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 |
9,115 |
9,075 |
-40 |
-0.4% |
9,125 |
High |
9,170 |
9,090 |
-80 |
-0.9% |
9,170 |
Low |
9,050 |
8,940 |
-110 |
-1.2% |
8,940 |
Close |
9,080 |
9,015 |
-65 |
-0.7% |
9,015 |
Range |
120 |
150 |
30 |
25.0% |
230 |
ATR |
138 |
139 |
1 |
0.6% |
0 |
Volume |
5,157 |
4,135 |
-1,022 |
-19.8% |
15,780 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,465 |
9,390 |
9,098 |
|
R3 |
9,315 |
9,240 |
9,056 |
|
R2 |
9,165 |
9,165 |
9,043 |
|
R1 |
9,090 |
9,090 |
9,029 |
9,053 |
PP |
9,015 |
9,015 |
9,015 |
8,996 |
S1 |
8,940 |
8,940 |
9,001 |
8,903 |
S2 |
8,865 |
8,865 |
8,988 |
|
S3 |
8,715 |
8,790 |
8,974 |
|
S4 |
8,565 |
8,640 |
8,933 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,732 |
9,603 |
9,142 |
|
R3 |
9,502 |
9,373 |
9,078 |
|
R2 |
9,272 |
9,272 |
9,057 |
|
R1 |
9,143 |
9,143 |
9,036 |
9,093 |
PP |
9,042 |
9,042 |
9,042 |
9,016 |
S1 |
8,913 |
8,913 |
8,994 |
8,863 |
S2 |
8,812 |
8,812 |
8,973 |
|
S3 |
8,582 |
8,683 |
8,952 |
|
S4 |
8,352 |
8,453 |
8,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,170 |
8,805 |
365 |
4.0% |
169 |
1.9% |
58% |
False |
False |
4,359 |
10 |
9,170 |
8,620 |
550 |
6.1% |
155 |
1.7% |
72% |
False |
False |
4,308 |
20 |
9,170 |
8,410 |
760 |
8.4% |
152 |
1.7% |
80% |
False |
False |
4,710 |
40 |
9,170 |
8,200 |
970 |
10.8% |
117 |
1.3% |
84% |
False |
False |
3,403 |
60 |
9,635 |
8,200 |
1,435 |
15.9% |
80 |
0.9% |
57% |
False |
False |
2,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,728 |
2.618 |
9,483 |
1.618 |
9,333 |
1.000 |
9,240 |
0.618 |
9,183 |
HIGH |
9,090 |
0.618 |
9,033 |
0.500 |
9,015 |
0.382 |
8,997 |
LOW |
8,940 |
0.618 |
8,847 |
1.000 |
8,790 |
1.618 |
8,697 |
2.618 |
8,547 |
4.250 |
8,303 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
9,015 |
9,055 |
PP |
9,015 |
9,042 |
S1 |
9,015 |
9,028 |
|