Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,196 |
20,173 |
-23 |
-0.1% |
20,084 |
High |
20,220 |
20,382 |
162 |
0.8% |
20,382 |
Low |
20,077 |
20,128 |
51 |
0.3% |
19,967 |
Close |
20,192 |
20,379 |
187 |
0.9% |
20,379 |
Range |
143 |
254 |
111 |
77.6% |
415 |
ATR |
353 |
346 |
-7 |
-2.0% |
0 |
Volume |
48,472 |
70,817 |
22,345 |
46.1% |
215,282 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,058 |
20,973 |
20,519 |
|
R3 |
20,804 |
20,719 |
20,449 |
|
R2 |
20,550 |
20,550 |
20,426 |
|
R1 |
20,465 |
20,465 |
20,402 |
20,508 |
PP |
20,296 |
20,296 |
20,296 |
20,318 |
S1 |
20,211 |
20,211 |
20,356 |
20,254 |
S2 |
20,042 |
20,042 |
20,332 |
|
S3 |
19,788 |
19,957 |
20,309 |
|
S4 |
19,534 |
19,703 |
20,239 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,488 |
21,348 |
20,607 |
|
R3 |
21,073 |
20,933 |
20,493 |
|
R2 |
20,658 |
20,658 |
20,455 |
|
R1 |
20,518 |
20,518 |
20,417 |
20,588 |
PP |
20,243 |
20,243 |
20,243 |
20,278 |
S1 |
20,103 |
20,103 |
20,341 |
20,173 |
S2 |
19,828 |
19,828 |
20,303 |
|
S3 |
19,413 |
19,688 |
20,265 |
|
S4 |
18,998 |
19,273 |
20,151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,382 |
19,825 |
557 |
2.7% |
181 |
0.9% |
99% |
True |
False |
54,275 |
10 |
20,382 |
19,045 |
1,337 |
6.6% |
232 |
1.1% |
100% |
True |
False |
58,979 |
20 |
20,382 |
18,899 |
1,483 |
7.3% |
291 |
1.4% |
100% |
True |
False |
53,212 |
40 |
21,467 |
18,899 |
2,568 |
12.6% |
296 |
1.5% |
58% |
False |
False |
27,263 |
60 |
22,500 |
18,899 |
3,601 |
17.7% |
285 |
1.4% |
41% |
False |
False |
18,349 |
80 |
22,500 |
18,899 |
3,601 |
17.7% |
277 |
1.4% |
41% |
False |
False |
13,851 |
100 |
22,500 |
18,899 |
3,601 |
17.7% |
285 |
1.4% |
41% |
False |
False |
11,114 |
120 |
22,500 |
18,899 |
3,601 |
17.7% |
275 |
1.3% |
41% |
False |
False |
9,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,462 |
2.618 |
21,047 |
1.618 |
20,793 |
1.000 |
20,636 |
0.618 |
20,539 |
HIGH |
20,382 |
0.618 |
20,285 |
0.500 |
20,255 |
0.382 |
20,225 |
LOW |
20,128 |
0.618 |
19,971 |
1.000 |
19,874 |
1.618 |
19,717 |
2.618 |
19,463 |
4.250 |
19,049 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,338 |
20,311 |
PP |
20,296 |
20,243 |
S1 |
20,255 |
20,175 |
|