Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
9,075 |
9,000 |
-75 |
-0.8% |
9,125 |
High |
9,090 |
9,000 |
-90 |
-1.0% |
9,170 |
Low |
8,940 |
8,870 |
-70 |
-0.8% |
8,940 |
Close |
9,015 |
8,935 |
-80 |
-0.9% |
9,015 |
Range |
150 |
130 |
-20 |
-13.3% |
230 |
ATR |
139 |
139 |
0 |
0.3% |
0 |
Volume |
4,135 |
3,171 |
-964 |
-23.3% |
15,780 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,325 |
9,260 |
9,007 |
|
R3 |
9,195 |
9,130 |
8,971 |
|
R2 |
9,065 |
9,065 |
8,959 |
|
R1 |
9,000 |
9,000 |
8,947 |
8,968 |
PP |
8,935 |
8,935 |
8,935 |
8,919 |
S1 |
8,870 |
8,870 |
8,923 |
8,838 |
S2 |
8,805 |
8,805 |
8,911 |
|
S3 |
8,675 |
8,740 |
8,899 |
|
S4 |
8,545 |
8,610 |
8,864 |
|
|
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 |
8,870 |
300 |
3.4% |
130 |
1.5% |
22% |
False |
True |
3,790 |
10 |
9,170 |
8,620 |
550 |
6.2% |
155 |
1.7% |
57% |
False |
False |
4,255 |
20 |
9,170 |
8,460 |
710 |
7.9% |
145 |
1.6% |
67% |
False |
False |
4,577 |
40 |
9,170 |
8,200 |
970 |
10.9% |
120 |
1.3% |
76% |
False |
False |
3,482 |
60 |
9,635 |
8,200 |
1,435 |
16.1% |
82 |
0.9% |
51% |
False |
False |
2,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,553 |
2.618 |
9,340 |
1.618 |
9,210 |
1.000 |
9,130 |
0.618 |
9,080 |
HIGH |
9,000 |
0.618 |
8,950 |
0.500 |
8,935 |
0.382 |
8,920 |
LOW |
8,870 |
0.618 |
8,790 |
1.000 |
8,740 |
1.618 |
8,660 |
2.618 |
8,530 |
4.250 |
8,318 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
8,935 |
9,020 |
PP |
8,935 |
8,992 |
S1 |
8,935 |
8,963 |
|