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 |
1,557.2 |
1,600.0 |
42.8 |
2.7% |
1,571.8 |
High |
1,609.7 |
1,605.0 |
-4.7 |
-0.3% |
1,609.7 |
Low |
1,556.7 |
1,589.8 |
33.1 |
2.1% |
1,550.0 |
Close |
1,606.4 |
1,599.9 |
-6.5 |
-0.4% |
1,606.4 |
Range |
53.0 |
15.2 |
-37.8 |
-71.3% |
59.7 |
ATR |
27.7 |
26.9 |
-0.8 |
-2.9% |
0.0 |
Volume |
3,619 |
4,050 |
431 |
11.9% |
9,349 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.8 |
1,637.1 |
1,608.3 |
|
R3 |
1,628.6 |
1,621.9 |
1,604.1 |
|
R2 |
1,613.4 |
1,613.4 |
1,602.7 |
|
R1 |
1,606.7 |
1,606.7 |
1,601.3 |
1,602.5 |
PP |
1,598.2 |
1,598.2 |
1,598.2 |
1,596.1 |
S1 |
1,591.5 |
1,591.5 |
1,598.5 |
1,587.3 |
S2 |
1,583.0 |
1,583.0 |
1,597.1 |
|
S3 |
1,567.8 |
1,576.3 |
1,595.7 |
|
S4 |
1,552.6 |
1,561.1 |
1,591.5 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.8 |
1,746.8 |
1,639.2 |
|
R3 |
1,708.1 |
1,687.1 |
1,622.8 |
|
R2 |
1,648.4 |
1,648.4 |
1,617.3 |
|
R1 |
1,627.4 |
1,627.4 |
1,611.9 |
1,637.9 |
PP |
1,588.7 |
1,588.7 |
1,588.7 |
1,594.0 |
S1 |
1,567.7 |
1,567.7 |
1,600.9 |
1,578.2 |
S2 |
1,529.0 |
1,529.0 |
1,595.5 |
|
S3 |
1,469.3 |
1,508.0 |
1,590.0 |
|
S4 |
1,409.6 |
1,448.3 |
1,573.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,609.7 |
1,550.0 |
59.7 |
3.7% |
27.0 |
1.7% |
84% |
False |
False |
2,454 |
10 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
25.7 |
1.6% |
58% |
False |
False |
1,857 |
20 |
1,644.0 |
1,550.0 |
94.0 |
5.9% |
24.5 |
1.5% |
53% |
False |
False |
1,503 |
40 |
1,645.0 |
1,534.3 |
110.7 |
6.9% |
25.9 |
1.6% |
59% |
False |
False |
1,784 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
22.7 |
1.4% |
43% |
False |
False |
1,567 |
80 |
1,719.4 |
1,534.3 |
185.1 |
11.6% |
22.2 |
1.4% |
35% |
False |
False |
1,307 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
20.8 |
1.3% |
25% |
False |
False |
1,173 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
19.7 |
1.2% |
25% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,669.6 |
2.618 |
1,644.8 |
1.618 |
1,629.6 |
1.000 |
1,620.2 |
0.618 |
1,614.4 |
HIGH |
1,605.0 |
0.618 |
1,599.2 |
0.500 |
1,597.4 |
0.382 |
1,595.6 |
LOW |
1,589.8 |
0.618 |
1,580.4 |
1.000 |
1,574.6 |
1.618 |
1,565.2 |
2.618 |
1,550.0 |
4.250 |
1,525.2 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,599.1 |
1,593.2 |
PP |
1,598.2 |
1,586.5 |
S1 |
1,597.4 |
1,579.9 |
|