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 |
12,780 |
12,866 |
86 |
0.7% |
12,566 |
High |
12,877 |
12,917 |
40 |
0.3% |
12,834 |
Low |
12,750 |
12,783 |
33 |
0.3% |
12,376 |
Close |
12,867 |
12,832 |
-35 |
-0.3% |
12,808 |
Range |
127 |
134 |
7 |
5.5% |
458 |
ATR |
179 |
176 |
-3 |
-1.8% |
0 |
Volume |
204 |
306 |
102 |
50.0% |
660,466 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,246 |
13,173 |
12,906 |
|
R3 |
13,112 |
13,039 |
12,869 |
|
R2 |
12,978 |
12,978 |
12,857 |
|
R1 |
12,905 |
12,905 |
12,844 |
12,875 |
PP |
12,844 |
12,844 |
12,844 |
12,829 |
S1 |
12,771 |
12,771 |
12,820 |
12,741 |
S2 |
12,710 |
12,710 |
12,808 |
|
S3 |
12,576 |
12,637 |
12,795 |
|
S4 |
12,442 |
12,503 |
12,758 |
|
|
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 |
12,917 |
12,376 |
541 |
4.2% |
187 |
1.5% |
84% |
True |
False |
87,503 |
10 |
12,917 |
12,376 |
541 |
4.2% |
177 |
1.4% |
84% |
True |
False |
106,919 |
20 |
12,917 |
12,288 |
629 |
4.9% |
187 |
1.5% |
86% |
True |
False |
120,343 |
40 |
12,917 |
11,884 |
1,033 |
8.1% |
172 |
1.3% |
92% |
True |
False |
60,666 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
143 |
1.1% |
71% |
False |
False |
40,448 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
127 |
1.0% |
71% |
False |
False |
30,341 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
112 |
0.9% |
71% |
False |
False |
24,273 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
95 |
0.7% |
71% |
False |
False |
20,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,487 |
2.618 |
13,268 |
1.618 |
13,134 |
1.000 |
13,051 |
0.618 |
13,000 |
HIGH |
12,917 |
0.618 |
12,866 |
0.500 |
12,850 |
0.382 |
12,834 |
LOW |
12,783 |
0.618 |
12,700 |
1.000 |
12,649 |
1.618 |
12,566 |
2.618 |
12,432 |
4.250 |
12,214 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,850 |
12,828 |
PP |
12,844 |
12,824 |
S1 |
12,838 |
12,821 |
|