Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,947 |
20,782 |
-165 |
-0.8% |
20,084 |
High |
20,993 |
20,935 |
-58 |
-0.3% |
20,382 |
Low |
20,827 |
20,706 |
-121 |
-0.6% |
19,967 |
Close |
20,839 |
20,935 |
96 |
0.5% |
20,379 |
Range |
166 |
229 |
63 |
38.0% |
415 |
ATR |
350 |
341 |
-9 |
-2.5% |
0 |
Volume |
77,797 |
76,668 |
-1,129 |
-1.5% |
215,282 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,546 |
21,469 |
21,061 |
|
R3 |
21,317 |
21,240 |
20,998 |
|
R2 |
21,088 |
21,088 |
20,977 |
|
R1 |
21,011 |
21,011 |
20,956 |
21,050 |
PP |
20,859 |
20,859 |
20,859 |
20,878 |
S1 |
20,782 |
20,782 |
20,914 |
20,821 |
S2 |
20,630 |
20,630 |
20,893 |
|
S3 |
20,401 |
20,553 |
20,872 |
|
S4 |
20,172 |
20,324 |
20,809 |
|
|
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 |
20,077 |
916 |
4.4% |
262 |
1.3% |
94% |
False |
False |
74,003 |
10 |
20,993 |
19,357 |
1,636 |
7.8% |
254 |
1.2% |
96% |
False |
False |
65,241 |
20 |
20,993 |
18,899 |
2,094 |
10.0% |
277 |
1.3% |
97% |
False |
False |
64,974 |
40 |
21,368 |
18,899 |
2,469 |
11.8% |
298 |
1.4% |
82% |
False |
False |
33,500 |
60 |
22,500 |
18,899 |
3,601 |
17.2% |
289 |
1.4% |
57% |
False |
False |
22,511 |
80 |
22,500 |
18,899 |
3,601 |
17.2% |
279 |
1.3% |
57% |
False |
False |
16,980 |
100 |
22,500 |
18,899 |
3,601 |
17.2% |
282 |
1.3% |
57% |
False |
False |
13,618 |
120 |
22,500 |
18,899 |
3,601 |
17.2% |
278 |
1.3% |
57% |
False |
False |
11,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,908 |
2.618 |
21,535 |
1.618 |
21,306 |
1.000 |
21,164 |
0.618 |
21,077 |
HIGH |
20,935 |
0.618 |
20,848 |
0.500 |
20,821 |
0.382 |
20,793 |
LOW |
20,706 |
0.618 |
20,564 |
1.000 |
20,477 |
1.618 |
20,335 |
2.618 |
20,106 |
4.250 |
19,733 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,897 |
20,866 |
PP |
20,859 |
20,796 |
S1 |
20,821 |
20,727 |
|