Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,387 |
10,401 |
14 |
0.1% |
9,924 |
High |
10,429 |
10,461 |
32 |
0.3% |
10,215 |
Low |
10,321 |
10,318 |
-3 |
0.0% |
9,673 |
Close |
10,403 |
10,435 |
32 |
0.3% |
10,197 |
Range |
108 |
143 |
35 |
32.4% |
542 |
ATR |
227 |
221 |
-6 |
-2.6% |
0 |
Volume |
32,904 |
21,404 |
-11,500 |
-35.0% |
879,774 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,834 |
10,777 |
10,514 |
|
R3 |
10,691 |
10,634 |
10,474 |
|
R2 |
10,548 |
10,548 |
10,461 |
|
R1 |
10,491 |
10,491 |
10,448 |
10,520 |
PP |
10,405 |
10,405 |
10,405 |
10,419 |
S1 |
10,348 |
10,348 |
10,422 |
10,377 |
S2 |
10,262 |
10,262 |
10,409 |
|
S3 |
10,119 |
10,205 |
10,396 |
|
S4 |
9,976 |
10,062 |
10,356 |
|
|
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 |
10,461 |
10,070 |
391 |
3.7% |
152 |
1.5% |
93% |
True |
False |
57,510 |
10 |
10,461 |
9,673 |
788 |
7.6% |
214 |
2.0% |
97% |
True |
False |
116,274 |
20 |
10,461 |
9,673 |
788 |
7.6% |
239 |
2.3% |
97% |
True |
False |
150,772 |
40 |
11,206 |
9,673 |
1,533 |
14.7% |
245 |
2.3% |
50% |
False |
False |
165,777 |
60 |
11,206 |
9,673 |
1,533 |
14.7% |
194 |
1.9% |
50% |
False |
False |
147,230 |
80 |
11,206 |
9,673 |
1,533 |
14.7% |
170 |
1.6% |
50% |
False |
False |
120,941 |
100 |
11,206 |
9,673 |
1,533 |
14.7% |
168 |
1.6% |
50% |
False |
False |
96,784 |
120 |
11,206 |
9,673 |
1,533 |
14.7% |
159 |
1.5% |
50% |
False |
False |
80,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,069 |
2.618 |
10,835 |
1.618 |
10,692 |
1.000 |
10,604 |
0.618 |
10,549 |
HIGH |
10,461 |
0.618 |
10,406 |
0.500 |
10,390 |
0.382 |
10,373 |
LOW |
10,318 |
0.618 |
10,230 |
1.000 |
10,175 |
1.618 |
10,087 |
2.618 |
9,944 |
4.250 |
9,710 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,420 |
10,399 |
PP |
10,405 |
10,362 |
S1 |
10,390 |
10,326 |
|