Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,600.0 |
1,597.8 |
-2.2 |
-0.1% |
1,571.8 |
High |
1,605.0 |
1,626.9 |
21.9 |
1.4% |
1,609.7 |
Low |
1,589.8 |
1,597.8 |
8.0 |
0.5% |
1,550.0 |
Close |
1,599.9 |
1,624.0 |
24.1 |
1.5% |
1,606.4 |
Range |
15.2 |
29.1 |
13.9 |
91.4% |
59.7 |
ATR |
26.9 |
27.0 |
0.2 |
0.6% |
0.0 |
Volume |
4,050 |
2,024 |
-2,026 |
-50.0% |
9,349 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.5 |
1,692.9 |
1,640.0 |
|
R3 |
1,674.4 |
1,663.8 |
1,632.0 |
|
R2 |
1,645.3 |
1,645.3 |
1,629.3 |
|
R1 |
1,634.7 |
1,634.7 |
1,626.7 |
1,640.0 |
PP |
1,616.2 |
1,616.2 |
1,616.2 |
1,618.9 |
S1 |
1,605.6 |
1,605.6 |
1,621.3 |
1,610.9 |
S2 |
1,587.1 |
1,587.1 |
1,618.7 |
|
S3 |
1,558.0 |
1,576.5 |
1,616.0 |
|
S4 |
1,528.9 |
1,547.4 |
1,608.0 |
|
|
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 |
1,626.9 |
1,550.0 |
76.9 |
4.7% |
29.2 |
1.8% |
96% |
True |
False |
2,168 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.7% |
27.1 |
1.7% |
96% |
True |
False |
1,957 |
20 |
1,644.0 |
1,550.0 |
94.0 |
5.8% |
25.5 |
1.6% |
79% |
False |
False |
1,558 |
40 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
26.5 |
1.6% |
82% |
False |
False |
1,825 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
23.0 |
1.4% |
59% |
False |
False |
1,593 |
80 |
1,716.5 |
1,534.3 |
182.2 |
11.2% |
22.2 |
1.4% |
49% |
False |
False |
1,319 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
21.1 |
1.3% |
34% |
False |
False |
1,192 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.3% |
19.8 |
1.2% |
34% |
False |
False |
1,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,750.6 |
2.618 |
1,703.1 |
1.618 |
1,674.0 |
1.000 |
1,656.0 |
0.618 |
1,644.9 |
HIGH |
1,626.9 |
0.618 |
1,615.8 |
0.500 |
1,612.4 |
0.382 |
1,608.9 |
LOW |
1,597.8 |
0.618 |
1,579.8 |
1.000 |
1,568.7 |
1.618 |
1,550.7 |
2.618 |
1,521.6 |
4.250 |
1,474.1 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,620.1 |
1,613.3 |
PP |
1,616.2 |
1,602.5 |
S1 |
1,612.4 |
1,591.8 |
|