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 |
12,827 |
12,780 |
-47 |
-0.4% |
12,566 |
High |
12,850 |
12,877 |
27 |
0.2% |
12,834 |
Low |
12,724 |
12,750 |
26 |
0.2% |
12,376 |
Close |
12,776 |
12,867 |
91 |
0.7% |
12,808 |
Range |
126 |
127 |
1 |
0.8% |
458 |
ATR |
183 |
179 |
-4 |
-2.2% |
0 |
Volume |
117,485 |
204 |
-117,281 |
-99.8% |
660,466 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,212 |
13,167 |
12,937 |
|
R3 |
13,085 |
13,040 |
12,902 |
|
R2 |
12,958 |
12,958 |
12,890 |
|
R1 |
12,913 |
12,913 |
12,879 |
12,936 |
PP |
12,831 |
12,831 |
12,831 |
12,843 |
S1 |
12,786 |
12,786 |
12,855 |
12,809 |
S2 |
12,704 |
12,704 |
12,844 |
|
S3 |
12,577 |
12,659 |
12,832 |
|
S4 |
12,450 |
12,532 |
12,797 |
|
|
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 |
12,877 |
12,376 |
501 |
3.9% |
185 |
1.4% |
98% |
True |
False |
108,231 |
10 |
12,877 |
12,376 |
501 |
3.9% |
178 |
1.4% |
98% |
True |
False |
123,811 |
20 |
12,877 |
12,051 |
826 |
6.4% |
195 |
1.5% |
99% |
True |
False |
120,910 |
40 |
12,877 |
11,884 |
993 |
7.7% |
173 |
1.3% |
99% |
True |
False |
60,659 |
60 |
13,213 |
11,884 |
1,329 |
10.3% |
145 |
1.1% |
74% |
False |
False |
40,443 |
80 |
13,213 |
11,884 |
1,329 |
10.3% |
127 |
1.0% |
74% |
False |
False |
30,337 |
100 |
13,213 |
11,884 |
1,329 |
10.3% |
111 |
0.9% |
74% |
False |
False |
24,270 |
120 |
13,213 |
11,884 |
1,329 |
10.3% |
94 |
0.7% |
74% |
False |
False |
20,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,417 |
2.618 |
13,210 |
1.618 |
13,083 |
1.000 |
13,004 |
0.618 |
12,956 |
HIGH |
12,877 |
0.618 |
12,829 |
0.500 |
12,814 |
0.382 |
12,799 |
LOW |
12,750 |
0.618 |
12,672 |
1.000 |
12,623 |
1.618 |
12,545 |
2.618 |
12,418 |
4.250 |
12,210 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,849 |
12,804 |
PP |
12,831 |
12,741 |
S1 |
12,814 |
12,678 |
|