Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,617.0 |
1,605.2 |
-11.8 |
-0.7% |
1,599.6 |
High |
1,624.5 |
1,610.6 |
-13.9 |
-0.9% |
1,625.7 |
Low |
1,597.5 |
1,576.4 |
-21.1 |
-1.3% |
1,576.4 |
Close |
1,609.4 |
1,578.9 |
-30.5 |
-1.9% |
1,578.9 |
Range |
27.0 |
34.2 |
7.2 |
26.7% |
49.3 |
ATR |
28.7 |
29.1 |
0.4 |
1.4% |
0.0 |
Volume |
1,040 |
155,234 |
154,194 |
14,826.3% |
250,375 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.2 |
1,669.3 |
1,597.7 |
|
R3 |
1,657.0 |
1,635.1 |
1,588.3 |
|
R2 |
1,622.8 |
1,622.8 |
1,585.2 |
|
R1 |
1,600.9 |
1,600.9 |
1,582.0 |
1,594.8 |
PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,585.6 |
S1 |
1,566.7 |
1,566.7 |
1,575.8 |
1,560.6 |
S2 |
1,554.4 |
1,554.4 |
1,572.6 |
|
S3 |
1,520.2 |
1,532.5 |
1,569.5 |
|
S4 |
1,486.0 |
1,498.3 |
1,560.1 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.6 |
1,709.5 |
1,606.0 |
|
R3 |
1,692.3 |
1,660.2 |
1,592.5 |
|
R2 |
1,643.0 |
1,643.0 |
1,587.9 |
|
R1 |
1,610.9 |
1,610.9 |
1,583.4 |
1,602.3 |
PP |
1,593.7 |
1,593.7 |
1,593.7 |
1,589.4 |
S1 |
1,561.6 |
1,561.6 |
1,574.4 |
1,553.0 |
S2 |
1,544.4 |
1,544.4 |
1,569.9 |
|
S3 |
1,495.1 |
1,512.3 |
1,565.3 |
|
S4 |
1,445.8 |
1,463.0 |
1,551.8 |
|
|
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 |
1,551.3 |
74.4 |
4.7% |
32.9 |
2.1% |
37% |
False |
False |
85,714 |
10 |
1,625.7 |
1,547.6 |
78.1 |
4.9% |
27.6 |
1.7% |
40% |
False |
False |
98,765 |
20 |
1,635.4 |
1,547.6 |
87.8 |
5.6% |
27.2 |
1.7% |
36% |
False |
False |
120,260 |
40 |
1,642.4 |
1,529.3 |
113.1 |
7.2% |
29.0 |
1.8% |
44% |
False |
False |
105,547 |
60 |
1,683.1 |
1,529.3 |
153.8 |
9.7% |
25.9 |
1.6% |
32% |
False |
False |
72,577 |
80 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
25.1 |
1.6% |
29% |
False |
False |
55,724 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
25.1 |
1.6% |
18% |
False |
False |
45,193 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
24.5 |
1.6% |
18% |
False |
False |
37,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.0 |
2.618 |
1,700.1 |
1.618 |
1,665.9 |
1.000 |
1,644.8 |
0.618 |
1,631.7 |
HIGH |
1,610.6 |
0.618 |
1,597.5 |
0.500 |
1,593.5 |
0.382 |
1,589.5 |
LOW |
1,576.4 |
0.618 |
1,555.3 |
1.000 |
1,542.2 |
1.618 |
1,521.1 |
2.618 |
1,486.9 |
4.250 |
1,431.1 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,593.5 |
1,601.1 |
PP |
1,588.6 |
1,593.7 |
S1 |
1,583.8 |
1,586.3 |
|