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 |
1,601.7 |
1,623.2 |
21.5 |
1.3% |
1,577.3 |
High |
1,630.1 |
1,628.3 |
-1.8 |
-0.1% |
1,611.4 |
Low |
1,600.2 |
1,602.7 |
2.5 |
0.2% |
1,552.0 |
Close |
1,626.3 |
1,613.8 |
-12.5 |
-0.8% |
1,608.7 |
Range |
29.9 |
25.6 |
-4.3 |
-14.4% |
59.4 |
ATR |
27.8 |
27.7 |
-0.2 |
-0.6% |
0.0 |
Volume |
5,902 |
11,564 |
5,662 |
95.9% |
23,341 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.7 |
1,678.4 |
1,627.9 |
|
R3 |
1,666.1 |
1,652.8 |
1,620.8 |
|
R2 |
1,640.5 |
1,640.5 |
1,618.5 |
|
R1 |
1,627.2 |
1,627.2 |
1,616.1 |
1,621.1 |
PP |
1,614.9 |
1,614.9 |
1,614.9 |
1,611.9 |
S1 |
1,601.6 |
1,601.6 |
1,611.5 |
1,595.5 |
S2 |
1,589.3 |
1,589.3 |
1,609.1 |
|
S3 |
1,563.7 |
1,576.0 |
1,606.8 |
|
S4 |
1,538.1 |
1,550.4 |
1,599.7 |
|
|
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 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
30.9 |
1.9% |
79% |
False |
False |
8,050 |
10 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
26.8 |
1.7% |
79% |
False |
False |
5,885 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.4% |
26.4 |
1.6% |
71% |
False |
False |
4,658 |
40 |
1,646.4 |
1,535.4 |
111.0 |
6.9% |
27.3 |
1.7% |
71% |
False |
False |
5,605 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
24.3 |
1.5% |
52% |
False |
False |
4,728 |
80 |
1,716.4 |
1,535.4 |
181.0 |
11.2% |
24.4 |
1.5% |
43% |
False |
False |
4,164 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.7 |
1.5% |
30% |
False |
False |
3,732 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.8 |
1.5% |
30% |
False |
False |
3,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,737.1 |
2.618 |
1,695.3 |
1.618 |
1,669.7 |
1.000 |
1,653.9 |
0.618 |
1,644.1 |
HIGH |
1,628.3 |
0.618 |
1,618.5 |
0.500 |
1,615.5 |
0.382 |
1,612.5 |
LOW |
1,602.7 |
0.618 |
1,586.9 |
1.000 |
1,577.1 |
1.618 |
1,561.3 |
2.618 |
1,535.7 |
4.250 |
1,493.9 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,615.5 |
1,612.9 |
PP |
1,614.9 |
1,611.9 |
S1 |
1,614.4 |
1,611.0 |
|