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 |
9,045 |
9,115 |
70 |
0.8% |
8,835 |
High |
9,170 |
9,170 |
0 |
0.0% |
9,130 |
Low |
9,040 |
9,050 |
10 |
0.1% |
8,620 |
Close |
9,165 |
9,080 |
-85 |
-0.9% |
9,125 |
Range |
130 |
120 |
-10 |
-7.7% |
510 |
ATR |
139 |
138 |
-1 |
-1.0% |
0 |
Volume |
40 |
5,157 |
5,117 |
12,792.5% |
23,600 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,460 |
9,390 |
9,146 |
|
R3 |
9,340 |
9,270 |
9,113 |
|
R2 |
9,220 |
9,220 |
9,102 |
|
R1 |
9,150 |
9,150 |
9,091 |
9,125 |
PP |
9,100 |
9,100 |
9,100 |
9,088 |
S1 |
9,030 |
9,030 |
9,069 |
9,005 |
S2 |
8,980 |
8,980 |
9,058 |
|
S3 |
8,860 |
8,910 |
9,047 |
|
S4 |
8,740 |
8,790 |
9,014 |
|
|
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 |
8,785 |
385 |
4.2% |
160 |
1.8% |
77% |
True |
False |
4,409 |
10 |
9,170 |
8,620 |
550 |
6.1% |
155 |
1.7% |
84% |
True |
False |
4,540 |
20 |
9,170 |
8,410 |
760 |
8.4% |
150 |
1.6% |
88% |
True |
False |
4,848 |
40 |
9,170 |
8,200 |
970 |
10.7% |
114 |
1.3% |
91% |
True |
False |
3,299 |
60 |
9,635 |
8,200 |
1,435 |
15.8% |
77 |
0.9% |
61% |
False |
False |
2,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,680 |
2.618 |
9,484 |
1.618 |
9,364 |
1.000 |
9,290 |
0.618 |
9,244 |
HIGH |
9,170 |
0.618 |
9,124 |
0.500 |
9,110 |
0.382 |
9,096 |
LOW |
9,050 |
0.618 |
8,976 |
1.000 |
8,930 |
1.618 |
8,856 |
2.618 |
8,736 |
4.250 |
8,540 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
9,110 |
9,088 |
PP |
9,100 |
9,085 |
S1 |
9,090 |
9,083 |
|