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 |
1,368.75 |
1,361.50 |
-7.25 |
-0.5% |
1,358.75 |
High |
1,375.00 |
1,364.00 |
-11.00 |
-0.8% |
1,375.00 |
Low |
1,357.00 |
1,342.25 |
-14.75 |
-1.1% |
1,342.25 |
Close |
1,361.50 |
1,351.75 |
-9.75 |
-0.7% |
1,351.75 |
Range |
18.00 |
21.75 |
3.75 |
20.8% |
32.75 |
ATR |
21.27 |
21.30 |
0.03 |
0.2% |
0.00 |
Volume |
9,227 |
1,952,810 |
1,943,583 |
21,064.1% |
3,654,597 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.00 |
1,406.50 |
1,363.75 |
|
R3 |
1,396.25 |
1,384.75 |
1,357.75 |
|
R2 |
1,374.50 |
1,374.50 |
1,355.75 |
|
R1 |
1,363.00 |
1,363.00 |
1,353.75 |
1,358.00 |
PP |
1,352.75 |
1,352.75 |
1,352.75 |
1,350.00 |
S1 |
1,341.25 |
1,341.25 |
1,349.75 |
1,336.00 |
S2 |
1,331.00 |
1,331.00 |
1,347.75 |
|
S3 |
1,309.25 |
1,319.50 |
1,345.75 |
|
S4 |
1,287.50 |
1,297.75 |
1,339.75 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.50 |
1,436.00 |
1,369.75 |
|
R3 |
1,421.75 |
1,403.25 |
1,360.75 |
|
R2 |
1,389.00 |
1,389.00 |
1,357.75 |
|
R1 |
1,370.50 |
1,370.50 |
1,354.75 |
1,363.50 |
PP |
1,356.25 |
1,356.25 |
1,356.25 |
1,352.75 |
S1 |
1,337.75 |
1,337.75 |
1,348.75 |
1,330.50 |
S2 |
1,323.50 |
1,323.50 |
1,345.75 |
|
S3 |
1,290.75 |
1,305.00 |
1,342.75 |
|
S4 |
1,258.00 |
1,272.25 |
1,333.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,375.00 |
1,316.00 |
59.00 |
4.4% |
22.00 |
1.6% |
61% |
False |
False |
1,227,873 |
10 |
1,375.00 |
1,302.50 |
72.50 |
5.4% |
20.00 |
1.5% |
68% |
False |
False |
1,555,543 |
20 |
1,375.00 |
1,297.00 |
78.00 |
5.8% |
22.00 |
1.6% |
70% |
False |
False |
1,980,176 |
40 |
1,375.00 |
1,255.50 |
119.50 |
8.8% |
21.75 |
1.6% |
81% |
False |
False |
1,028,245 |
60 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
20.75 |
1.5% |
64% |
False |
False |
686,081 |
80 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
19.25 |
1.4% |
61% |
False |
False |
514,894 |
100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
17.50 |
1.3% |
61% |
False |
False |
411,925 |
120 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
16.00 |
1.2% |
61% |
False |
False |
343,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.50 |
2.618 |
1,421.00 |
1.618 |
1,399.25 |
1.000 |
1,385.75 |
0.618 |
1,377.50 |
HIGH |
1,364.00 |
0.618 |
1,355.75 |
0.500 |
1,353.00 |
0.382 |
1,350.50 |
LOW |
1,342.25 |
0.618 |
1,328.75 |
1.000 |
1,320.50 |
1.618 |
1,307.00 |
2.618 |
1,285.25 |
4.250 |
1,249.75 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,353.00 |
1,358.50 |
PP |
1,352.75 |
1,356.25 |
S1 |
1,352.25 |
1,354.00 |
|