Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,715 |
20,748 |
33 |
0.2% |
20,476 |
High |
20,894 |
20,757 |
-137 |
-0.7% |
20,993 |
Low |
20,704 |
20,411 |
-293 |
-1.4% |
20,460 |
Close |
20,773 |
20,427 |
-346 |
-1.7% |
20,716 |
Range |
190 |
346 |
156 |
82.1% |
533 |
ATR |
314 |
317 |
3 |
1.1% |
0 |
Volume |
76,306 |
17,256 |
-59,050 |
-77.4% |
426,689 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,570 |
21,344 |
20,617 |
|
R3 |
21,224 |
20,998 |
20,522 |
|
R2 |
20,878 |
20,878 |
20,490 |
|
R1 |
20,652 |
20,652 |
20,459 |
20,592 |
PP |
20,532 |
20,532 |
20,532 |
20,502 |
S1 |
20,306 |
20,306 |
20,395 |
20,246 |
S2 |
20,186 |
20,186 |
20,364 |
|
S3 |
19,840 |
19,960 |
20,332 |
|
S4 |
19,494 |
19,614 |
20,237 |
|
|
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 |
20,938 |
20,411 |
527 |
2.6% |
237 |
1.2% |
3% |
False |
True |
69,238 |
10 |
20,993 |
19,967 |
1,026 |
5.0% |
246 |
1.2% |
45% |
False |
False |
69,445 |
20 |
20,993 |
19,045 |
1,948 |
9.5% |
253 |
1.2% |
71% |
False |
False |
67,826 |
40 |
20,993 |
18,899 |
2,094 |
10.3% |
298 |
1.5% |
73% |
False |
False |
40,170 |
60 |
22,500 |
18,899 |
3,601 |
17.6% |
284 |
1.4% |
42% |
False |
False |
26,945 |
80 |
22,500 |
18,899 |
3,601 |
17.6% |
273 |
1.3% |
42% |
False |
False |
20,332 |
100 |
22,500 |
18,899 |
3,601 |
17.6% |
278 |
1.4% |
42% |
False |
False |
16,306 |
120 |
22,500 |
18,899 |
3,601 |
17.6% |
280 |
1.4% |
42% |
False |
False |
13,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,228 |
2.618 |
21,663 |
1.618 |
21,317 |
1.000 |
21,103 |
0.618 |
20,971 |
HIGH |
20,757 |
0.618 |
20,625 |
0.500 |
20,584 |
0.382 |
20,543 |
LOW |
20,411 |
0.618 |
20,197 |
1.000 |
20,065 |
1.618 |
19,851 |
2.618 |
19,505 |
4.250 |
18,941 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,584 |
20,653 |
PP |
20,532 |
20,577 |
S1 |
20,479 |
20,502 |
|