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 |
1,322.00 |
1,358.75 |
36.75 |
2.8% |
1,325.50 |
High |
1,359.50 |
1,362.25 |
2.75 |
0.2% |
1,359.50 |
Low |
1,316.00 |
1,349.50 |
33.50 |
2.5% |
1,302.50 |
Close |
1,356.50 |
1,357.50 |
1.00 |
0.1% |
1,356.50 |
Range |
43.50 |
12.75 |
-30.75 |
-70.7% |
57.00 |
ATR |
22.80 |
22.08 |
-0.72 |
-3.1% |
0.00 |
Volume |
2,484,771 |
1,687,967 |
-796,804 |
-32.1% |
10,042,144 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.75 |
1,388.75 |
1,364.50 |
|
R3 |
1,382.00 |
1,376.00 |
1,361.00 |
|
R2 |
1,369.25 |
1,369.25 |
1,359.75 |
|
R1 |
1,363.25 |
1,363.25 |
1,358.75 |
1,360.00 |
PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,354.75 |
S1 |
1,350.50 |
1,350.50 |
1,356.25 |
1,347.00 |
S2 |
1,343.75 |
1,343.75 |
1,355.25 |
|
S3 |
1,331.00 |
1,337.75 |
1,354.00 |
|
S4 |
1,318.25 |
1,325.00 |
1,350.50 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.50 |
1,490.50 |
1,387.75 |
|
R3 |
1,453.50 |
1,433.50 |
1,372.25 |
|
R2 |
1,396.50 |
1,396.50 |
1,367.00 |
|
R1 |
1,376.50 |
1,376.50 |
1,361.75 |
1,386.50 |
PP |
1,339.50 |
1,339.50 |
1,339.50 |
1,344.50 |
S1 |
1,319.50 |
1,319.50 |
1,351.25 |
1,329.50 |
S2 |
1,282.50 |
1,282.50 |
1,346.00 |
|
S3 |
1,225.50 |
1,262.50 |
1,340.75 |
|
S4 |
1,168.50 |
1,205.50 |
1,325.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.25 |
1,303.25 |
59.00 |
4.3% |
21.75 |
1.6% |
92% |
True |
False |
1,977,946 |
10 |
1,362.25 |
1,302.50 |
59.75 |
4.4% |
22.00 |
1.6% |
92% |
True |
False |
2,042,697 |
20 |
1,362.25 |
1,260.75 |
101.50 |
7.5% |
22.75 |
1.7% |
95% |
True |
False |
1,948,714 |
40 |
1,363.50 |
1,255.50 |
108.00 |
8.0% |
22.25 |
1.6% |
94% |
False |
False |
979,193 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.0% |
20.50 |
1.5% |
68% |
False |
False |
653,339 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
19.00 |
1.4% |
65% |
False |
False |
490,319 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
17.25 |
1.3% |
65% |
False |
False |
392,261 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.6% |
15.75 |
1.2% |
65% |
False |
False |
326,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.50 |
2.618 |
1,395.75 |
1.618 |
1,383.00 |
1.000 |
1,375.00 |
0.618 |
1,370.25 |
HIGH |
1,362.25 |
0.618 |
1,357.50 |
0.500 |
1,356.00 |
0.382 |
1,354.25 |
LOW |
1,349.50 |
0.618 |
1,341.50 |
1.000 |
1,336.75 |
1.618 |
1,328.75 |
2.618 |
1,316.00 |
4.250 |
1,295.25 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,357.00 |
1,349.75 |
PP |
1,356.50 |
1,342.25 |
S1 |
1,356.00 |
1,334.50 |
|