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 |
1,623.2 |
1,610.2 |
-13.0 |
-0.8% |
1,604.4 |
High |
1,628.3 |
1,615.0 |
-13.3 |
-0.8% |
1,630.1 |
Low |
1,602.7 |
1,581.2 |
-21.5 |
-1.3% |
1,581.2 |
Close |
1,613.8 |
1,583.3 |
-30.5 |
-1.9% |
1,583.3 |
Range |
25.6 |
33.8 |
8.2 |
32.0% |
48.9 |
ATR |
27.7 |
28.1 |
0.4 |
1.6% |
0.0 |
Volume |
11,564 |
10,596 |
-968 |
-8.4% |
39,702 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.6 |
1,672.7 |
1,601.9 |
|
R3 |
1,660.8 |
1,638.9 |
1,592.6 |
|
R2 |
1,627.0 |
1,627.0 |
1,589.5 |
|
R1 |
1,605.1 |
1,605.1 |
1,586.4 |
1,599.2 |
PP |
1,593.2 |
1,593.2 |
1,593.2 |
1,590.2 |
S1 |
1,571.3 |
1,571.3 |
1,580.2 |
1,565.4 |
S2 |
1,559.4 |
1,559.4 |
1,577.1 |
|
S3 |
1,525.6 |
1,537.5 |
1,574.0 |
|
S4 |
1,491.8 |
1,503.7 |
1,564.7 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.9 |
1,713.0 |
1,610.2 |
|
R3 |
1,696.0 |
1,664.1 |
1,596.7 |
|
R2 |
1,647.1 |
1,647.1 |
1,592.3 |
|
R1 |
1,615.2 |
1,615.2 |
1,587.8 |
1,606.7 |
PP |
1,598.2 |
1,598.2 |
1,598.2 |
1,594.0 |
S1 |
1,566.3 |
1,566.3 |
1,578.8 |
1,557.8 |
S2 |
1,549.3 |
1,549.3 |
1,574.3 |
|
S3 |
1,500.4 |
1,517.4 |
1,569.9 |
|
S4 |
1,451.5 |
1,468.5 |
1,556.4 |
|
|
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 |
1,557.3 |
72.8 |
4.6% |
31.4 |
2.0% |
36% |
False |
False |
9,485 |
10 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
26.0 |
1.6% |
40% |
False |
False |
6,696 |
20 |
1,639.6 |
1,552.0 |
87.6 |
5.5% |
25.7 |
1.6% |
36% |
False |
False |
4,997 |
40 |
1,646.4 |
1,535.4 |
111.0 |
7.0% |
27.4 |
1.7% |
43% |
False |
False |
5,777 |
60 |
1,687.4 |
1,535.4 |
152.0 |
9.6% |
24.7 |
1.6% |
32% |
False |
False |
4,833 |
80 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
24.3 |
1.5% |
28% |
False |
False |
4,241 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.9 |
1.6% |
18% |
False |
False |
3,815 |
120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.9 |
1.6% |
18% |
False |
False |
3,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.7 |
2.618 |
1,703.5 |
1.618 |
1,669.7 |
1.000 |
1,648.8 |
0.618 |
1,635.9 |
HIGH |
1,615.0 |
0.618 |
1,602.1 |
0.500 |
1,598.1 |
0.382 |
1,594.1 |
LOW |
1,581.2 |
0.618 |
1,560.3 |
1.000 |
1,547.4 |
1.618 |
1,526.5 |
2.618 |
1,492.7 |
4.250 |
1,437.6 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,598.1 |
1,605.7 |
PP |
1,593.2 |
1,598.2 |
S1 |
1,588.2 |
1,590.8 |
|