Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,476 |
20,947 |
471 |
2.3% |
20,084 |
High |
20,978 |
20,993 |
15 |
0.1% |
20,382 |
Low |
20,460 |
20,827 |
367 |
1.8% |
19,967 |
Close |
20,970 |
20,839 |
-131 |
-0.6% |
20,379 |
Range |
518 |
166 |
-352 |
-68.0% |
415 |
ATR |
364 |
350 |
-14 |
-3.9% |
0 |
Volume |
96,264 |
77,797 |
-18,467 |
-19.2% |
215,282 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,384 |
21,278 |
20,930 |
|
R3 |
21,218 |
21,112 |
20,885 |
|
R2 |
21,052 |
21,052 |
20,869 |
|
R1 |
20,946 |
20,946 |
20,854 |
20,916 |
PP |
20,886 |
20,886 |
20,886 |
20,872 |
S1 |
20,780 |
20,780 |
20,824 |
20,750 |
S2 |
20,720 |
20,720 |
20,809 |
|
S3 |
20,554 |
20,614 |
20,793 |
|
S4 |
20,388 |
20,448 |
20,748 |
|
|
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 |
20,993 |
19,967 |
1,026 |
4.9% |
255 |
1.2% |
85% |
True |
False |
69,653 |
10 |
20,993 |
19,308 |
1,685 |
8.1% |
251 |
1.2% |
91% |
True |
False |
64,095 |
20 |
20,993 |
18,899 |
2,094 |
10.0% |
284 |
1.4% |
93% |
True |
False |
61,482 |
40 |
21,368 |
18,899 |
2,469 |
11.8% |
298 |
1.4% |
79% |
False |
False |
31,595 |
60 |
22,500 |
18,899 |
3,601 |
17.3% |
290 |
1.4% |
54% |
False |
False |
21,241 |
80 |
22,500 |
18,899 |
3,601 |
17.3% |
278 |
1.3% |
54% |
False |
False |
16,024 |
100 |
22,500 |
18,899 |
3,601 |
17.3% |
285 |
1.4% |
54% |
False |
False |
12,853 |
120 |
22,500 |
18,899 |
3,601 |
17.3% |
277 |
1.3% |
54% |
False |
False |
10,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,699 |
2.618 |
21,428 |
1.618 |
21,262 |
1.000 |
21,159 |
0.618 |
21,096 |
HIGH |
20,993 |
0.618 |
20,930 |
0.500 |
20,910 |
0.382 |
20,890 |
LOW |
20,827 |
0.618 |
20,724 |
1.000 |
20,661 |
1.618 |
20,558 |
2.618 |
20,392 |
4.250 |
20,122 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,910 |
20,746 |
PP |
20,886 |
20,653 |
S1 |
20,863 |
20,561 |
|