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 |
12,530 |
12,827 |
297 |
2.4% |
12,566 |
High |
12,834 |
12,850 |
16 |
0.1% |
12,834 |
Low |
12,479 |
12,724 |
245 |
2.0% |
12,376 |
Close |
12,808 |
12,776 |
-32 |
-0.2% |
12,808 |
Range |
355 |
126 |
-229 |
-64.5% |
458 |
ATR |
187 |
183 |
-4 |
-2.3% |
0 |
Volume |
143,928 |
117,485 |
-26,443 |
-18.4% |
660,466 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,161 |
13,095 |
12,845 |
|
R3 |
13,035 |
12,969 |
12,811 |
|
R2 |
12,909 |
12,909 |
12,799 |
|
R1 |
12,843 |
12,843 |
12,788 |
12,813 |
PP |
12,783 |
12,783 |
12,783 |
12,769 |
S1 |
12,717 |
12,717 |
12,765 |
12,687 |
S2 |
12,657 |
12,657 |
12,753 |
|
S3 |
12,531 |
12,591 |
12,741 |
|
S4 |
12,405 |
12,465 |
12,707 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,047 |
13,885 |
13,060 |
|
R3 |
13,589 |
13,427 |
12,934 |
|
R2 |
13,131 |
13,131 |
12,892 |
|
R1 |
12,969 |
12,969 |
12,850 |
13,050 |
PP |
12,673 |
12,673 |
12,673 |
12,713 |
S1 |
12,511 |
12,511 |
12,766 |
12,592 |
S2 |
12,215 |
12,215 |
12,724 |
|
S3 |
11,757 |
12,053 |
12,682 |
|
S4 |
11,299 |
11,595 |
12,556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,850 |
12,376 |
474 |
3.7% |
185 |
1.4% |
84% |
True |
False |
131,524 |
10 |
12,850 |
12,376 |
474 |
3.7% |
182 |
1.4% |
84% |
True |
False |
134,668 |
20 |
12,850 |
11,961 |
889 |
7.0% |
194 |
1.5% |
92% |
True |
False |
120,989 |
40 |
12,890 |
11,884 |
1,006 |
7.9% |
174 |
1.4% |
89% |
False |
False |
60,655 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
144 |
1.1% |
67% |
False |
False |
40,440 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
126 |
1.0% |
67% |
False |
False |
30,335 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
110 |
0.9% |
67% |
False |
False |
24,268 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
93 |
0.7% |
67% |
False |
False |
20,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,386 |
2.618 |
13,180 |
1.618 |
13,054 |
1.000 |
12,976 |
0.618 |
12,928 |
HIGH |
12,850 |
0.618 |
12,802 |
0.500 |
12,787 |
0.382 |
12,772 |
LOW |
12,724 |
0.618 |
12,646 |
1.000 |
12,598 |
1.618 |
12,520 |
2.618 |
12,394 |
4.250 |
12,189 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,787 |
12,722 |
PP |
12,783 |
12,667 |
S1 |
12,780 |
12,613 |
|