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 |
1,621.5 |
1,607.6 |
-13.9 |
-0.9% |
1,600.0 |
High |
1,625.8 |
1,610.9 |
-14.9 |
-0.9% |
1,626.9 |
Low |
1,600.0 |
1,578.8 |
-21.2 |
-1.3% |
1,578.8 |
Close |
1,611.6 |
1,581.1 |
-30.5 |
-1.9% |
1,581.1 |
Range |
25.8 |
32.1 |
6.3 |
24.4% |
48.1 |
ATR |
26.9 |
27.4 |
0.4 |
1.6% |
0.0 |
Volume |
2,002 |
3,046 |
1,044 |
52.1% |
11,122 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.6 |
1,665.9 |
1,598.8 |
|
R3 |
1,654.5 |
1,633.8 |
1,589.9 |
|
R2 |
1,622.4 |
1,622.4 |
1,587.0 |
|
R1 |
1,601.7 |
1,601.7 |
1,584.0 |
1,596.0 |
PP |
1,590.3 |
1,590.3 |
1,590.3 |
1,587.4 |
S1 |
1,569.6 |
1,569.6 |
1,578.2 |
1,563.9 |
S2 |
1,558.2 |
1,558.2 |
1,575.2 |
|
S3 |
1,526.1 |
1,537.5 |
1,572.3 |
|
S4 |
1,494.0 |
1,505.4 |
1,563.4 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.9 |
1,708.6 |
1,607.6 |
|
R3 |
1,691.8 |
1,660.5 |
1,594.3 |
|
R2 |
1,643.7 |
1,643.7 |
1,589.9 |
|
R1 |
1,612.4 |
1,612.4 |
1,585.5 |
1,604.0 |
PP |
1,595.6 |
1,595.6 |
1,595.6 |
1,591.4 |
S1 |
1,564.3 |
1,564.3 |
1,576.7 |
1,555.9 |
S2 |
1,547.5 |
1,547.5 |
1,572.3 |
|
S3 |
1,499.4 |
1,516.2 |
1,567.9 |
|
S4 |
1,451.3 |
1,468.1 |
1,554.6 |
|
|
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 |
1,556.7 |
70.2 |
4.4% |
31.0 |
2.0% |
35% |
False |
False |
2,948 |
10 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
25.8 |
1.6% |
40% |
False |
False |
2,141 |
20 |
1,636.3 |
1,550.0 |
86.3 |
5.5% |
24.8 |
1.6% |
36% |
False |
False |
1,754 |
40 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
26.3 |
1.7% |
43% |
False |
False |
1,891 |
60 |
1,685.3 |
1,534.3 |
151.0 |
9.6% |
23.4 |
1.5% |
31% |
False |
False |
1,621 |
80 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
22.4 |
1.4% |
28% |
False |
False |
1,361 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
21.5 |
1.4% |
18% |
False |
False |
1,235 |
120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
20.0 |
1.3% |
18% |
False |
False |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.3 |
2.618 |
1,694.9 |
1.618 |
1,662.8 |
1.000 |
1,643.0 |
0.618 |
1,630.7 |
HIGH |
1,610.9 |
0.618 |
1,598.6 |
0.500 |
1,594.9 |
0.382 |
1,591.1 |
LOW |
1,578.8 |
0.618 |
1,559.0 |
1.000 |
1,546.7 |
1.618 |
1,526.9 |
2.618 |
1,494.8 |
4.250 |
1,442.4 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,594.9 |
1,602.9 |
PP |
1,590.3 |
1,595.6 |
S1 |
1,585.7 |
1,588.4 |
|