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 |
12,701 |
12,690 |
-11 |
-0.1% |
12,362 |
High |
12,707 |
12,800 |
93 |
0.7% |
12,739 |
Low |
12,701 |
12,690 |
-11 |
-0.1% |
12,323 |
Close |
12,707 |
12,798 |
91 |
0.7% |
12,739 |
Range |
6 |
110 |
104 |
1,733.3% |
416 |
ATR |
132 |
130 |
-2 |
-1.2% |
0 |
Volume |
6 |
2 |
-4 |
-66.7% |
11 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,093 |
13,055 |
12,859 |
|
R3 |
12,983 |
12,945 |
12,828 |
|
R2 |
12,873 |
12,873 |
12,818 |
|
R1 |
12,835 |
12,835 |
12,808 |
12,854 |
PP |
12,763 |
12,763 |
12,763 |
12,772 |
S1 |
12,725 |
12,725 |
12,788 |
12,744 |
S2 |
12,653 |
12,653 |
12,778 |
|
S3 |
12,543 |
12,615 |
12,768 |
|
S4 |
12,433 |
12,505 |
12,738 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,848 |
13,710 |
12,968 |
|
R3 |
13,432 |
13,294 |
12,854 |
|
R2 |
13,016 |
13,016 |
12,815 |
|
R1 |
12,878 |
12,878 |
12,777 |
12,947 |
PP |
12,600 |
12,600 |
12,600 |
12,635 |
S1 |
12,462 |
12,462 |
12,701 |
12,531 |
S2 |
12,184 |
12,184 |
12,663 |
|
S3 |
11,768 |
12,046 |
12,625 |
|
S4 |
11,352 |
11,630 |
12,510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,800 |
12,323 |
477 |
3.7% |
103 |
0.8% |
100% |
True |
False |
3 |
10 |
12,800 |
12,323 |
477 |
3.7% |
81 |
0.6% |
100% |
True |
False |
4 |
20 |
12,800 |
12,235 |
565 |
4.4% |
73 |
0.6% |
100% |
True |
False |
4 |
40 |
12,800 |
11,913 |
887 |
6.9% |
66 |
0.5% |
100% |
True |
False |
3 |
60 |
13,108 |
11,913 |
1,195 |
9.3% |
55 |
0.4% |
74% |
False |
False |
3 |
80 |
13,109 |
11,913 |
1,196 |
9.3% |
46 |
0.4% |
74% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.3% |
41 |
0.3% |
74% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,268 |
2.618 |
13,088 |
1.618 |
12,978 |
1.000 |
12,910 |
0.618 |
12,868 |
HIGH |
12,800 |
0.618 |
12,758 |
0.500 |
12,745 |
0.382 |
12,732 |
LOW |
12,690 |
0.618 |
12,622 |
1.000 |
12,580 |
1.618 |
12,512 |
2.618 |
12,402 |
4.250 |
12,223 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,780 |
12,760 |
PP |
12,763 |
12,723 |
S1 |
12,745 |
12,685 |
|