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 |
12,866 |
12,830 |
-36 |
-0.3% |
12,827 |
High |
12,917 |
12,851 |
-66 |
-0.5% |
12,917 |
Low |
12,783 |
12,640 |
-143 |
-1.1% |
12,640 |
Close |
12,832 |
12,727 |
-105 |
-0.8% |
12,727 |
Range |
134 |
211 |
77 |
57.5% |
277 |
ATR |
176 |
178 |
3 |
1.4% |
0 |
Volume |
306 |
142,800 |
142,494 |
46,566.7% |
260,795 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,372 |
13,261 |
12,843 |
|
R3 |
13,161 |
13,050 |
12,785 |
|
R2 |
12,950 |
12,950 |
12,766 |
|
R1 |
12,839 |
12,839 |
12,746 |
12,789 |
PP |
12,739 |
12,739 |
12,739 |
12,715 |
S1 |
12,628 |
12,628 |
12,708 |
12,578 |
S2 |
12,528 |
12,528 |
12,688 |
|
S3 |
12,317 |
12,417 |
12,669 |
|
S4 |
12,106 |
12,206 |
12,611 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,592 |
13,437 |
12,879 |
|
R3 |
13,315 |
13,160 |
12,803 |
|
R2 |
13,038 |
13,038 |
12,778 |
|
R1 |
12,883 |
12,883 |
12,753 |
12,822 |
PP |
12,761 |
12,761 |
12,761 |
12,731 |
S1 |
12,606 |
12,606 |
12,702 |
12,545 |
S2 |
12,484 |
12,484 |
12,676 |
|
S3 |
12,207 |
12,329 |
12,651 |
|
S4 |
11,930 |
12,052 |
12,575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,917 |
12,479 |
438 |
3.4% |
191 |
1.5% |
57% |
False |
False |
80,944 |
10 |
12,917 |
12,376 |
541 |
4.3% |
168 |
1.3% |
65% |
False |
False |
103,981 |
20 |
12,917 |
12,288 |
629 |
4.9% |
191 |
1.5% |
70% |
False |
False |
126,115 |
40 |
12,917 |
11,884 |
1,033 |
8.1% |
174 |
1.4% |
82% |
False |
False |
64,236 |
60 |
13,213 |
11,884 |
1,329 |
10.4% |
147 |
1.2% |
63% |
False |
False |
42,828 |
80 |
13,213 |
11,884 |
1,329 |
10.4% |
129 |
1.0% |
63% |
False |
False |
32,124 |
100 |
13,213 |
11,884 |
1,329 |
10.4% |
114 |
0.9% |
63% |
False |
False |
25,701 |
120 |
13,213 |
11,884 |
1,329 |
10.4% |
97 |
0.8% |
63% |
False |
False |
21,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,748 |
2.618 |
13,404 |
1.618 |
13,193 |
1.000 |
13,062 |
0.618 |
12,982 |
HIGH |
12,851 |
0.618 |
12,771 |
0.500 |
12,746 |
0.382 |
12,721 |
LOW |
12,640 |
0.618 |
12,510 |
1.000 |
12,429 |
1.618 |
12,299 |
2.618 |
12,088 |
4.250 |
11,743 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,746 |
12,779 |
PP |
12,739 |
12,761 |
S1 |
12,733 |
12,744 |
|