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 |
12,941.85 |
12,889.40 |
-52.45 |
-0.4% |
12,879.71 |
High |
12,961.30 |
12,889.40 |
-71.90 |
-0.6% |
12,961.30 |
Low |
12,852.24 |
12,702.99 |
-149.25 |
-1.2% |
12,702.99 |
Close |
12,896.67 |
12,772.47 |
-124.20 |
-1.0% |
12,772.47 |
Range |
109.06 |
186.41 |
77.35 |
70.9% |
258.31 |
ATR |
153.86 |
156.71 |
2.84 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,347.52 |
13,246.40 |
12,875.00 |
|
R3 |
13,161.11 |
13,059.99 |
12,823.73 |
|
R2 |
12,974.70 |
12,974.70 |
12,806.65 |
|
R1 |
12,873.58 |
12,873.58 |
12,789.56 |
12,830.94 |
PP |
12,788.29 |
12,788.29 |
12,788.29 |
12,766.96 |
S1 |
12,687.17 |
12,687.17 |
12,755.38 |
12,644.53 |
S2 |
12,601.88 |
12,601.88 |
12,738.29 |
|
S3 |
12,415.47 |
12,500.76 |
12,721.21 |
|
S4 |
12,229.06 |
12,314.35 |
12,669.94 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,587.18 |
13,438.14 |
12,914.54 |
|
R3 |
13,328.87 |
13,179.83 |
12,843.51 |
|
R2 |
13,070.56 |
13,070.56 |
12,819.83 |
|
R1 |
12,921.52 |
12,921.52 |
12,796.15 |
12,866.89 |
PP |
12,812.25 |
12,812.25 |
12,812.25 |
12,784.94 |
S1 |
12,663.21 |
12,663.21 |
12,748.79 |
12,608.58 |
S2 |
12,553.94 |
12,553.94 |
12,725.11 |
|
S3 |
12,295.63 |
12,404.90 |
12,701.43 |
|
S4 |
12,037.32 |
12,146.59 |
12,630.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,961.30 |
12,604.53 |
356.77 |
2.8% |
155.78 |
1.2% |
47% |
False |
False |
|
10 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
147.46 |
1.2% |
63% |
False |
False |
|
20 |
12,961.30 |
12,398.44 |
562.86 |
4.4% |
159.24 |
1.2% |
66% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.3% |
157.55 |
1.2% |
80% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
150.66 |
1.2% |
57% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
141.19 |
1.1% |
57% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
134.21 |
1.1% |
57% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
131.23 |
1.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,681.64 |
2.618 |
13,377.42 |
1.618 |
13,191.01 |
1.000 |
13,075.81 |
0.618 |
13,004.60 |
HIGH |
12,889.40 |
0.618 |
12,818.19 |
0.500 |
12,796.20 |
0.382 |
12,774.20 |
LOW |
12,702.99 |
0.618 |
12,587.79 |
1.000 |
12,516.58 |
1.618 |
12,401.38 |
2.618 |
12,214.97 |
4.250 |
11,910.75 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,796.20 |
12,832.15 |
PP |
12,788.29 |
12,812.25 |
S1 |
12,780.38 |
12,792.36 |
|