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 |
1,557.3 |
1,604.4 |
47.1 |
3.0% |
1,577.3 |
High |
1,611.4 |
1,605.5 |
-5.9 |
-0.4% |
1,611.4 |
Low |
1,557.3 |
1,591.8 |
34.5 |
2.2% |
1,552.0 |
Close |
1,608.7 |
1,602.2 |
-6.5 |
-0.4% |
1,608.7 |
Range |
54.1 |
13.7 |
-40.4 |
-74.7% |
59.4 |
ATR |
28.5 |
27.7 |
-0.8 |
-2.9% |
0.0 |
Volume |
7,723 |
11,640 |
3,917 |
50.7% |
23,341 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.9 |
1,635.3 |
1,609.7 |
|
R3 |
1,627.2 |
1,621.6 |
1,606.0 |
|
R2 |
1,613.5 |
1,613.5 |
1,604.7 |
|
R1 |
1,607.9 |
1,607.9 |
1,603.5 |
1,603.9 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,597.8 |
S1 |
1,594.2 |
1,594.2 |
1,600.9 |
1,590.2 |
S2 |
1,586.1 |
1,586.1 |
1,599.7 |
|
S3 |
1,572.4 |
1,580.5 |
1,598.4 |
|
S4 |
1,558.7 |
1,566.8 |
1,594.7 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,748.2 |
1,641.4 |
|
R3 |
1,709.5 |
1,688.8 |
1,625.0 |
|
R2 |
1,650.1 |
1,650.1 |
1,619.6 |
|
R1 |
1,629.4 |
1,629.4 |
1,614.1 |
1,639.8 |
PP |
1,590.7 |
1,590.7 |
1,590.7 |
1,595.9 |
S1 |
1,570.0 |
1,570.0 |
1,603.3 |
1,580.4 |
S2 |
1,531.3 |
1,531.3 |
1,597.8 |
|
S3 |
1,471.9 |
1,510.6 |
1,592.4 |
|
S4 |
1,412.5 |
1,451.2 |
1,576.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,611.4 |
1,552.0 |
59.4 |
3.7% |
27.0 |
1.7% |
85% |
False |
False |
6,307 |
10 |
1,637.6 |
1,552.0 |
85.6 |
5.3% |
26.0 |
1.6% |
59% |
False |
False |
4,833 |
20 |
1,646.4 |
1,552.0 |
94.4 |
5.9% |
25.5 |
1.6% |
53% |
False |
False |
3,954 |
40 |
1,649.2 |
1,535.4 |
113.8 |
7.1% |
27.2 |
1.7% |
59% |
False |
False |
5,268 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.5% |
24.1 |
1.5% |
44% |
False |
False |
4,523 |
80 |
1,725.2 |
1,535.4 |
189.8 |
11.8% |
24.3 |
1.5% |
35% |
False |
False |
3,994 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
24.7 |
1.5% |
25% |
False |
False |
3,596 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
24.6 |
1.5% |
25% |
False |
False |
3,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.7 |
2.618 |
1,641.4 |
1.618 |
1,627.7 |
1.000 |
1,619.2 |
0.618 |
1,614.0 |
HIGH |
1,605.5 |
0.618 |
1,600.3 |
0.500 |
1,598.7 |
0.382 |
1,597.0 |
LOW |
1,591.8 |
0.618 |
1,583.3 |
1.000 |
1,578.1 |
1.618 |
1,569.6 |
2.618 |
1,555.9 |
4.250 |
1,533.6 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,601.0 |
1,595.4 |
PP |
1,599.8 |
1,588.5 |
S1 |
1,598.7 |
1,581.7 |
|