Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,639 |
20,715 |
76 |
0.4% |
20,476 |
High |
20,799 |
20,894 |
95 |
0.5% |
20,993 |
Low |
20,585 |
20,704 |
119 |
0.6% |
20,460 |
Close |
20,716 |
20,773 |
57 |
0.3% |
20,716 |
Range |
214 |
190 |
-24 |
-11.2% |
533 |
ATR |
323 |
314 |
-10 |
-2.9% |
0 |
Volume |
104,619 |
76,306 |
-28,313 |
-27.1% |
426,689 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,360 |
21,257 |
20,878 |
|
R3 |
21,170 |
21,067 |
20,825 |
|
R2 |
20,980 |
20,980 |
20,808 |
|
R1 |
20,877 |
20,877 |
20,790 |
20,929 |
PP |
20,790 |
20,790 |
20,790 |
20,816 |
S1 |
20,687 |
20,687 |
20,756 |
20,739 |
S2 |
20,600 |
20,600 |
20,738 |
|
S3 |
20,410 |
20,497 |
20,721 |
|
S4 |
20,220 |
20,307 |
20,669 |
|
|
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 |
20,585 |
408 |
2.0% |
201 |
1.0% |
46% |
False |
False |
81,346 |
10 |
20,993 |
19,967 |
1,026 |
4.9% |
222 |
1.1% |
79% |
False |
False |
71,827 |
20 |
20,993 |
19,045 |
1,948 |
9.4% |
247 |
1.2% |
89% |
False |
False |
71,162 |
40 |
20,993 |
18,899 |
2,094 |
10.1% |
296 |
1.4% |
89% |
False |
False |
39,760 |
60 |
22,500 |
18,899 |
3,601 |
17.3% |
281 |
1.4% |
52% |
False |
False |
26,683 |
80 |
22,500 |
18,899 |
3,601 |
17.3% |
270 |
1.3% |
52% |
False |
False |
20,120 |
100 |
22,500 |
18,899 |
3,601 |
17.3% |
278 |
1.3% |
52% |
False |
False |
16,135 |
120 |
22,500 |
18,899 |
3,601 |
17.3% |
278 |
1.3% |
52% |
False |
False |
13,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,702 |
2.618 |
21,391 |
1.618 |
21,201 |
1.000 |
21,084 |
0.618 |
21,011 |
HIGH |
20,894 |
0.618 |
20,821 |
0.500 |
20,799 |
0.382 |
20,777 |
LOW |
20,704 |
0.618 |
20,587 |
1.000 |
20,514 |
1.618 |
20,397 |
2.618 |
20,207 |
4.250 |
19,897 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,799 |
20,769 |
PP |
20,790 |
20,765 |
S1 |
20,782 |
20,762 |
|