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 |
20,676 |
20,488 |
-188 |
-0.9% |
20,324 |
High |
20,730 |
20,585 |
-145 |
-0.7% |
20,799 |
Low |
20,550 |
20,424 |
-126 |
-0.6% |
20,324 |
Close |
20,553 |
20,535 |
-18 |
-0.1% |
20,535 |
Range |
180 |
161 |
-19 |
-10.6% |
475 |
ATR |
302 |
292 |
-10 |
-3.3% |
0 |
Volume |
752 |
362 |
-390 |
-51.9% |
1,918 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,998 |
20,927 |
20,624 |
|
R3 |
20,837 |
20,766 |
20,579 |
|
R2 |
20,676 |
20,676 |
20,565 |
|
R1 |
20,605 |
20,605 |
20,550 |
20,641 |
PP |
20,515 |
20,515 |
20,515 |
20,532 |
S1 |
20,444 |
20,444 |
20,520 |
20,480 |
S2 |
20,354 |
20,354 |
20,505 |
|
S3 |
20,193 |
20,283 |
20,491 |
|
S4 |
20,032 |
20,122 |
20,446 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,978 |
21,731 |
20,796 |
|
R3 |
21,503 |
21,256 |
20,666 |
|
R2 |
21,028 |
21,028 |
20,622 |
|
R1 |
20,781 |
20,781 |
20,579 |
20,905 |
PP |
20,553 |
20,553 |
20,553 |
20,614 |
S1 |
20,306 |
20,306 |
20,491 |
20,430 |
S2 |
20,078 |
20,078 |
20,448 |
|
S3 |
19,603 |
19,831 |
20,404 |
|
S4 |
19,128 |
19,356 |
20,274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,799 |
20,324 |
475 |
2.3% |
233 |
1.1% |
44% |
False |
False |
383 |
10 |
20,799 |
19,650 |
1,149 |
5.6% |
198 |
1.0% |
77% |
False |
False |
278 |
20 |
20,799 |
18,890 |
1,909 |
9.3% |
215 |
1.0% |
86% |
False |
False |
226 |
40 |
20,799 |
18,725 |
2,074 |
10.1% |
254 |
1.2% |
87% |
False |
False |
210 |
60 |
21,927 |
18,725 |
3,202 |
15.6% |
230 |
1.1% |
57% |
False |
False |
177 |
80 |
21,927 |
18,725 |
3,202 |
15.6% |
215 |
1.0% |
57% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,269 |
2.618 |
21,006 |
1.618 |
20,845 |
1.000 |
20,746 |
0.618 |
20,684 |
HIGH |
20,585 |
0.618 |
20,523 |
0.500 |
20,505 |
0.382 |
20,486 |
LOW |
20,424 |
0.618 |
20,325 |
1.000 |
20,263 |
1.618 |
20,164 |
2.618 |
20,003 |
4.250 |
19,740 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,525 |
20,586 |
PP |
20,515 |
20,569 |
S1 |
20,505 |
20,552 |
|