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 |
9,125 |
9,045 |
-80 |
-0.9% |
8,835 |
High |
9,125 |
9,170 |
45 |
0.5% |
9,130 |
Low |
9,005 |
9,040 |
35 |
0.4% |
8,620 |
Close |
9,045 |
9,165 |
120 |
1.3% |
9,125 |
Range |
120 |
130 |
10 |
8.3% |
510 |
ATR |
140 |
139 |
-1 |
-0.5% |
0 |
Volume |
6,448 |
40 |
-6,408 |
-99.4% |
23,600 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,515 |
9,470 |
9,237 |
|
R3 |
9,385 |
9,340 |
9,201 |
|
R2 |
9,255 |
9,255 |
9,189 |
|
R1 |
9,210 |
9,210 |
9,177 |
9,233 |
PP |
9,125 |
9,125 |
9,125 |
9,136 |
S1 |
9,080 |
9,080 |
9,153 |
9,103 |
S2 |
8,995 |
8,995 |
9,141 |
|
S3 |
8,865 |
8,950 |
9,129 |
|
S4 |
8,735 |
8,820 |
9,094 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,488 |
10,317 |
9,406 |
|
R3 |
9,978 |
9,807 |
9,265 |
|
R2 |
9,468 |
9,468 |
9,219 |
|
R1 |
9,297 |
9,297 |
9,172 |
9,383 |
PP |
8,958 |
8,958 |
8,958 |
9,001 |
S1 |
8,787 |
8,787 |
9,078 |
8,873 |
S2 |
8,448 |
8,448 |
9,032 |
|
S3 |
7,938 |
8,277 |
8,985 |
|
S4 |
7,428 |
7,767 |
8,845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,170 |
8,660 |
510 |
5.6% |
167 |
1.8% |
99% |
True |
False |
4,146 |
10 |
9,170 |
8,620 |
550 |
6.0% |
155 |
1.7% |
99% |
True |
False |
4,668 |
20 |
9,170 |
8,410 |
760 |
8.3% |
157 |
1.7% |
99% |
True |
False |
5,081 |
40 |
9,170 |
8,200 |
970 |
10.6% |
111 |
1.2% |
99% |
True |
False |
3,171 |
60 |
9,635 |
8,200 |
1,435 |
15.7% |
75 |
0.8% |
67% |
False |
False |
2,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,723 |
2.618 |
9,510 |
1.618 |
9,380 |
1.000 |
9,300 |
0.618 |
9,250 |
HIGH |
9,170 |
0.618 |
9,120 |
0.500 |
9,105 |
0.382 |
9,090 |
LOW |
9,040 |
0.618 |
8,960 |
1.000 |
8,910 |
1.618 |
8,830 |
2.618 |
8,700 |
4.250 |
8,488 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
9,145 |
9,106 |
PP |
9,125 |
9,047 |
S1 |
9,105 |
8,988 |
|