Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1,597.8 |
1,621.5 |
23.7 |
1.5% |
1,571.8 |
High |
1,626.9 |
1,625.8 |
-1.1 |
-0.1% |
1,609.7 |
Low |
1,597.8 |
1,600.0 |
2.2 |
0.1% |
1,550.0 |
Close |
1,624.0 |
1,611.6 |
-12.4 |
-0.8% |
1,606.4 |
Range |
29.1 |
25.8 |
-3.3 |
-11.3% |
59.7 |
ATR |
27.0 |
26.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
2,024 |
2,002 |
-22 |
-1.1% |
9,349 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.9 |
1,676.5 |
1,625.8 |
|
R3 |
1,664.1 |
1,650.7 |
1,618.7 |
|
R2 |
1,638.3 |
1,638.3 |
1,616.3 |
|
R1 |
1,624.9 |
1,624.9 |
1,614.0 |
1,618.7 |
PP |
1,612.5 |
1,612.5 |
1,612.5 |
1,609.4 |
S1 |
1,599.1 |
1,599.1 |
1,609.2 |
1,592.9 |
S2 |
1,586.7 |
1,586.7 |
1,606.9 |
|
S3 |
1,560.9 |
1,573.3 |
1,604.5 |
|
S4 |
1,535.1 |
1,547.5 |
1,597.4 |
|
|
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 |
4.8% |
30.7 |
1.9% |
80% |
False |
False |
2,465 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.8% |
26.8 |
1.7% |
80% |
False |
False |
1,954 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
25.5 |
1.6% |
71% |
False |
False |
1,634 |
40 |
1,644.0 |
1,534.3 |
109.7 |
6.8% |
26.1 |
1.6% |
70% |
False |
False |
1,858 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.4% |
23.0 |
1.4% |
51% |
False |
False |
1,592 |
80 |
1,703.6 |
1,534.3 |
169.3 |
10.5% |
22.3 |
1.4% |
46% |
False |
False |
1,338 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.2 |
1.3% |
29% |
False |
False |
1,211 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
19.9 |
1.2% |
29% |
False |
False |
1,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.5 |
2.618 |
1,693.3 |
1.618 |
1,667.5 |
1.000 |
1,651.6 |
0.618 |
1,641.7 |
HIGH |
1,625.8 |
0.618 |
1,615.9 |
0.500 |
1,612.9 |
0.382 |
1,609.9 |
LOW |
1,600.0 |
0.618 |
1,584.1 |
1.000 |
1,574.2 |
1.618 |
1,558.3 |
2.618 |
1,532.5 |
4.250 |
1,490.4 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,612.9 |
1,610.5 |
PP |
1,612.5 |
1,609.4 |
S1 |
1,612.0 |
1,608.4 |
|