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 |
1,597.5 |
1,617.0 |
19.5 |
1.2% |
1,572.6 |
High |
1,625.7 |
1,624.5 |
-1.2 |
-0.1% |
1,607.8 |
Low |
1,595.3 |
1,597.5 |
2.2 |
0.1% |
1,547.6 |
Close |
1,621.8 |
1,609.4 |
-12.4 |
-0.8% |
1,604.2 |
Range |
30.4 |
27.0 |
-3.4 |
-11.2% |
60.2 |
ATR |
28.8 |
28.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
345 |
1,040 |
695 |
201.4% |
623,764 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.5 |
1,677.4 |
1,624.3 |
|
R3 |
1,664.5 |
1,650.4 |
1,616.8 |
|
R2 |
1,637.5 |
1,637.5 |
1,614.4 |
|
R1 |
1,623.4 |
1,623.4 |
1,611.9 |
1,617.0 |
PP |
1,610.5 |
1,610.5 |
1,610.5 |
1,607.2 |
S1 |
1,596.4 |
1,596.4 |
1,606.9 |
1,590.0 |
S2 |
1,583.5 |
1,583.5 |
1,604.5 |
|
S3 |
1,556.5 |
1,569.4 |
1,602.0 |
|
S4 |
1,529.5 |
1,542.4 |
1,594.6 |
|
|
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 |
4.9% |
32.4 |
2.0% |
79% |
False |
False |
80,964 |
10 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
28.5 |
1.8% |
79% |
False |
False |
103,101 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.5% |
28.1 |
1.7% |
70% |
False |
False |
124,489 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.0% |
28.8 |
1.8% |
71% |
False |
False |
102,089 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.6% |
25.5 |
1.6% |
52% |
False |
False |
70,225 |
80 |
1,710.0 |
1,529.3 |
180.7 |
11.2% |
25.2 |
1.6% |
44% |
False |
False |
53,837 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.9 |
1.5% |
30% |
False |
False |
43,661 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.7% |
24.4 |
1.5% |
30% |
False |
False |
36,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.3 |
2.618 |
1,695.2 |
1.618 |
1,668.2 |
1.000 |
1,651.5 |
0.618 |
1,641.2 |
HIGH |
1,624.5 |
0.618 |
1,614.2 |
0.500 |
1,611.0 |
0.382 |
1,607.8 |
LOW |
1,597.5 |
0.618 |
1,580.8 |
1.000 |
1,570.5 |
1.618 |
1,553.8 |
2.618 |
1,526.8 |
4.250 |
1,482.8 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,611.0 |
1,608.5 |
PP |
1,610.5 |
1,607.5 |
S1 |
1,609.9 |
1,606.6 |
|