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 |
1,361.50 |
1,356.00 |
-5.50 |
-0.4% |
1,352.00 |
High |
1,368.00 |
1,356.25 |
-11.75 |
-0.9% |
1,368.00 |
Low |
1,349.00 |
1,336.25 |
-12.75 |
-0.9% |
1,336.25 |
Close |
1,354.50 |
1,345.00 |
-9.50 |
-0.7% |
1,345.00 |
Range |
19.00 |
20.00 |
1.00 |
5.3% |
31.75 |
ATR |
19.85 |
19.86 |
0.01 |
0.1% |
0.00 |
Volume |
1,358 |
1,429 |
71 |
5.2% |
6,402 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.75 |
1,395.50 |
1,356.00 |
|
R3 |
1,385.75 |
1,375.50 |
1,350.50 |
|
R2 |
1,365.75 |
1,365.75 |
1,348.75 |
|
R1 |
1,355.50 |
1,355.50 |
1,346.75 |
1,350.50 |
PP |
1,345.75 |
1,345.75 |
1,345.75 |
1,343.50 |
S1 |
1,335.50 |
1,335.50 |
1,343.25 |
1,330.50 |
S2 |
1,325.75 |
1,325.75 |
1,341.25 |
|
S3 |
1,305.75 |
1,315.50 |
1,339.50 |
|
S4 |
1,285.75 |
1,295.50 |
1,334.00 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.00 |
1,426.75 |
1,362.50 |
|
R3 |
1,413.25 |
1,395.00 |
1,353.75 |
|
R2 |
1,381.50 |
1,381.50 |
1,350.75 |
|
R1 |
1,363.25 |
1,363.25 |
1,348.00 |
1,356.50 |
PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,346.50 |
S1 |
1,331.50 |
1,331.50 |
1,342.00 |
1,324.75 |
S2 |
1,318.00 |
1,318.00 |
1,339.25 |
|
S3 |
1,286.25 |
1,299.75 |
1,336.25 |
|
S4 |
1,254.50 |
1,268.00 |
1,327.50 |
|
|
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 |
1,309.75 |
58.25 |
4.3% |
21.25 |
1.6% |
61% |
False |
False |
1,637 |
10 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
19.25 |
1.4% |
68% |
False |
False |
1,397 |
20 |
1,368.00 |
1,292.00 |
76.00 |
5.7% |
21.00 |
1.6% |
70% |
False |
False |
1,094 |
40 |
1,368.00 |
1,250.00 |
118.00 |
8.8% |
18.75 |
1.4% |
81% |
False |
False |
809 |
60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.25 |
1.2% |
65% |
False |
False |
644 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
14.25 |
1.1% |
62% |
False |
False |
519 |
100 |
1,404.00 |
1,250.00 |
154.00 |
11.4% |
12.00 |
0.9% |
62% |
False |
False |
416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.25 |
2.618 |
1,408.50 |
1.618 |
1,388.50 |
1.000 |
1,376.25 |
0.618 |
1,368.50 |
HIGH |
1,356.25 |
0.618 |
1,348.50 |
0.500 |
1,346.25 |
0.382 |
1,344.00 |
LOW |
1,336.25 |
0.618 |
1,324.00 |
1.000 |
1,316.25 |
1.618 |
1,304.00 |
2.618 |
1,284.00 |
4.250 |
1,251.25 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1,346.25 |
1,352.00 |
PP |
1,345.75 |
1,349.75 |
S1 |
1,345.50 |
1,347.50 |
|