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 |
6,187.0 |
6,445.0 |
258.0 |
4.2% |
6,263.5 |
High |
6,438.5 |
6,544.0 |
105.5 |
1.6% |
6,438.5 |
Low |
6,187.0 |
6,395.0 |
208.0 |
3.4% |
6,098.0 |
Close |
6,411.5 |
6,489.0 |
77.5 |
1.2% |
6,411.5 |
Range |
251.5 |
149.0 |
-102.5 |
-40.8% |
340.5 |
ATR |
142.0 |
142.5 |
0.5 |
0.3% |
0.0 |
Volume |
169,179 |
151,690 |
-17,489 |
-10.3% |
699,162 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,923.0 |
6,855.0 |
6,571.0 |
|
R3 |
6,774.0 |
6,706.0 |
6,530.0 |
|
R2 |
6,625.0 |
6,625.0 |
6,516.3 |
|
R1 |
6,557.0 |
6,557.0 |
6,502.7 |
6,591.0 |
PP |
6,476.0 |
6,476.0 |
6,476.0 |
6,493.0 |
S1 |
6,408.0 |
6,408.0 |
6,475.3 |
6,442.0 |
S2 |
6,327.0 |
6,327.0 |
6,461.7 |
|
S3 |
6,178.0 |
6,259.0 |
6,448.0 |
|
S4 |
6,029.0 |
6,110.0 |
6,407.1 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.5 |
7,215.0 |
6,598.8 |
|
R3 |
6,997.0 |
6,874.5 |
6,505.1 |
|
R2 |
6,656.5 |
6,656.5 |
6,473.9 |
|
R1 |
6,534.0 |
6,534.0 |
6,442.7 |
6,595.3 |
PP |
6,316.0 |
6,316.0 |
6,316.0 |
6,346.6 |
S1 |
6,193.5 |
6,193.5 |
6,380.3 |
6,254.8 |
S2 |
5,975.5 |
5,975.5 |
6,349.1 |
|
S3 |
5,635.0 |
5,853.0 |
6,317.9 |
|
S4 |
5,294.5 |
5,512.5 |
6,224.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,544.0 |
6,098.0 |
446.0 |
6.9% |
147.9 |
2.3% |
88% |
True |
False |
144,605 |
10 |
6,544.0 |
6,098.0 |
446.0 |
6.9% |
136.9 |
2.1% |
88% |
True |
False |
141,356 |
20 |
6,544.0 |
5,917.5 |
626.5 |
9.7% |
133.9 |
2.1% |
91% |
True |
False |
106,338 |
40 |
6,599.0 |
5,917.5 |
681.5 |
10.5% |
130.1 |
2.0% |
84% |
False |
False |
54,243 |
60 |
6,885.0 |
5,917.5 |
967.5 |
14.9% |
135.7 |
2.1% |
59% |
False |
False |
36,245 |
80 |
7,217.5 |
5,917.5 |
1,300.0 |
20.0% |
129.3 |
2.0% |
44% |
False |
False |
27,709 |
100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.0% |
118.7 |
1.8% |
44% |
False |
False |
22,187 |
120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.0% |
108.9 |
1.7% |
44% |
False |
False |
18,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,177.3 |
2.618 |
6,934.1 |
1.618 |
6,785.1 |
1.000 |
6,693.0 |
0.618 |
6,636.1 |
HIGH |
6,544.0 |
0.618 |
6,487.1 |
0.500 |
6,469.5 |
0.382 |
6,451.9 |
LOW |
6,395.0 |
0.618 |
6,302.9 |
1.000 |
6,246.0 |
1.618 |
6,153.9 |
2.618 |
6,004.9 |
4.250 |
5,761.8 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
6,482.5 |
6,433.0 |
PP |
6,476.0 |
6,377.0 |
S1 |
6,469.5 |
6,321.0 |
|