Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,173 |
20,476 |
303 |
1.5% |
20,084 |
High |
20,382 |
20,978 |
596 |
2.9% |
20,382 |
Low |
20,128 |
20,460 |
332 |
1.6% |
19,967 |
Close |
20,379 |
20,970 |
591 |
2.9% |
20,379 |
Range |
254 |
518 |
264 |
103.9% |
415 |
ATR |
346 |
364 |
18 |
5.2% |
0 |
Volume |
70,817 |
96,264 |
25,447 |
35.9% |
215,282 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,357 |
22,181 |
21,255 |
|
R3 |
21,839 |
21,663 |
21,112 |
|
R2 |
21,321 |
21,321 |
21,065 |
|
R1 |
21,145 |
21,145 |
21,017 |
21,233 |
PP |
20,803 |
20,803 |
20,803 |
20,847 |
S1 |
20,627 |
20,627 |
20,923 |
20,715 |
S2 |
20,285 |
20,285 |
20,875 |
|
S3 |
19,767 |
20,109 |
20,828 |
|
S4 |
19,249 |
19,591 |
20,685 |
|
|
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 |
20,978 |
19,967 |
1,011 |
4.8% |
242 |
1.2% |
99% |
True |
False |
62,309 |
10 |
20,978 |
19,045 |
1,933 |
9.2% |
266 |
1.3% |
100% |
True |
False |
62,976 |
20 |
20,978 |
18,899 |
2,079 |
9.9% |
299 |
1.4% |
100% |
True |
False |
57,788 |
40 |
21,368 |
18,899 |
2,469 |
11.8% |
300 |
1.4% |
84% |
False |
False |
29,658 |
60 |
22,500 |
18,899 |
3,601 |
17.2% |
291 |
1.4% |
58% |
False |
False |
19,949 |
80 |
22,500 |
18,899 |
3,601 |
17.2% |
281 |
1.3% |
58% |
False |
False |
15,054 |
100 |
22,500 |
18,899 |
3,601 |
17.2% |
287 |
1.4% |
58% |
False |
False |
12,076 |
120 |
22,500 |
18,899 |
3,601 |
17.2% |
278 |
1.3% |
58% |
False |
False |
10,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,180 |
2.618 |
22,334 |
1.618 |
21,816 |
1.000 |
21,496 |
0.618 |
21,298 |
HIGH |
20,978 |
0.618 |
20,780 |
0.500 |
20,719 |
0.382 |
20,658 |
LOW |
20,460 |
0.618 |
20,140 |
1.000 |
19,942 |
1.618 |
19,622 |
2.618 |
19,104 |
4.250 |
18,259 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,886 |
20,823 |
PP |
20,803 |
20,675 |
S1 |
20,719 |
20,528 |
|