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 |
1,352.00 |
1,350.75 |
-1.25 |
-0.1% |
1,318.75 |
High |
1,355.00 |
1,362.00 |
7.00 |
0.5% |
1,352.50 |
Low |
1,343.25 |
1,348.75 |
5.50 |
0.4% |
1,296.00 |
Close |
1,350.75 |
1,361.25 |
10.50 |
0.8% |
1,349.50 |
Range |
11.75 |
13.25 |
1.50 |
12.8% |
56.50 |
ATR |
20.42 |
19.91 |
-0.51 |
-2.5% |
0.00 |
Volume |
2,442 |
1,173 |
-1,269 |
-52.0% |
6,637 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.00 |
1,392.50 |
1,368.50 |
|
R3 |
1,383.75 |
1,379.25 |
1,365.00 |
|
R2 |
1,370.50 |
1,370.50 |
1,363.75 |
|
R1 |
1,366.00 |
1,366.00 |
1,362.50 |
1,368.25 |
PP |
1,357.25 |
1,357.25 |
1,357.25 |
1,358.50 |
S1 |
1,352.75 |
1,352.75 |
1,360.00 |
1,355.00 |
S2 |
1,344.00 |
1,344.00 |
1,358.75 |
|
S3 |
1,330.75 |
1,339.50 |
1,357.50 |
|
S4 |
1,317.50 |
1,326.25 |
1,354.00 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.25 |
1,482.25 |
1,380.50 |
|
R3 |
1,445.75 |
1,425.75 |
1,365.00 |
|
R2 |
1,389.25 |
1,389.25 |
1,359.75 |
|
R1 |
1,369.25 |
1,369.25 |
1,354.75 |
1,379.25 |
PP |
1,332.75 |
1,332.75 |
1,332.75 |
1,337.50 |
S1 |
1,312.75 |
1,312.75 |
1,344.25 |
1,322.75 |
S2 |
1,276.25 |
1,276.25 |
1,339.25 |
|
S3 |
1,219.75 |
1,256.25 |
1,334.00 |
|
S4 |
1,163.25 |
1,199.75 |
1,318.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.00 |
1,300.50 |
61.50 |
4.5% |
20.75 |
1.5% |
99% |
True |
False |
1,622 |
10 |
1,362.00 |
1,296.00 |
66.00 |
4.8% |
20.25 |
1.5% |
99% |
True |
False |
1,342 |
20 |
1,362.00 |
1,277.50 |
84.50 |
6.2% |
21.00 |
1.5% |
99% |
True |
False |
1,024 |
40 |
1,362.00 |
1,250.00 |
112.00 |
8.2% |
18.50 |
1.4% |
99% |
True |
False |
745 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
16.00 |
1.2% |
76% |
False |
False |
603 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
14.25 |
1.0% |
72% |
False |
False |
484 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
11.75 |
0.9% |
72% |
False |
False |
388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.25 |
2.618 |
1,396.75 |
1.618 |
1,383.50 |
1.000 |
1,375.25 |
0.618 |
1,370.25 |
HIGH |
1,362.00 |
0.618 |
1,357.00 |
0.500 |
1,355.50 |
0.382 |
1,353.75 |
LOW |
1,348.75 |
0.618 |
1,340.50 |
1.000 |
1,335.50 |
1.618 |
1,327.25 |
2.618 |
1,314.00 |
4.250 |
1,292.50 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.25 |
1,352.75 |
PP |
1,357.25 |
1,344.25 |
S1 |
1,355.50 |
1,336.00 |
|