Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,854 |
20,639 |
-215 |
-1.0% |
20,476 |
High |
20,938 |
20,799 |
-139 |
-0.7% |
20,993 |
Low |
20,730 |
20,585 |
-145 |
-0.7% |
20,460 |
Close |
20,733 |
20,716 |
-17 |
-0.1% |
20,716 |
Range |
208 |
214 |
6 |
2.9% |
533 |
ATR |
332 |
323 |
-8 |
-2.5% |
0 |
Volume |
71,341 |
104,619 |
33,278 |
46.6% |
426,689 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,342 |
21,243 |
20,834 |
|
R3 |
21,128 |
21,029 |
20,775 |
|
R2 |
20,914 |
20,914 |
20,755 |
|
R1 |
20,815 |
20,815 |
20,736 |
20,865 |
PP |
20,700 |
20,700 |
20,700 |
20,725 |
S1 |
20,601 |
20,601 |
20,696 |
20,651 |
S2 |
20,486 |
20,486 |
20,677 |
|
S3 |
20,272 |
20,387 |
20,657 |
|
S4 |
20,058 |
20,173 |
20,598 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,322 |
22,052 |
21,009 |
|
R3 |
21,789 |
21,519 |
20,863 |
|
R2 |
21,256 |
21,256 |
20,814 |
|
R1 |
20,986 |
20,986 |
20,765 |
21,121 |
PP |
20,723 |
20,723 |
20,723 |
20,791 |
S1 |
20,453 |
20,453 |
20,667 |
20,588 |
S2 |
20,190 |
20,190 |
20,618 |
|
S3 |
19,657 |
19,920 |
20,569 |
|
S4 |
19,124 |
19,387 |
20,423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,993 |
20,460 |
533 |
2.6% |
267 |
1.3% |
48% |
False |
False |
85,337 |
10 |
20,993 |
19,825 |
1,168 |
5.6% |
224 |
1.1% |
76% |
False |
False |
69,806 |
20 |
20,993 |
18,928 |
2,065 |
10.0% |
267 |
1.3% |
87% |
False |
False |
70,271 |
40 |
20,993 |
18,899 |
2,094 |
10.1% |
297 |
1.4% |
87% |
False |
False |
37,876 |
60 |
22,500 |
18,899 |
3,601 |
17.4% |
287 |
1.4% |
50% |
False |
False |
25,427 |
80 |
22,500 |
18,899 |
3,601 |
17.4% |
273 |
1.3% |
50% |
False |
False |
19,172 |
100 |
22,500 |
18,899 |
3,601 |
17.4% |
281 |
1.4% |
50% |
False |
False |
15,374 |
120 |
22,500 |
18,899 |
3,601 |
17.4% |
278 |
1.3% |
50% |
False |
False |
12,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,709 |
2.618 |
21,359 |
1.618 |
21,145 |
1.000 |
21,013 |
0.618 |
20,931 |
HIGH |
20,799 |
0.618 |
20,717 |
0.500 |
20,692 |
0.382 |
20,667 |
LOW |
20,585 |
0.618 |
20,453 |
1.000 |
20,371 |
1.618 |
20,239 |
2.618 |
20,025 |
4.250 |
19,676 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,708 |
20,762 |
PP |
20,700 |
20,746 |
S1 |
20,692 |
20,731 |
|