Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,207 |
10,200 |
-7 |
-0.1% |
9,924 |
High |
10,330 |
10,410 |
80 |
0.8% |
10,215 |
Low |
10,186 |
10,190 |
4 |
0.0% |
9,673 |
Close |
10,201 |
10,391 |
190 |
1.9% |
10,197 |
Range |
144 |
220 |
76 |
52.8% |
542 |
ATR |
238 |
236 |
-1 |
-0.5% |
0 |
Volume |
61,845 |
42,438 |
-19,407 |
-31.4% |
879,774 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,990 |
10,911 |
10,512 |
|
R3 |
10,770 |
10,691 |
10,452 |
|
R2 |
10,550 |
10,550 |
10,431 |
|
R1 |
10,471 |
10,471 |
10,411 |
10,511 |
PP |
10,330 |
10,330 |
10,330 |
10,350 |
S1 |
10,251 |
10,251 |
10,371 |
10,291 |
S2 |
10,110 |
10,110 |
10,351 |
|
S3 |
9,890 |
10,031 |
10,331 |
|
S4 |
9,670 |
9,811 |
10,270 |
|
|
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 |
10,410 |
9,857 |
553 |
5.3% |
204 |
2.0% |
97% |
True |
False |
126,132 |
10 |
10,410 |
9,673 |
737 |
7.1% |
228 |
2.2% |
97% |
True |
False |
140,136 |
20 |
10,698 |
9,673 |
1,025 |
9.9% |
248 |
2.4% |
70% |
False |
False |
168,030 |
40 |
11,206 |
9,673 |
1,533 |
14.8% |
242 |
2.3% |
47% |
False |
False |
171,006 |
60 |
11,206 |
9,673 |
1,533 |
14.8% |
194 |
1.9% |
47% |
False |
False |
150,408 |
80 |
11,206 |
9,673 |
1,533 |
14.8% |
170 |
1.6% |
47% |
False |
False |
120,269 |
100 |
11,206 |
9,673 |
1,533 |
14.8% |
170 |
1.6% |
47% |
False |
False |
96,243 |
120 |
11,206 |
9,673 |
1,533 |
14.8% |
158 |
1.5% |
47% |
False |
False |
80,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,345 |
2.618 |
10,986 |
1.618 |
10,766 |
1.000 |
10,630 |
0.618 |
10,546 |
HIGH |
10,410 |
0.618 |
10,326 |
0.500 |
10,300 |
0.382 |
10,274 |
LOW |
10,190 |
0.618 |
10,054 |
1.000 |
9,970 |
1.618 |
9,834 |
2.618 |
9,614 |
4.250 |
9,255 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,361 |
10,341 |
PP |
10,330 |
10,290 |
S1 |
10,300 |
10,240 |
|