Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,141 |
10,207 |
66 |
0.7% |
9,924 |
High |
10,215 |
10,330 |
115 |
1.1% |
10,215 |
Low |
10,070 |
10,186 |
116 |
1.2% |
9,673 |
Close |
10,197 |
10,201 |
4 |
0.0% |
10,197 |
Range |
145 |
144 |
-1 |
-0.7% |
542 |
ATR |
245 |
238 |
-7 |
-2.9% |
0 |
Volume |
128,962 |
61,845 |
-67,117 |
-52.0% |
879,774 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671 |
10,580 |
10,280 |
|
R3 |
10,527 |
10,436 |
10,241 |
|
R2 |
10,383 |
10,383 |
10,228 |
|
R1 |
10,292 |
10,292 |
10,214 |
10,266 |
PP |
10,239 |
10,239 |
10,239 |
10,226 |
S1 |
10,148 |
10,148 |
10,188 |
10,122 |
S2 |
10,095 |
10,095 |
10,175 |
|
S3 |
9,951 |
10,004 |
10,162 |
|
S4 |
9,807 |
9,860 |
10,122 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,654 |
11,468 |
10,495 |
|
R3 |
11,112 |
10,926 |
10,346 |
|
R2 |
10,570 |
10,570 |
10,296 |
|
R1 |
10,384 |
10,384 |
10,247 |
10,477 |
PP |
10,028 |
10,028 |
10,028 |
10,075 |
S1 |
9,842 |
9,842 |
10,147 |
9,935 |
S2 |
9,486 |
9,486 |
10,098 |
|
S3 |
8,944 |
9,300 |
10,048 |
|
S4 |
8,402 |
8,758 |
9,899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,330 |
9,673 |
657 |
6.4% |
215 |
2.1% |
80% |
True |
False |
149,816 |
10 |
10,330 |
9,673 |
657 |
6.4% |
230 |
2.2% |
80% |
True |
False |
150,613 |
20 |
10,698 |
9,673 |
1,025 |
10.0% |
249 |
2.4% |
52% |
False |
False |
176,344 |
40 |
11,206 |
9,673 |
1,533 |
15.0% |
240 |
2.4% |
34% |
False |
False |
175,768 |
60 |
11,206 |
9,673 |
1,533 |
15.0% |
192 |
1.9% |
34% |
False |
False |
151,469 |
80 |
11,206 |
9,673 |
1,533 |
15.0% |
169 |
1.7% |
34% |
False |
False |
119,740 |
100 |
11,206 |
9,673 |
1,533 |
15.0% |
170 |
1.7% |
34% |
False |
False |
95,820 |
120 |
11,206 |
9,673 |
1,533 |
15.0% |
157 |
1.5% |
34% |
False |
False |
79,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,942 |
2.618 |
10,707 |
1.618 |
10,563 |
1.000 |
10,474 |
0.618 |
10,419 |
HIGH |
10,330 |
0.618 |
10,275 |
0.500 |
10,258 |
0.382 |
10,241 |
LOW |
10,186 |
0.618 |
10,097 |
1.000 |
10,042 |
1.618 |
9,953 |
2.618 |
9,809 |
4.250 |
9,574 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,258 |
10,167 |
PP |
10,239 |
10,133 |
S1 |
10,220 |
10,100 |
|