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 |
1,350.75 |
1,361.50 |
10.75 |
0.8% |
1,318.75 |
High |
1,362.00 |
1,368.00 |
6.00 |
0.4% |
1,352.50 |
Low |
1,348.75 |
1,349.00 |
0.25 |
0.0% |
1,296.00 |
Close |
1,361.25 |
1,354.50 |
-6.75 |
-0.5% |
1,349.50 |
Range |
13.25 |
19.00 |
5.75 |
43.4% |
56.50 |
ATR |
19.91 |
19.85 |
-0.07 |
-0.3% |
0.00 |
Volume |
1,173 |
1,358 |
185 |
15.8% |
6,637 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.25 |
1,403.25 |
1,365.00 |
|
R3 |
1,395.25 |
1,384.25 |
1,359.75 |
|
R2 |
1,376.25 |
1,376.25 |
1,358.00 |
|
R1 |
1,365.25 |
1,365.25 |
1,356.25 |
1,361.25 |
PP |
1,357.25 |
1,357.25 |
1,357.25 |
1,355.00 |
S1 |
1,346.25 |
1,346.25 |
1,352.75 |
1,342.25 |
S2 |
1,338.25 |
1,338.25 |
1,351.00 |
|
S3 |
1,319.25 |
1,327.25 |
1,349.25 |
|
S4 |
1,300.25 |
1,308.25 |
1,344.00 |
|
|
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 |
1,368.00 |
1,300.50 |
67.50 |
5.0% |
21.50 |
1.6% |
80% |
True |
False |
1,551 |
10 |
1,368.00 |
1,296.00 |
72.00 |
5.3% |
20.50 |
1.5% |
81% |
True |
False |
1,402 |
20 |
1,368.00 |
1,292.00 |
76.00 |
5.6% |
20.75 |
1.5% |
82% |
True |
False |
1,029 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.7% |
18.75 |
1.4% |
89% |
True |
False |
776 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
16.00 |
1.2% |
71% |
False |
False |
621 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
14.25 |
1.0% |
68% |
False |
False |
501 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
11.75 |
0.9% |
68% |
False |
False |
402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.75 |
2.618 |
1,417.75 |
1.618 |
1,398.75 |
1.000 |
1,387.00 |
0.618 |
1,379.75 |
HIGH |
1,368.00 |
0.618 |
1,360.75 |
0.500 |
1,358.50 |
0.382 |
1,356.25 |
LOW |
1,349.00 |
0.618 |
1,337.25 |
1.000 |
1,330.00 |
1.618 |
1,318.25 |
2.618 |
1,299.25 |
4.250 |
1,268.25 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,358.50 |
1,355.50 |
PP |
1,357.25 |
1,355.25 |
S1 |
1,355.75 |
1,355.00 |
|