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 |
1,604.4 |
1,601.7 |
-2.7 |
-0.2% |
1,577.3 |
High |
1,605.5 |
1,630.1 |
24.6 |
1.5% |
1,611.4 |
Low |
1,591.8 |
1,600.2 |
8.4 |
0.5% |
1,552.0 |
Close |
1,602.2 |
1,626.3 |
24.1 |
1.5% |
1,608.7 |
Range |
13.7 |
29.9 |
16.2 |
118.2% |
59.4 |
ATR |
27.7 |
27.8 |
0.2 |
0.6% |
0.0 |
Volume |
11,640 |
5,902 |
-5,738 |
-49.3% |
23,341 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.6 |
1,697.3 |
1,642.7 |
|
R3 |
1,678.7 |
1,667.4 |
1,634.5 |
|
R2 |
1,648.8 |
1,648.8 |
1,631.8 |
|
R1 |
1,637.5 |
1,637.5 |
1,629.0 |
1,643.2 |
PP |
1,618.9 |
1,618.9 |
1,618.9 |
1,621.7 |
S1 |
1,607.6 |
1,607.6 |
1,623.6 |
1,613.3 |
S2 |
1,589.0 |
1,589.0 |
1,620.8 |
|
S3 |
1,559.1 |
1,577.7 |
1,618.1 |
|
S4 |
1,529.2 |
1,547.8 |
1,609.9 |
|
|
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 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
29.2 |
1.8% |
95% |
True |
False |
6,528 |
10 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
27.5 |
1.7% |
95% |
True |
False |
5,105 |
20 |
1,646.4 |
1,552.0 |
94.4 |
5.8% |
26.5 |
1.6% |
79% |
False |
False |
4,146 |
40 |
1,646.4 |
1,535.4 |
111.0 |
6.8% |
27.7 |
1.7% |
82% |
False |
False |
5,372 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.3% |
24.4 |
1.5% |
60% |
False |
False |
4,582 |
80 |
1,720.7 |
1,535.4 |
185.3 |
11.4% |
24.2 |
1.5% |
49% |
False |
False |
4,036 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.8 |
1.5% |
34% |
False |
False |
3,633 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.8 |
1.5% |
34% |
False |
False |
3,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.2 |
2.618 |
1,708.4 |
1.618 |
1,678.5 |
1.000 |
1,660.0 |
0.618 |
1,648.6 |
HIGH |
1,630.1 |
0.618 |
1,618.7 |
0.500 |
1,615.2 |
0.382 |
1,611.6 |
LOW |
1,600.2 |
0.618 |
1,581.7 |
1.000 |
1,570.3 |
1.618 |
1,551.8 |
2.618 |
1,521.9 |
4.250 |
1,473.1 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,622.6 |
1,615.4 |
PP |
1,618.9 |
1,604.6 |
S1 |
1,615.2 |
1,593.7 |
|