Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,782 |
20,854 |
72 |
0.3% |
20,084 |
High |
20,935 |
20,938 |
3 |
0.0% |
20,382 |
Low |
20,706 |
20,730 |
24 |
0.1% |
19,967 |
Close |
20,935 |
20,733 |
-202 |
-1.0% |
20,379 |
Range |
229 |
208 |
-21 |
-9.2% |
415 |
ATR |
341 |
332 |
-10 |
-2.8% |
0 |
Volume |
76,668 |
71,341 |
-5,327 |
-6.9% |
215,282 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,424 |
21,287 |
20,847 |
|
R3 |
21,216 |
21,079 |
20,790 |
|
R2 |
21,008 |
21,008 |
20,771 |
|
R1 |
20,871 |
20,871 |
20,752 |
20,836 |
PP |
20,800 |
20,800 |
20,800 |
20,783 |
S1 |
20,663 |
20,663 |
20,714 |
20,628 |
S2 |
20,592 |
20,592 |
20,695 |
|
S3 |
20,384 |
20,455 |
20,676 |
|
S4 |
20,176 |
20,247 |
20,619 |
|
|
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 |
20,128 |
865 |
4.2% |
275 |
1.3% |
70% |
False |
False |
78,577 |
10 |
20,993 |
19,463 |
1,530 |
7.4% |
229 |
1.1% |
83% |
False |
False |
65,202 |
20 |
20,993 |
18,928 |
2,065 |
10.0% |
267 |
1.3% |
87% |
False |
False |
67,190 |
40 |
21,235 |
18,899 |
2,336 |
11.3% |
298 |
1.4% |
79% |
False |
False |
35,271 |
60 |
22,500 |
18,899 |
3,601 |
17.4% |
288 |
1.4% |
51% |
False |
False |
23,692 |
80 |
22,500 |
18,899 |
3,601 |
17.4% |
274 |
1.3% |
51% |
False |
False |
17,868 |
100 |
22,500 |
18,899 |
3,601 |
17.4% |
280 |
1.4% |
51% |
False |
False |
14,329 |
120 |
22,500 |
18,899 |
3,601 |
17.4% |
277 |
1.3% |
51% |
False |
False |
11,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,822 |
2.618 |
21,483 |
1.618 |
21,275 |
1.000 |
21,146 |
0.618 |
21,067 |
HIGH |
20,938 |
0.618 |
20,859 |
0.500 |
20,834 |
0.382 |
20,809 |
LOW |
20,730 |
0.618 |
20,601 |
1.000 |
20,522 |
1.618 |
20,393 |
2.618 |
20,185 |
4.250 |
19,846 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,834 |
20,850 |
PP |
20,800 |
20,811 |
S1 |
20,767 |
20,772 |
|