638.5 |
|
R3 |
1,675.1 |
1,663.6 |
1,630.2 |
|
R2 |
1,644.7 |
1,644.7 |
1,627.4 |
|
R1 |
1,633.2 |
1,633.2 |
1,624.6 |
1,639.0 |
PP |
1,614.3 |
1,614.3 |
1,614.3 |
1,617.1 |
S1 |
1,602.8 |
1,602.8 |
1,619.0 |
1,608.6 |
S2 |
1,583.9 |
1,583.9 |
1,616.2 |
|
S3 |
1,553.5 |
1,572.4 |
1,613.4 |
|
S4 |
1,523.1 |
1,542.0 |
1,605.1 |
|
|
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 |
1,625.7 |
1,547.6 |
78.1 |
4.8% |
31.3 |
1.9% |
95% |
True |
False |
102,975 |
10 |
1,625.7 |
1,547.6 |
78.1 |
4.8% |
29.1 |
1.8% |
95% |
True |
False |
123,395 |
20 |
1,642.4 |
1,547.6 |
94.8 |
5.8% |
28.1 |
1.7% |
78% |
False |
False |
132,948 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
29.2 |
1.8% |
82% |
False |
False |
102,376 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.5% |
25.5 |
1.6% |
60% |
False |
False |
70,295 |
80 |
1,721.7 |
1,529.3 |
192.4 |
11.9% |
25.1 |
1.5% |
48% |
False |
False |
53,887 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.9 |
1.5% |
34% |
False |
False |
43,673 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.5% |
24.3 |
1.5% |
34% |
False |
False |
36,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.9 |
2.618 |
1,705.3 |
1.618 |
1,674.9 |
1.000 |
1,656.1 |
0.618 |
1,644.5 |
HIGH |
1,625.7 |
0.618 |
1,614.1 |
0.500 |
1,610.5 |
0.382 |
1,606.9 |
LOW |
1,595.3 |
0.618 |
1,576.5 |
1.000 |
1,564.9 |
1.618 |
1,546.1 |
2.618 |
1,515.7 |
4.250 |
1,466.1 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,618.0 |
1,610.7 |
PP |
1,614.3 |
1,599.6 |
S1 |
1,610.5 |
1,588.5 |
|