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 |
20,084 |
19,989 |
-95 |
-0.5% |
19,051 |
High |
20,123 |
20,159 |
36 |
0.2% |
20,040 |
Low |
20,022 |
19,967 |
-55 |
-0.3% |
19,045 |
Close |
20,089 |
20,145 |
56 |
0.3% |
19,848 |
Range |
101 |
192 |
91 |
90.1% |
995 |
ATR |
383 |
369 |
-14 |
-3.6% |
0 |
Volume |
41,076 |
54,917 |
13,841 |
33.7% |
318,217 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,666 |
20,598 |
20,251 |
|
R3 |
20,474 |
20,406 |
20,198 |
|
R2 |
20,282 |
20,282 |
20,180 |
|
R1 |
20,214 |
20,214 |
20,163 |
20,248 |
PP |
20,090 |
20,090 |
20,090 |
20,108 |
S1 |
20,022 |
20,022 |
20,127 |
20,056 |
S2 |
19,898 |
19,898 |
20,110 |
|
S3 |
19,706 |
19,830 |
20,092 |
|
S4 |
19,514 |
19,638 |
20,039 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,629 |
22,234 |
20,395 |
|
R3 |
21,634 |
21,239 |
20,122 |
|
R2 |
20,639 |
20,639 |
20,030 |
|
R1 |
20,244 |
20,244 |
19,939 |
20,442 |
PP |
19,644 |
19,644 |
19,644 |
19,743 |
S1 |
19,249 |
19,249 |
19,757 |
19,447 |
S2 |
18,649 |
18,649 |
19,666 |
|
S3 |
17,654 |
18,254 |
19,574 |
|
S4 |
16,659 |
17,259 |
19,301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,159 |
19,357 |
802 |
4.0% |
245 |
1.2% |
98% |
True |
False |
56,478 |
10 |
20,159 |
19,045 |
1,114 |
5.5% |
245 |
1.2% |
99% |
True |
False |
62,938 |
20 |
20,159 |
18,899 |
1,260 |
6.3% |
304 |
1.5% |
99% |
True |
False |
47,426 |
40 |
21,467 |
18,899 |
2,568 |
12.7% |
296 |
1.5% |
49% |
False |
False |
24,311 |
60 |
22,500 |
18,899 |
3,601 |
17.9% |
286 |
1.4% |
35% |
False |
False |
16,371 |
80 |
22,500 |
18,899 |
3,601 |
17.9% |
278 |
1.4% |
35% |
False |
False |
12,366 |
100 |
22,500 |
18,899 |
3,601 |
17.9% |
285 |
1.4% |
35% |
False |
False |
9,923 |
120 |
22,500 |
18,899 |
3,601 |
17.9% |
277 |
1.4% |
35% |
False |
False |
8,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,975 |
2.618 |
20,662 |
1.618 |
20,470 |
1.000 |
20,351 |
0.618 |
20,278 |
HIGH |
20,159 |
0.618 |
20,086 |
0.500 |
20,063 |
0.382 |
20,040 |
LOW |
19,967 |
0.618 |
19,848 |
1.000 |
19,775 |
1.618 |
19,656 |
2.618 |
19,464 |
4.250 |
19,151 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,118 |
20,094 |
PP |
20,090 |
20,043 |
S1 |
20,063 |
19,992 |
|